| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,081.0 |
3,102.0 |
21.0 |
0.7% |
3,041.0 |
| High |
3,106.0 |
3,102.0 |
-4.0 |
-0.1% |
3,106.0 |
| Low |
3,056.0 |
3,065.0 |
9.0 |
0.3% |
2,951.0 |
| Close |
3,097.0 |
3,070.0 |
-27.0 |
-0.9% |
3,097.0 |
| Range |
50.0 |
37.0 |
-13.0 |
-26.0% |
155.0 |
| ATR |
67.7 |
65.5 |
-2.2 |
-3.2% |
0.0 |
| Volume |
1,287 |
77 |
-1,210 |
-94.0% |
17,765 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,190.0 |
3,167.0 |
3,090.4 |
|
| R3 |
3,153.0 |
3,130.0 |
3,080.2 |
|
| R2 |
3,116.0 |
3,116.0 |
3,076.8 |
|
| R1 |
3,093.0 |
3,093.0 |
3,073.4 |
3,086.0 |
| PP |
3,079.0 |
3,079.0 |
3,079.0 |
3,075.5 |
| S1 |
3,056.0 |
3,056.0 |
3,066.6 |
3,049.0 |
| S2 |
3,042.0 |
3,042.0 |
3,063.2 |
|
| S3 |
3,005.0 |
3,019.0 |
3,059.8 |
|
| S4 |
2,968.0 |
2,982.0 |
3,049.7 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,516.3 |
3,461.7 |
3,182.3 |
|
| R3 |
3,361.3 |
3,306.7 |
3,139.6 |
|
| R2 |
3,206.3 |
3,206.3 |
3,125.4 |
|
| R1 |
3,151.7 |
3,151.7 |
3,111.2 |
3,179.0 |
| PP |
3,051.3 |
3,051.3 |
3,051.3 |
3,065.0 |
| S1 |
2,996.7 |
2,996.7 |
3,082.8 |
3,024.0 |
| S2 |
2,896.3 |
2,896.3 |
3,068.6 |
|
| S3 |
2,741.3 |
2,841.7 |
3,054.4 |
|
| S4 |
2,586.3 |
2,686.7 |
3,011.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,106.0 |
2,951.0 |
155.0 |
5.0% |
49.4 |
1.6% |
77% |
False |
False |
3,520 |
| 10 |
3,106.0 |
2,891.0 |
215.0 |
7.0% |
57.8 |
1.9% |
83% |
False |
False |
19,314 |
| 20 |
3,106.0 |
2,768.0 |
338.0 |
11.0% |
71.2 |
2.3% |
89% |
False |
False |
12,934 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
56.3 |
1.8% |
58% |
False |
False |
7,449 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
47.6 |
1.6% |
58% |
False |
False |
5,163 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
43.4 |
1.4% |
58% |
False |
False |
3,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,259.3 |
|
2.618 |
3,198.9 |
|
1.618 |
3,161.9 |
|
1.000 |
3,139.0 |
|
0.618 |
3,124.9 |
|
HIGH |
3,102.0 |
|
0.618 |
3,087.9 |
|
0.500 |
3,083.5 |
|
0.382 |
3,079.1 |
|
LOW |
3,065.0 |
|
0.618 |
3,042.1 |
|
1.000 |
3,028.0 |
|
1.618 |
3,005.1 |
|
2.618 |
2,968.1 |
|
4.250 |
2,907.8 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,083.5 |
3,056.2 |
| PP |
3,079.0 |
3,042.3 |
| S1 |
3,074.5 |
3,028.5 |
|