| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,102.0 |
3,068.0 |
-34.0 |
-1.1% |
3,041.0 |
| High |
3,102.0 |
3,083.0 |
-19.0 |
-0.6% |
3,106.0 |
| Low |
3,065.0 |
3,018.0 |
-47.0 |
-1.5% |
2,951.0 |
| Close |
3,070.0 |
3,023.0 |
-47.0 |
-1.5% |
3,097.0 |
| Range |
37.0 |
65.0 |
28.0 |
75.7% |
155.0 |
| ATR |
65.5 |
65.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
77 |
10,381 |
10,304 |
13,381.8% |
17,765 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.3 |
3,194.7 |
3,058.8 |
|
| R3 |
3,171.3 |
3,129.7 |
3,040.9 |
|
| R2 |
3,106.3 |
3,106.3 |
3,034.9 |
|
| R1 |
3,064.7 |
3,064.7 |
3,029.0 |
3,053.0 |
| PP |
3,041.3 |
3,041.3 |
3,041.3 |
3,035.5 |
| S1 |
2,999.7 |
2,999.7 |
3,017.0 |
2,988.0 |
| S2 |
2,976.3 |
2,976.3 |
3,011.1 |
|
| S3 |
2,911.3 |
2,934.7 |
3,005.1 |
|
| S4 |
2,846.3 |
2,869.7 |
2,987.3 |
|
|
| 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 |
5.1% |
56.2 |
1.9% |
46% |
False |
False |
5,554 |
| 10 |
3,106.0 |
2,951.0 |
155.0 |
5.1% |
54.2 |
1.8% |
46% |
False |
False |
15,322 |
| 20 |
3,106.0 |
2,768.0 |
338.0 |
11.2% |
70.9 |
2.3% |
75% |
False |
False |
13,437 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
57.4 |
1.9% |
49% |
False |
False |
7,691 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
48.4 |
1.6% |
49% |
False |
False |
5,336 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
43.9 |
1.5% |
49% |
False |
False |
4,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,359.3 |
|
2.618 |
3,253.2 |
|
1.618 |
3,188.2 |
|
1.000 |
3,148.0 |
|
0.618 |
3,123.2 |
|
HIGH |
3,083.0 |
|
0.618 |
3,058.2 |
|
0.500 |
3,050.5 |
|
0.382 |
3,042.8 |
|
LOW |
3,018.0 |
|
0.618 |
2,977.8 |
|
1.000 |
2,953.0 |
|
1.618 |
2,912.8 |
|
2.618 |
2,847.8 |
|
4.250 |
2,741.8 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,050.5 |
3,062.0 |
| PP |
3,041.3 |
3,049.0 |
| S1 |
3,032.2 |
3,036.0 |
|