| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,068.0 |
3,055.0 |
-13.0 |
-0.4% |
3,041.0 |
| High |
3,083.0 |
3,080.0 |
-3.0 |
-0.1% |
3,106.0 |
| Low |
3,018.0 |
3,038.0 |
20.0 |
0.7% |
2,951.0 |
| Close |
3,023.0 |
3,077.0 |
54.0 |
1.8% |
3,097.0 |
| Range |
65.0 |
42.0 |
-23.0 |
-35.4% |
155.0 |
| ATR |
65.5 |
64.9 |
-0.6 |
-0.9% |
0.0 |
| Volume |
10,381 |
9,432 |
-949 |
-9.1% |
17,765 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,191.0 |
3,176.0 |
3,100.1 |
|
| R3 |
3,149.0 |
3,134.0 |
3,088.6 |
|
| R2 |
3,107.0 |
3,107.0 |
3,084.7 |
|
| R1 |
3,092.0 |
3,092.0 |
3,080.9 |
3,099.5 |
| PP |
3,065.0 |
3,065.0 |
3,065.0 |
3,068.8 |
| S1 |
3,050.0 |
3,050.0 |
3,073.2 |
3,057.5 |
| S2 |
3,023.0 |
3,023.0 |
3,069.3 |
|
| S3 |
2,981.0 |
3,008.0 |
3,065.5 |
|
| S4 |
2,939.0 |
2,966.0 |
3,053.9 |
|
|
| 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% |
55.8 |
1.8% |
81% |
False |
False |
7,326 |
| 10 |
3,106.0 |
2,951.0 |
155.0 |
5.0% |
54.1 |
1.8% |
81% |
False |
False |
5,124 |
| 20 |
3,106.0 |
2,768.0 |
338.0 |
11.0% |
70.4 |
2.3% |
91% |
False |
False |
13,899 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
57.7 |
1.9% |
60% |
False |
False |
7,914 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
48.7 |
1.6% |
60% |
False |
False |
5,465 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
44.2 |
1.4% |
60% |
False |
False |
4,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,258.5 |
|
2.618 |
3,190.0 |
|
1.618 |
3,148.0 |
|
1.000 |
3,122.0 |
|
0.618 |
3,106.0 |
|
HIGH |
3,080.0 |
|
0.618 |
3,064.0 |
|
0.500 |
3,059.0 |
|
0.382 |
3,054.0 |
|
LOW |
3,038.0 |
|
0.618 |
3,012.0 |
|
1.000 |
2,996.0 |
|
1.618 |
2,970.0 |
|
2.618 |
2,928.0 |
|
4.250 |
2,859.5 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,071.0 |
3,071.3 |
| PP |
3,065.0 |
3,065.7 |
| S1 |
3,059.0 |
3,060.0 |
|