| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,055.0 |
3,066.0 |
11.0 |
0.4% |
3,041.0 |
| High |
3,080.0 |
3,125.0 |
45.0 |
1.5% |
3,106.0 |
| Low |
3,038.0 |
3,056.0 |
18.0 |
0.6% |
2,951.0 |
| Close |
3,077.0 |
3,089.0 |
12.0 |
0.4% |
3,097.0 |
| Range |
42.0 |
69.0 |
27.0 |
64.3% |
155.0 |
| ATR |
64.9 |
65.2 |
0.3 |
0.5% |
0.0 |
| Volume |
9,432 |
22,796 |
13,364 |
141.7% |
17,765 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,297.0 |
3,262.0 |
3,127.0 |
|
| R3 |
3,228.0 |
3,193.0 |
3,108.0 |
|
| R2 |
3,159.0 |
3,159.0 |
3,101.7 |
|
| R1 |
3,124.0 |
3,124.0 |
3,095.3 |
3,141.5 |
| PP |
3,090.0 |
3,090.0 |
3,090.0 |
3,098.8 |
| S1 |
3,055.0 |
3,055.0 |
3,082.7 |
3,072.5 |
| S2 |
3,021.0 |
3,021.0 |
3,076.4 |
|
| S3 |
2,952.0 |
2,986.0 |
3,070.0 |
|
| S4 |
2,883.0 |
2,917.0 |
3,051.1 |
|
|
| 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 |
3,125.0 |
3,018.0 |
107.0 |
3.5% |
52.6 |
1.7% |
66% |
True |
False |
8,794 |
| 10 |
3,125.0 |
2,951.0 |
174.0 |
5.6% |
53.5 |
1.7% |
79% |
True |
False |
6,054 |
| 20 |
3,125.0 |
2,768.0 |
357.0 |
11.6% |
69.4 |
2.2% |
90% |
True |
False |
15,005 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
58.7 |
1.9% |
62% |
False |
False |
8,415 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
49.3 |
1.6% |
62% |
False |
False |
5,845 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
45.0 |
1.5% |
62% |
False |
False |
4,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,418.3 |
|
2.618 |
3,305.6 |
|
1.618 |
3,236.6 |
|
1.000 |
3,194.0 |
|
0.618 |
3,167.6 |
|
HIGH |
3,125.0 |
|
0.618 |
3,098.6 |
|
0.500 |
3,090.5 |
|
0.382 |
3,082.4 |
|
LOW |
3,056.0 |
|
0.618 |
3,013.4 |
|
1.000 |
2,987.0 |
|
1.618 |
2,944.4 |
|
2.618 |
2,875.4 |
|
4.250 |
2,762.8 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,090.5 |
3,083.2 |
| PP |
3,090.0 |
3,077.3 |
| S1 |
3,089.5 |
3,071.5 |
|