| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,066.0 |
3,108.0 |
42.0 |
1.4% |
3,102.0 |
| High |
3,125.0 |
3,108.0 |
-17.0 |
-0.5% |
3,125.0 |
| Low |
3,056.0 |
3,029.0 |
-27.0 |
-0.9% |
3,018.0 |
| Close |
3,089.0 |
3,051.0 |
-38.0 |
-1.2% |
3,051.0 |
| Range |
69.0 |
79.0 |
10.0 |
14.5% |
107.0 |
| ATR |
65.2 |
66.2 |
1.0 |
1.5% |
0.0 |
| Volume |
22,796 |
731 |
-22,065 |
-96.8% |
43,417 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,299.7 |
3,254.3 |
3,094.5 |
|
| R3 |
3,220.7 |
3,175.3 |
3,072.7 |
|
| R2 |
3,141.7 |
3,141.7 |
3,065.5 |
|
| R1 |
3,096.3 |
3,096.3 |
3,058.2 |
3,079.5 |
| PP |
3,062.7 |
3,062.7 |
3,062.7 |
3,054.3 |
| S1 |
3,017.3 |
3,017.3 |
3,043.8 |
3,000.5 |
| S2 |
2,983.7 |
2,983.7 |
3,036.5 |
|
| S3 |
2,904.7 |
2,938.3 |
3,029.3 |
|
| S4 |
2,825.7 |
2,859.3 |
3,007.6 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,385.7 |
3,325.3 |
3,109.9 |
|
| R3 |
3,278.7 |
3,218.3 |
3,080.4 |
|
| R2 |
3,171.7 |
3,171.7 |
3,070.6 |
|
| R1 |
3,111.3 |
3,111.3 |
3,060.8 |
3,088.0 |
| PP |
3,064.7 |
3,064.7 |
3,064.7 |
3,053.0 |
| S1 |
3,004.3 |
3,004.3 |
3,041.2 |
2,981.0 |
| S2 |
2,957.7 |
2,957.7 |
3,031.4 |
|
| S3 |
2,850.7 |
2,897.3 |
3,021.6 |
|
| S4 |
2,743.7 |
2,790.3 |
2,992.2 |
|
|
| 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% |
58.4 |
1.9% |
31% |
False |
False |
8,683 |
| 10 |
3,125.0 |
2,951.0 |
174.0 |
5.7% |
59.1 |
1.9% |
57% |
False |
False |
6,118 |
| 20 |
3,125.0 |
2,768.0 |
357.0 |
11.7% |
70.8 |
2.3% |
79% |
False |
False |
14,736 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
16.9% |
60.3 |
2.0% |
55% |
False |
False |
8,388 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.9% |
49.3 |
1.6% |
55% |
False |
False |
5,856 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.9% |
45.6 |
1.5% |
55% |
False |
False |
4,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,443.8 |
|
2.618 |
3,314.8 |
|
1.618 |
3,235.8 |
|
1.000 |
3,187.0 |
|
0.618 |
3,156.8 |
|
HIGH |
3,108.0 |
|
0.618 |
3,077.8 |
|
0.500 |
3,068.5 |
|
0.382 |
3,059.2 |
|
LOW |
3,029.0 |
|
0.618 |
2,980.2 |
|
1.000 |
2,950.0 |
|
1.618 |
2,901.2 |
|
2.618 |
2,822.2 |
|
4.250 |
2,693.3 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,068.5 |
3,077.0 |
| PP |
3,062.7 |
3,068.3 |
| S1 |
3,056.8 |
3,059.7 |
|