| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,108.0 |
3,057.0 |
-51.0 |
-1.6% |
3,102.0 |
| High |
3,108.0 |
3,082.0 |
-26.0 |
-0.8% |
3,125.0 |
| Low |
3,029.0 |
3,042.0 |
13.0 |
0.4% |
3,018.0 |
| Close |
3,051.0 |
3,079.0 |
28.0 |
0.9% |
3,051.0 |
| Range |
79.0 |
40.0 |
-39.0 |
-49.4% |
107.0 |
| ATR |
66.2 |
64.3 |
-1.9 |
-2.8% |
0.0 |
| Volume |
731 |
147 |
-584 |
-79.9% |
43,417 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,187.7 |
3,173.3 |
3,101.0 |
|
| R3 |
3,147.7 |
3,133.3 |
3,090.0 |
|
| R2 |
3,107.7 |
3,107.7 |
3,086.3 |
|
| R1 |
3,093.3 |
3,093.3 |
3,082.7 |
3,100.5 |
| PP |
3,067.7 |
3,067.7 |
3,067.7 |
3,071.3 |
| S1 |
3,053.3 |
3,053.3 |
3,075.3 |
3,060.5 |
| S2 |
3,027.7 |
3,027.7 |
3,071.7 |
|
| S3 |
2,987.7 |
3,013.3 |
3,068.0 |
|
| S4 |
2,947.7 |
2,973.3 |
3,057.0 |
|
|
| 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% |
59.0 |
1.9% |
57% |
False |
False |
8,697 |
| 10 |
3,125.0 |
2,951.0 |
174.0 |
5.7% |
54.2 |
1.8% |
74% |
False |
False |
6,108 |
| 20 |
3,125.0 |
2,768.0 |
357.0 |
11.6% |
69.3 |
2.2% |
87% |
False |
False |
14,732 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
60.9 |
2.0% |
60% |
False |
False |
8,382 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
49.7 |
1.6% |
60% |
False |
False |
5,858 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
46.1 |
1.5% |
60% |
False |
False |
4,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,252.0 |
|
2.618 |
3,186.7 |
|
1.618 |
3,146.7 |
|
1.000 |
3,122.0 |
|
0.618 |
3,106.7 |
|
HIGH |
3,082.0 |
|
0.618 |
3,066.7 |
|
0.500 |
3,062.0 |
|
0.382 |
3,057.3 |
|
LOW |
3,042.0 |
|
0.618 |
3,017.3 |
|
1.000 |
3,002.0 |
|
1.618 |
2,977.3 |
|
2.618 |
2,937.3 |
|
4.250 |
2,872.0 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,073.3 |
3,078.3 |
| PP |
3,067.7 |
3,077.7 |
| S1 |
3,062.0 |
3,077.0 |
|