| 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 |
1,166.7 |
1,163.4 |
-3.3 |
-0.3% |
1,104.9 |
| High |
1,170.8 |
1,164.2 |
-6.6 |
-0.6% |
1,167.6 |
| Low |
1,164.2 |
1,154.9 |
-9.3 |
-0.8% |
1,104.9 |
| Close |
1,161.9 |
1,157.8 |
-4.1 |
-0.4% |
1,166.7 |
| Range |
6.6 |
9.3 |
2.7 |
40.9% |
62.7 |
| ATR |
16.3 |
15.8 |
-0.5 |
-3.1% |
0.0 |
| Volume |
10 |
9 |
-1 |
-10.0% |
293 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,186.8 |
1,181.8 |
1,163.0 |
|
| R3 |
1,177.5 |
1,172.3 |
1,160.3 |
|
| R2 |
1,168.3 |
1,168.3 |
1,159.5 |
|
| R1 |
1,163.0 |
1,163.0 |
1,158.8 |
1,161.0 |
| PP |
1,159.0 |
1,159.0 |
1,159.0 |
1,158.0 |
| S1 |
1,153.8 |
1,153.8 |
1,157.0 |
1,151.8 |
| S2 |
1,149.8 |
1,149.8 |
1,156.0 |
|
| S3 |
1,140.3 |
1,144.5 |
1,155.3 |
|
| S4 |
1,131.0 |
1,135.3 |
1,152.8 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.5 |
1,313.3 |
1,201.3 |
|
| R3 |
1,271.8 |
1,250.5 |
1,184.0 |
|
| R2 |
1,209.0 |
1,209.0 |
1,178.3 |
|
| R1 |
1,188.0 |
1,188.0 |
1,172.5 |
1,198.5 |
| PP |
1,146.5 |
1,146.5 |
1,146.5 |
1,151.8 |
| S1 |
1,125.3 |
1,125.3 |
1,161.0 |
1,135.8 |
| S2 |
1,083.8 |
1,083.8 |
1,155.3 |
|
| S3 |
1,021.0 |
1,062.5 |
1,149.5 |
|
| S4 |
958.3 |
999.8 |
1,132.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,170.8 |
1,125.8 |
45.0 |
3.9% |
15.3 |
1.3% |
71% |
False |
False |
50 |
| 10 |
1,170.8 |
1,090.9 |
79.9 |
6.9% |
10.5 |
0.9% |
84% |
False |
False |
33 |
| 20 |
1,170.8 |
1,038.8 |
132.0 |
11.4% |
13.0 |
1.1% |
90% |
False |
False |
24 |
| 40 |
1,170.8 |
1,038.8 |
132.0 |
11.4% |
10.3 |
0.9% |
90% |
False |
False |
24 |
| 60 |
1,170.8 |
1,038.8 |
132.0 |
11.4% |
7.0 |
0.6% |
90% |
False |
False |
16 |
| 80 |
1,170.8 |
1,038.8 |
132.0 |
11.4% |
5.3 |
0.4% |
90% |
False |
False |
193 |
| 100 |
1,195.6 |
1,038.8 |
156.8 |
13.5% |
4.3 |
0.4% |
76% |
False |
False |
425 |
| 120 |
1,195.6 |
1,038.8 |
156.8 |
13.5% |
3.5 |
0.3% |
76% |
False |
False |
354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,203.8 |
|
2.618 |
1,188.5 |
|
1.618 |
1,179.3 |
|
1.000 |
1,173.5 |
|
0.618 |
1,170.0 |
|
HIGH |
1,164.3 |
|
0.618 |
1,160.8 |
|
0.500 |
1,159.5 |
|
0.382 |
1,158.5 |
|
LOW |
1,155.0 |
|
0.618 |
1,149.3 |
|
1.000 |
1,145.5 |
|
1.618 |
1,139.8 |
|
2.618 |
1,130.5 |
|
4.250 |
1,115.5 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,159.5 |
1,158.3 |
| PP |
1,159.0 |
1,158.3 |
| S1 |
1,158.5 |
1,158.0 |
|