| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,979.50 |
2,003.00 |
23.50 |
1.2% |
1,953.00 |
| High |
2,008.25 |
2,011.25 |
3.00 |
0.1% |
2,008.25 |
| Low |
1,979.50 |
1,999.50 |
20.00 |
1.0% |
1,936.75 |
| Close |
2,003.75 |
2,003.50 |
-0.25 |
0.0% |
2,003.75 |
| Range |
28.75 |
11.75 |
-17.00 |
-59.1% |
71.50 |
| ATR |
30.64 |
29.29 |
-1.35 |
-4.4% |
0.00 |
| Volume |
6,145 |
5,689 |
-456 |
-7.4% |
28,686 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,040.00 |
2,033.50 |
2,010.00 |
|
| R3 |
2,028.25 |
2,021.75 |
2,006.75 |
|
| R2 |
2,016.50 |
2,016.50 |
2,005.75 |
|
| R1 |
2,010.00 |
2,010.00 |
2,004.50 |
2,013.25 |
| PP |
2,004.75 |
2,004.75 |
2,004.75 |
2,006.50 |
| S1 |
1,998.25 |
1,998.25 |
2,002.50 |
2,001.50 |
| S2 |
1,993.00 |
1,993.00 |
2,001.25 |
|
| S3 |
1,981.25 |
1,986.50 |
2,000.25 |
|
| S4 |
1,969.50 |
1,974.75 |
1,997.00 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.50 |
2,172.00 |
2,043.00 |
|
| R3 |
2,126.00 |
2,100.50 |
2,023.50 |
|
| R2 |
2,054.50 |
2,054.50 |
2,016.75 |
|
| R1 |
2,029.00 |
2,029.00 |
2,010.25 |
2,041.75 |
| PP |
1,983.00 |
1,983.00 |
1,983.00 |
1,989.25 |
| S1 |
1,957.50 |
1,957.50 |
1,997.25 |
1,970.25 |
| S2 |
1,911.50 |
1,911.50 |
1,990.75 |
|
| S3 |
1,840.00 |
1,886.00 |
1,984.00 |
|
| S4 |
1,768.50 |
1,814.50 |
1,964.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,011.25 |
1,949.25 |
62.00 |
3.1% |
24.25 |
1.2% |
88% |
True |
False |
6,194 |
| 10 |
2,011.25 |
1,879.50 |
131.75 |
6.6% |
28.00 |
1.4% |
94% |
True |
False |
5,307 |
| 20 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
35.50 |
1.8% |
96% |
True |
False |
5,210 |
| 40 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
27.75 |
1.4% |
96% |
True |
False |
3,273 |
| 60 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
22.25 |
1.1% |
96% |
True |
False |
2,205 |
| 80 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
20.75 |
1.0% |
96% |
True |
False |
1,665 |
| 100 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
18.25 |
0.9% |
96% |
True |
False |
1,338 |
| 120 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
16.25 |
0.8% |
96% |
True |
False |
1,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.25 |
|
2.618 |
2,042.00 |
|
1.618 |
2,030.25 |
|
1.000 |
2,023.00 |
|
0.618 |
2,018.50 |
|
HIGH |
2,011.25 |
|
0.618 |
2,006.75 |
|
0.500 |
2,005.50 |
|
0.382 |
2,004.00 |
|
LOW |
1,999.50 |
|
0.618 |
1,992.25 |
|
1.000 |
1,987.75 |
|
1.618 |
1,980.50 |
|
2.618 |
1,968.75 |
|
4.250 |
1,949.50 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.50 |
1,996.25 |
| PP |
2,004.75 |
1,989.00 |
| S1 |
2,004.00 |
1,981.50 |
|