| 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 |
1,996.50 |
2,010.00 |
13.50 |
0.7% |
1,953.00 |
| High |
2,012.50 |
2,021.50 |
9.00 |
0.4% |
2,008.25 |
| Low |
1,996.00 |
2,003.75 |
7.75 |
0.4% |
1,936.75 |
| Close |
2,011.00 |
2,020.25 |
9.25 |
0.5% |
2,003.75 |
| Range |
16.50 |
17.75 |
1.25 |
7.6% |
71.50 |
| ATR |
27.61 |
26.91 |
-0.70 |
-2.6% |
0.00 |
| Volume |
2,196 |
3,013 |
817 |
37.2% |
28,686 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.50 |
2,062.00 |
2,030.00 |
|
| R3 |
2,050.75 |
2,044.25 |
2,025.25 |
|
| R2 |
2,033.00 |
2,033.00 |
2,023.50 |
|
| R1 |
2,026.50 |
2,026.50 |
2,022.00 |
2,029.75 |
| PP |
2,015.25 |
2,015.25 |
2,015.25 |
2,016.75 |
| S1 |
2,008.75 |
2,008.75 |
2,018.50 |
2,012.00 |
| S2 |
1,997.50 |
1,997.50 |
2,017.00 |
|
| S3 |
1,979.75 |
1,991.00 |
2,015.25 |
|
| S4 |
1,962.00 |
1,973.25 |
2,010.50 |
|
|
| 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 |
2,021.50 |
1,979.50 |
42.00 |
2.1% |
18.50 |
0.9% |
97% |
True |
False |
4,367 |
| 10 |
2,021.50 |
1,924.25 |
97.25 |
4.8% |
22.25 |
1.1% |
99% |
True |
False |
4,884 |
| 20 |
2,021.50 |
1,805.00 |
216.50 |
10.7% |
31.75 |
1.6% |
99% |
True |
False |
5,189 |
| 40 |
2,021.50 |
1,805.00 |
216.50 |
10.7% |
28.00 |
1.4% |
99% |
True |
False |
3,478 |
| 60 |
2,021.50 |
1,805.00 |
216.50 |
10.7% |
22.50 |
1.1% |
99% |
True |
False |
2,370 |
| 80 |
2,021.50 |
1,805.00 |
216.50 |
10.7% |
21.00 |
1.0% |
99% |
True |
False |
1,789 |
| 100 |
2,021.50 |
1,805.00 |
216.50 |
10.7% |
18.75 |
0.9% |
99% |
True |
False |
1,437 |
| 120 |
2,021.50 |
1,805.00 |
216.50 |
10.7% |
16.50 |
0.8% |
99% |
True |
False |
1,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,097.00 |
|
2.618 |
2,068.00 |
|
1.618 |
2,050.25 |
|
1.000 |
2,039.25 |
|
0.618 |
2,032.50 |
|
HIGH |
2,021.50 |
|
0.618 |
2,014.75 |
|
0.500 |
2,012.50 |
|
0.382 |
2,010.50 |
|
LOW |
2,003.75 |
|
0.618 |
1,992.75 |
|
1.000 |
1,986.00 |
|
1.618 |
1,975.00 |
|
2.618 |
1,957.25 |
|
4.250 |
1,928.25 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,017.75 |
2,015.00 |
| PP |
2,015.25 |
2,010.00 |
| S1 |
2,012.50 |
2,004.75 |
|