| 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 |
2,010.00 |
2,020.00 |
10.00 |
0.5% |
2,003.00 |
| High |
2,021.50 |
2,025.75 |
4.25 |
0.2% |
2,025.75 |
| Low |
2,003.75 |
2,013.25 |
9.50 |
0.5% |
1,988.00 |
| Close |
2,020.25 |
2,018.25 |
-2.00 |
-0.1% |
2,018.25 |
| Range |
17.75 |
12.50 |
-5.25 |
-29.6% |
37.75 |
| ATR |
26.91 |
25.88 |
-1.03 |
-3.8% |
0.00 |
| Volume |
3,013 |
1,991 |
-1,022 |
-33.9% |
17,684 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.50 |
2,050.00 |
2,025.00 |
|
| R3 |
2,044.00 |
2,037.50 |
2,021.75 |
|
| R2 |
2,031.50 |
2,031.50 |
2,020.50 |
|
| R1 |
2,025.00 |
2,025.00 |
2,019.50 |
2,022.00 |
| PP |
2,019.00 |
2,019.00 |
2,019.00 |
2,017.50 |
| S1 |
2,012.50 |
2,012.50 |
2,017.00 |
2,009.50 |
| S2 |
2,006.50 |
2,006.50 |
2,016.00 |
|
| S3 |
1,994.00 |
2,000.00 |
2,014.75 |
|
| S4 |
1,981.50 |
1,987.50 |
2,011.50 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.00 |
2,108.75 |
2,039.00 |
|
| R3 |
2,086.25 |
2,071.00 |
2,028.75 |
|
| R2 |
2,048.50 |
2,048.50 |
2,025.25 |
|
| R1 |
2,033.25 |
2,033.25 |
2,021.75 |
2,041.00 |
| PP |
2,010.75 |
2,010.75 |
2,010.75 |
2,014.50 |
| S1 |
1,995.50 |
1,995.50 |
2,014.75 |
2,003.00 |
| S2 |
1,973.00 |
1,973.00 |
2,011.25 |
|
| S3 |
1,935.25 |
1,957.75 |
2,007.75 |
|
| S4 |
1,897.50 |
1,920.00 |
1,997.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,025.75 |
1,988.00 |
37.75 |
1.9% |
15.25 |
0.8% |
80% |
True |
False |
3,536 |
| 10 |
2,025.75 |
1,936.75 |
89.00 |
4.4% |
20.50 |
1.0% |
92% |
True |
False |
4,637 |
| 20 |
2,025.75 |
1,805.00 |
220.75 |
10.9% |
30.50 |
1.5% |
97% |
True |
False |
5,082 |
| 40 |
2,025.75 |
1,805.00 |
220.75 |
10.9% |
28.00 |
1.4% |
97% |
True |
False |
3,521 |
| 60 |
2,025.75 |
1,805.00 |
220.75 |
10.9% |
22.50 |
1.1% |
97% |
True |
False |
2,403 |
| 80 |
2,025.75 |
1,805.00 |
220.75 |
10.9% |
20.75 |
1.0% |
97% |
True |
False |
1,813 |
| 100 |
2,025.75 |
1,805.00 |
220.75 |
10.9% |
18.75 |
0.9% |
97% |
True |
False |
1,457 |
| 120 |
2,025.75 |
1,805.00 |
220.75 |
10.9% |
16.50 |
0.8% |
97% |
True |
False |
1,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,079.00 |
|
2.618 |
2,058.50 |
|
1.618 |
2,046.00 |
|
1.000 |
2,038.25 |
|
0.618 |
2,033.50 |
|
HIGH |
2,025.75 |
|
0.618 |
2,021.00 |
|
0.500 |
2,019.50 |
|
0.382 |
2,018.00 |
|
LOW |
2,013.25 |
|
0.618 |
2,005.50 |
|
1.000 |
2,000.75 |
|
1.618 |
1,993.00 |
|
2.618 |
1,980.50 |
|
4.250 |
1,960.00 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,019.50 |
2,015.75 |
| PP |
2,019.00 |
2,013.25 |
| S1 |
2,018.75 |
2,011.00 |
|