| 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 |
9,271.5 |
9,287.0 |
15.5 |
0.2% |
9,038.0 |
| High |
9,334.5 |
9,468.0 |
133.5 |
1.4% |
9,350.0 |
| Low |
9,235.0 |
9,284.0 |
49.0 |
0.5% |
8,843.5 |
| Close |
9,318.5 |
9,387.5 |
69.0 |
0.7% |
9,316.0 |
| Range |
99.5 |
184.0 |
84.5 |
84.9% |
506.5 |
| ATR |
182.0 |
182.1 |
0.1 |
0.1% |
0.0 |
| Volume |
1,624 |
557 |
-1,067 |
-65.7% |
2,701 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,931.8 |
9,843.7 |
9,488.7 |
|
| R3 |
9,747.8 |
9,659.7 |
9,438.1 |
|
| R2 |
9,563.8 |
9,563.8 |
9,421.2 |
|
| R1 |
9,475.7 |
9,475.7 |
9,404.4 |
9,519.8 |
| PP |
9,379.8 |
9,379.8 |
9,379.8 |
9,401.9 |
| S1 |
9,291.7 |
9,291.7 |
9,370.6 |
9,335.8 |
| S2 |
9,195.8 |
9,195.8 |
9,353.8 |
|
| S3 |
9,011.8 |
9,107.7 |
9,336.9 |
|
| S4 |
8,827.8 |
8,923.7 |
9,286.3 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,689.3 |
10,509.2 |
9,594.6 |
|
| R3 |
10,182.8 |
10,002.7 |
9,455.3 |
|
| R2 |
9,676.3 |
9,676.3 |
9,408.9 |
|
| R1 |
9,496.2 |
9,496.2 |
9,362.4 |
9,586.3 |
| PP |
9,169.8 |
9,169.8 |
9,169.8 |
9,214.9 |
| S1 |
8,989.7 |
8,989.7 |
9,269.6 |
9,079.8 |
| S2 |
8,663.3 |
8,663.3 |
9,223.1 |
|
| S3 |
8,156.8 |
8,483.2 |
9,176.7 |
|
| S4 |
7,650.3 |
7,976.7 |
9,037.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,468.0 |
9,160.0 |
308.0 |
3.3% |
133.5 |
1.4% |
74% |
True |
False |
869 |
| 10 |
9,468.0 |
8,843.5 |
624.5 |
6.7% |
154.5 |
1.6% |
87% |
True |
False |
616 |
| 20 |
9,468.0 |
8,367.5 |
1,100.5 |
11.7% |
194.7 |
2.1% |
93% |
True |
False |
596 |
| 40 |
9,901.0 |
8,367.5 |
1,533.5 |
16.3% |
161.8 |
1.7% |
67% |
False |
False |
461 |
| 60 |
9,901.0 |
8,367.5 |
1,533.5 |
16.3% |
131.5 |
1.4% |
67% |
False |
False |
408 |
| 80 |
9,901.0 |
8,367.5 |
1,533.5 |
16.3% |
120.2 |
1.3% |
67% |
False |
False |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,250.0 |
|
2.618 |
9,949.7 |
|
1.618 |
9,765.7 |
|
1.000 |
9,652.0 |
|
0.618 |
9,581.7 |
|
HIGH |
9,468.0 |
|
0.618 |
9,397.7 |
|
0.500 |
9,376.0 |
|
0.382 |
9,354.3 |
|
LOW |
9,284.0 |
|
0.618 |
9,170.3 |
|
1.000 |
9,100.0 |
|
1.618 |
8,986.3 |
|
2.618 |
8,802.3 |
|
4.250 |
8,502.0 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,383.7 |
9,363.0 |
| PP |
9,379.8 |
9,338.5 |
| S1 |
9,376.0 |
9,314.0 |
|