| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
9,450.0 |
9,308.0 |
-142.0 |
-1.5% |
9,309.5 |
| High |
9,455.0 |
9,360.0 |
-95.0 |
-1.0% |
9,468.0 |
| Low |
9,250.0 |
9,235.0 |
-15.0 |
-0.2% |
9,160.0 |
| Close |
9,300.5 |
9,349.5 |
49.0 |
0.5% |
9,300.5 |
| Range |
205.0 |
125.0 |
-80.0 |
-39.0% |
308.0 |
| ATR |
183.8 |
179.6 |
-4.2 |
-2.3% |
0.0 |
| Volume |
335 |
1,114 |
779 |
232.5% |
3,535 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,689.8 |
9,644.7 |
9,418.3 |
|
| R3 |
9,564.8 |
9,519.7 |
9,383.9 |
|
| R2 |
9,439.8 |
9,439.8 |
9,372.4 |
|
| R1 |
9,394.7 |
9,394.7 |
9,361.0 |
9,417.3 |
| PP |
9,314.8 |
9,314.8 |
9,314.8 |
9,326.1 |
| S1 |
9,269.7 |
9,269.7 |
9,338.0 |
9,292.3 |
| S2 |
9,189.8 |
9,189.8 |
9,326.6 |
|
| S3 |
9,064.8 |
9,144.7 |
9,315.1 |
|
| S4 |
8,939.8 |
9,019.7 |
9,280.8 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,233.5 |
10,075.0 |
9,469.9 |
|
| R3 |
9,925.5 |
9,767.0 |
9,385.2 |
|
| R2 |
9,617.5 |
9,617.5 |
9,357.0 |
|
| R1 |
9,459.0 |
9,459.0 |
9,328.7 |
9,384.3 |
| PP |
9,309.5 |
9,309.5 |
9,309.5 |
9,272.1 |
| S1 |
9,151.0 |
9,151.0 |
9,272.3 |
9,076.3 |
| S2 |
9,001.5 |
9,001.5 |
9,244.0 |
|
| S3 |
8,693.5 |
8,843.0 |
9,215.8 |
|
| S4 |
8,385.5 |
8,535.0 |
9,131.1 |
|
|
| 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% |
154.7 |
1.7% |
62% |
False |
False |
844 |
| 10 |
9,468.0 |
8,910.0 |
558.0 |
6.0% |
154.0 |
1.6% |
79% |
False |
False |
687 |
| 20 |
9,468.0 |
8,367.5 |
1,100.5 |
11.8% |
190.2 |
2.0% |
89% |
False |
False |
587 |
| 40 |
9,901.0 |
8,367.5 |
1,533.5 |
16.4% |
167.5 |
1.8% |
64% |
False |
False |
488 |
| 60 |
9,901.0 |
8,367.5 |
1,533.5 |
16.4% |
132.4 |
1.4% |
64% |
False |
False |
432 |
| 80 |
9,901.0 |
8,367.5 |
1,533.5 |
16.4% |
122.8 |
1.3% |
64% |
False |
False |
333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,891.3 |
|
2.618 |
9,687.3 |
|
1.618 |
9,562.3 |
|
1.000 |
9,485.0 |
|
0.618 |
9,437.3 |
|
HIGH |
9,360.0 |
|
0.618 |
9,312.3 |
|
0.500 |
9,297.5 |
|
0.382 |
9,282.8 |
|
LOW |
9,235.0 |
|
0.618 |
9,157.8 |
|
1.000 |
9,110.0 |
|
1.618 |
9,032.8 |
|
2.618 |
8,907.8 |
|
4.250 |
8,703.8 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,332.2 |
9,351.5 |
| PP |
9,314.8 |
9,350.8 |
| S1 |
9,297.5 |
9,350.2 |
|