| 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 |
1,200.9 |
1,168.0 |
-32.9 |
-2.7% |
1,230.6 |
| High |
1,202.8 |
1,172.9 |
-29.9 |
-2.5% |
1,234.8 |
| Low |
1,163.1 |
1,165.4 |
2.3 |
0.2% |
1,163.1 |
| Close |
1,172.9 |
1,171.1 |
-1.8 |
-0.2% |
1,172.9 |
| Range |
39.7 |
7.5 |
-32.2 |
-81.1% |
71.7 |
| ATR |
15.7 |
15.1 |
-0.6 |
-3.7% |
0.0 |
| Volume |
2,379 |
2,851 |
472 |
19.8% |
10,146 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,192.3 |
1,189.2 |
1,175.2 |
|
| R3 |
1,184.8 |
1,181.7 |
1,173.2 |
|
| R2 |
1,177.3 |
1,177.3 |
1,172.5 |
|
| R1 |
1,174.2 |
1,174.2 |
1,171.8 |
1,175.8 |
| PP |
1,169.8 |
1,169.8 |
1,169.8 |
1,170.6 |
| S1 |
1,166.7 |
1,166.7 |
1,170.4 |
1,168.3 |
| S2 |
1,162.3 |
1,162.3 |
1,169.7 |
|
| S3 |
1,154.8 |
1,159.2 |
1,169.0 |
|
| S4 |
1,147.3 |
1,151.7 |
1,167.0 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.4 |
1,360.8 |
1,212.3 |
|
| R3 |
1,333.7 |
1,289.1 |
1,192.6 |
|
| R2 |
1,262.0 |
1,262.0 |
1,186.0 |
|
| R1 |
1,217.4 |
1,217.4 |
1,179.5 |
1,203.9 |
| PP |
1,190.3 |
1,190.3 |
1,190.3 |
1,183.5 |
| S1 |
1,145.7 |
1,145.7 |
1,166.3 |
1,132.2 |
| S2 |
1,118.6 |
1,118.6 |
1,159.8 |
|
| S3 |
1,046.9 |
1,074.0 |
1,153.2 |
|
| S4 |
975.2 |
1,002.3 |
1,133.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,234.8 |
1,163.1 |
71.7 |
6.1% |
19.7 |
1.7% |
11% |
False |
False |
2,092 |
| 10 |
1,255.2 |
1,163.1 |
92.1 |
7.9% |
14.0 |
1.2% |
9% |
False |
False |
1,941 |
| 20 |
1,255.2 |
1,163.1 |
92.1 |
7.9% |
12.5 |
1.1% |
9% |
False |
False |
1,749 |
| 40 |
1,259.1 |
1,163.1 |
96.0 |
8.2% |
12.4 |
1.1% |
8% |
False |
False |
1,600 |
| 60 |
1,320.2 |
1,163.1 |
157.1 |
13.4% |
11.0 |
0.9% |
5% |
False |
False |
1,389 |
| 80 |
1,331.5 |
1,163.1 |
168.4 |
14.4% |
10.3 |
0.9% |
5% |
False |
False |
1,125 |
| 100 |
1,347.2 |
1,163.1 |
184.1 |
15.7% |
9.3 |
0.8% |
4% |
False |
False |
927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.8 |
|
2.618 |
1,192.5 |
|
1.618 |
1,185.0 |
|
1.000 |
1,180.4 |
|
0.618 |
1,177.5 |
|
HIGH |
1,172.9 |
|
0.618 |
1,170.0 |
|
0.500 |
1,169.2 |
|
0.382 |
1,168.3 |
|
LOW |
1,165.4 |
|
0.618 |
1,160.8 |
|
1.000 |
1,157.9 |
|
1.618 |
1,153.3 |
|
2.618 |
1,145.8 |
|
4.250 |
1,133.5 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,170.5 |
1,190.4 |
| PP |
1,169.8 |
1,184.0 |
| S1 |
1,169.2 |
1,177.5 |
|