| 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 |
5,504.0 |
5,511.0 |
7.0 |
0.1% |
5,419.0 |
| High |
5,510.0 |
5,532.0 |
22.0 |
0.4% |
5,519.0 |
| Low |
5,462.0 |
5,474.0 |
12.0 |
0.2% |
5,415.0 |
| Close |
5,504.0 |
5,495.0 |
-9.0 |
-0.2% |
5,518.0 |
| Range |
48.0 |
58.0 |
10.0 |
20.8% |
104.0 |
| ATR |
55.0 |
55.2 |
0.2 |
0.4% |
0.0 |
| Volume |
20,710 |
25,540 |
4,830 |
23.3% |
115,135 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,674.3 |
5,642.7 |
5,526.9 |
|
| R3 |
5,616.3 |
5,584.7 |
5,511.0 |
|
| R2 |
5,558.3 |
5,558.3 |
5,505.6 |
|
| R1 |
5,526.7 |
5,526.7 |
5,500.3 |
5,513.5 |
| PP |
5,500.3 |
5,500.3 |
5,500.3 |
5,493.8 |
| S1 |
5,468.7 |
5,468.7 |
5,489.7 |
5,455.5 |
| S2 |
5,442.3 |
5,442.3 |
5,484.4 |
|
| S3 |
5,384.3 |
5,410.7 |
5,479.1 |
|
| S4 |
5,326.3 |
5,352.7 |
5,463.1 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,796.0 |
5,761.0 |
5,575.2 |
|
| R3 |
5,692.0 |
5,657.0 |
5,546.6 |
|
| R2 |
5,588.0 |
5,588.0 |
5,537.1 |
|
| R1 |
5,553.0 |
5,553.0 |
5,527.5 |
5,570.5 |
| PP |
5,484.0 |
5,484.0 |
5,484.0 |
5,492.8 |
| S1 |
5,449.0 |
5,449.0 |
5,508.5 |
5,466.5 |
| S2 |
5,380.0 |
5,380.0 |
5,498.9 |
|
| S3 |
5,276.0 |
5,345.0 |
5,489.4 |
|
| S4 |
5,172.0 |
5,241.0 |
5,460.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,532.0 |
5,462.0 |
70.0 |
1.3% |
45.8 |
0.8% |
47% |
True |
False |
23,569 |
| 10 |
5,532.0 |
5,376.0 |
156.0 |
2.8% |
40.8 |
0.7% |
76% |
True |
False |
23,008 |
| 20 |
5,532.0 |
5,090.0 |
442.0 |
8.0% |
49.2 |
0.9% |
92% |
True |
False |
26,453 |
| 40 |
5,545.0 |
5,090.0 |
455.0 |
8.3% |
54.5 |
1.0% |
89% |
False |
False |
30,943 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
43.7 |
0.8% |
70% |
False |
False |
20,729 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
37.7 |
0.7% |
70% |
False |
False |
15,566 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
31.1 |
0.6% |
70% |
False |
False |
12,458 |
| 120 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
26.8 |
0.5% |
70% |
False |
False |
10,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,778.5 |
|
2.618 |
5,683.8 |
|
1.618 |
5,625.8 |
|
1.000 |
5,590.0 |
|
0.618 |
5,567.8 |
|
HIGH |
5,532.0 |
|
0.618 |
5,509.8 |
|
0.500 |
5,503.0 |
|
0.382 |
5,496.2 |
|
LOW |
5,474.0 |
|
0.618 |
5,438.2 |
|
1.000 |
5,416.0 |
|
1.618 |
5,380.2 |
|
2.618 |
5,322.2 |
|
4.250 |
5,227.5 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,503.0 |
5,497.0 |
| PP |
5,500.3 |
5,496.3 |
| S1 |
5,497.7 |
5,495.7 |
|