| 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 |
6,459.5 |
6,520.0 |
60.5 |
0.9% |
6,390.5 |
| High |
6,539.0 |
6,536.0 |
-3.0 |
0.0% |
6,539.0 |
| Low |
6,453.5 |
6,452.5 |
-1.0 |
0.0% |
6,313.0 |
| Close |
6,505.5 |
6,460.0 |
-45.5 |
-0.7% |
6,505.5 |
| Range |
85.5 |
83.5 |
-2.0 |
-2.3% |
226.0 |
| ATR |
106.9 |
105.3 |
-1.7 |
-1.6% |
0.0 |
| Volume |
109,939 |
104,344 |
-5,595 |
-5.1% |
519,197 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,733.5 |
6,680.0 |
6,506.0 |
|
| R3 |
6,650.0 |
6,596.5 |
6,483.0 |
|
| R2 |
6,566.5 |
6,566.5 |
6,475.5 |
|
| R1 |
6,513.0 |
6,513.0 |
6,467.5 |
6,498.0 |
| PP |
6,483.0 |
6,483.0 |
6,483.0 |
6,475.0 |
| S1 |
6,429.5 |
6,429.5 |
6,452.5 |
6,414.5 |
| S2 |
6,399.5 |
6,399.5 |
6,444.5 |
|
| S3 |
6,316.0 |
6,346.0 |
6,437.0 |
|
| S4 |
6,232.5 |
6,262.5 |
6,414.0 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,130.5 |
7,044.0 |
6,630.0 |
|
| R3 |
6,904.5 |
6,818.0 |
6,567.5 |
|
| R2 |
6,678.5 |
6,678.5 |
6,547.0 |
|
| R1 |
6,592.0 |
6,592.0 |
6,526.0 |
6,635.0 |
| PP |
6,452.5 |
6,452.5 |
6,452.5 |
6,474.0 |
| S1 |
6,366.0 |
6,366.0 |
6,485.0 |
6,409.0 |
| S2 |
6,226.5 |
6,226.5 |
6,464.0 |
|
| S3 |
6,000.5 |
6,140.0 |
6,443.5 |
|
| S4 |
5,774.5 |
5,914.0 |
6,381.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,539.0 |
6,355.0 |
184.0 |
2.8% |
80.5 |
1.2% |
57% |
False |
False |
108,451 |
| 10 |
6,539.0 |
6,198.5 |
340.5 |
5.3% |
93.0 |
1.4% |
77% |
False |
False |
104,777 |
| 20 |
6,540.0 |
6,042.5 |
497.5 |
7.7% |
121.0 |
1.9% |
84% |
False |
False |
141,762 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
97.5 |
1.5% |
50% |
False |
False |
127,047 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
77.5 |
1.2% |
50% |
False |
False |
85,398 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
65.0 |
1.0% |
50% |
False |
False |
64,058 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
53.0 |
0.8% |
50% |
False |
False |
51,256 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
45.0 |
0.7% |
50% |
False |
False |
42,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,891.0 |
|
2.618 |
6,754.5 |
|
1.618 |
6,671.0 |
|
1.000 |
6,619.5 |
|
0.618 |
6,587.5 |
|
HIGH |
6,536.0 |
|
0.618 |
6,504.0 |
|
0.500 |
6,494.0 |
|
0.382 |
6,484.5 |
|
LOW |
6,452.5 |
|
0.618 |
6,401.0 |
|
1.000 |
6,369.0 |
|
1.618 |
6,317.5 |
|
2.618 |
6,234.0 |
|
4.250 |
6,097.5 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,494.0 |
6,456.0 |
| PP |
6,483.0 |
6,451.5 |
| S1 |
6,471.5 |
6,447.0 |
|