| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,015.29 |
2,023.33 |
8.04 |
0.4% |
1,962.97 |
| High |
2,023.77 |
2,031.61 |
7.84 |
0.4% |
2,018.19 |
| Low |
2,014.88 |
2,017.01 |
2.13 |
0.1% |
1,951.45 |
| Close |
2,023.57 |
2,031.21 |
7.64 |
0.4% |
2,018.05 |
| Range |
8.89 |
14.60 |
5.71 |
64.2% |
66.74 |
| ATR |
23.48 |
22.84 |
-0.63 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.41 |
2,065.41 |
2,039.24 |
|
| R3 |
2,055.81 |
2,050.81 |
2,035.23 |
|
| R2 |
2,041.21 |
2,041.21 |
2,033.89 |
|
| R1 |
2,036.21 |
2,036.21 |
2,032.55 |
2,038.71 |
| PP |
2,026.61 |
2,026.61 |
2,026.61 |
2,027.86 |
| S1 |
2,021.61 |
2,021.61 |
2,029.87 |
2,024.11 |
| S2 |
2,012.01 |
2,012.01 |
2,028.53 |
|
| S3 |
1,997.41 |
2,007.01 |
2,027.20 |
|
| S4 |
1,982.81 |
1,992.41 |
2,023.18 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,196.12 |
2,173.82 |
2,054.76 |
|
| R3 |
2,129.38 |
2,107.08 |
2,036.40 |
|
| R2 |
2,062.64 |
2,062.64 |
2,030.29 |
|
| R1 |
2,040.34 |
2,040.34 |
2,024.17 |
2,051.49 |
| PP |
1,995.90 |
1,995.90 |
1,995.90 |
2,001.47 |
| S1 |
1,973.60 |
1,973.60 |
2,011.93 |
1,984.75 |
| S2 |
1,929.16 |
1,929.16 |
2,005.81 |
|
| S3 |
1,862.42 |
1,906.86 |
1,999.70 |
|
| S4 |
1,795.68 |
1,840.12 |
1,981.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,031.61 |
2,001.01 |
30.60 |
1.5% |
13.22 |
0.7% |
99% |
True |
False |
|
| 10 |
2,031.61 |
1,946.27 |
85.34 |
4.2% |
16.62 |
0.8% |
100% |
True |
False |
|
| 20 |
2,031.61 |
1,821.61 |
210.00 |
10.3% |
24.89 |
1.2% |
100% |
True |
False |
|
| 40 |
2,031.61 |
1,821.61 |
210.00 |
10.3% |
23.29 |
1.1% |
100% |
True |
False |
|
| 60 |
2,031.61 |
1,821.61 |
210.00 |
10.3% |
19.41 |
1.0% |
100% |
True |
False |
|
| 80 |
2,031.61 |
1,821.61 |
210.00 |
10.3% |
18.73 |
0.9% |
100% |
True |
False |
|
| 100 |
2,031.61 |
1,821.61 |
210.00 |
10.3% |
17.25 |
0.8% |
100% |
True |
False |
|
| 120 |
2,031.61 |
1,821.61 |
210.00 |
10.3% |
16.12 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,093.66 |
|
2.618 |
2,069.83 |
|
1.618 |
2,055.23 |
|
1.000 |
2,046.21 |
|
0.618 |
2,040.63 |
|
HIGH |
2,031.61 |
|
0.618 |
2,026.03 |
|
0.500 |
2,024.31 |
|
0.382 |
2,022.59 |
|
LOW |
2,017.01 |
|
0.618 |
2,007.99 |
|
1.000 |
2,002.41 |
|
1.618 |
1,993.39 |
|
2.618 |
1,978.79 |
|
4.250 |
1,954.96 |
|
|