| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4,160.61 |
4,154.88 |
-5.73 |
-0.1% |
4,031.88 |
| High |
4,179.33 |
4,165.05 |
-14.28 |
-0.3% |
4,170.07 |
| Low |
4,156.78 |
4,126.72 |
-30.06 |
-0.7% |
4,019.23 |
| Close |
4,169.28 |
4,156.23 |
-13.05 |
-0.3% |
4,158.21 |
| Range |
22.55 |
38.33 |
15.78 |
70.0% |
150.84 |
| ATR |
58.42 |
57.29 |
-1.13 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,264.32 |
4,248.61 |
4,177.31 |
|
| R3 |
4,225.99 |
4,210.28 |
4,166.77 |
|
| R2 |
4,187.66 |
4,187.66 |
4,163.26 |
|
| R1 |
4,171.95 |
4,171.95 |
4,159.74 |
4,179.81 |
| PP |
4,149.33 |
4,149.33 |
4,149.33 |
4,153.26 |
| S1 |
4,133.62 |
4,133.62 |
4,152.72 |
4,141.48 |
| S2 |
4,111.00 |
4,111.00 |
4,149.20 |
|
| S3 |
4,072.67 |
4,095.29 |
4,145.69 |
|
| S4 |
4,034.34 |
4,056.96 |
4,135.15 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,568.36 |
4,514.12 |
4,241.17 |
|
| R3 |
4,417.52 |
4,363.28 |
4,199.69 |
|
| R2 |
4,266.68 |
4,266.68 |
4,185.86 |
|
| R1 |
4,212.44 |
4,212.44 |
4,172.04 |
4,239.56 |
| PP |
4,115.84 |
4,115.84 |
4,115.84 |
4,129.40 |
| S1 |
4,061.60 |
4,061.60 |
4,144.38 |
4,088.72 |
| S2 |
3,965.00 |
3,965.00 |
4,130.56 |
|
| S3 |
3,814.16 |
3,910.76 |
4,116.73 |
|
| S4 |
3,663.32 |
3,759.92 |
4,075.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,179.33 |
4,062.49 |
116.84 |
2.8% |
34.79 |
0.8% |
80% |
False |
False |
|
| 10 |
4,179.33 |
3,947.98 |
231.35 |
5.6% |
38.24 |
0.9% |
90% |
False |
False |
|
| 20 |
4,179.33 |
3,701.10 |
478.23 |
11.5% |
59.27 |
1.4% |
95% |
False |
False |
|
| 40 |
4,179.33 |
3,701.10 |
478.23 |
11.5% |
52.61 |
1.3% |
95% |
False |
False |
|
| 60 |
4,179.33 |
3,701.10 |
478.23 |
11.5% |
43.80 |
1.1% |
95% |
False |
False |
|
| 80 |
4,179.33 |
3,701.10 |
478.23 |
11.5% |
42.34 |
1.0% |
95% |
False |
False |
|
| 100 |
4,179.33 |
3,701.10 |
478.23 |
11.5% |
39.78 |
1.0% |
95% |
False |
False |
|
| 120 |
4,179.33 |
3,545.63 |
633.70 |
15.2% |
38.03 |
0.9% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,327.95 |
|
2.618 |
4,265.40 |
|
1.618 |
4,227.07 |
|
1.000 |
4,203.38 |
|
0.618 |
4,188.74 |
|
HIGH |
4,165.05 |
|
0.618 |
4,150.41 |
|
0.500 |
4,145.89 |
|
0.382 |
4,141.36 |
|
LOW |
4,126.72 |
|
0.618 |
4,103.03 |
|
1.000 |
4,088.39 |
|
1.618 |
4,064.70 |
|
2.618 |
4,026.37 |
|
4.250 |
3,963.82 |
|
|