| 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 |
201.78 |
201.92 |
0.14 |
0.1% |
195.73 |
| High |
201.82 |
202.45 |
0.63 |
0.3% |
201.82 |
| Low |
200.77 |
201.31 |
0.54 |
0.3% |
195.03 |
| Close |
201.66 |
201.77 |
0.11 |
0.1% |
201.66 |
| Range |
1.05 |
1.14 |
0.09 |
8.6% |
6.79 |
| ATR |
2.68 |
2.57 |
-0.11 |
-4.1% |
0.00 |
| Volume |
146,902,500 |
93,734,094 |
-53,168,406 |
-36.2% |
592,479,312 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
205.26 |
204.66 |
202.40 |
|
| R3 |
204.12 |
203.52 |
202.08 |
|
| R2 |
202.98 |
202.98 |
201.98 |
|
| R1 |
202.38 |
202.38 |
201.87 |
202.11 |
| PP |
201.84 |
201.84 |
201.84 |
201.71 |
| S1 |
201.24 |
201.24 |
201.67 |
200.97 |
| S2 |
200.70 |
200.70 |
201.56 |
|
| S3 |
199.56 |
200.10 |
201.46 |
|
| S4 |
198.42 |
198.96 |
201.14 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
219.87 |
217.56 |
205.39 |
|
| R3 |
213.08 |
210.77 |
203.53 |
|
| R2 |
206.29 |
206.29 |
202.90 |
|
| R1 |
203.98 |
203.98 |
202.28 |
205.14 |
| PP |
199.50 |
199.50 |
199.50 |
200.08 |
| S1 |
197.19 |
197.19 |
201.04 |
198.35 |
| S2 |
192.71 |
192.71 |
200.42 |
|
| S3 |
185.92 |
190.40 |
199.79 |
|
| S4 |
179.13 |
183.61 |
197.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
202.45 |
196.73 |
5.72 |
2.8% |
1.75 |
0.9% |
88% |
True |
False |
120,651,960 |
| 10 |
202.45 |
191.48 |
10.97 |
5.4% |
1.91 |
0.9% |
94% |
True |
False |
126,585,569 |
| 20 |
202.45 |
181.92 |
20.53 |
10.2% |
2.75 |
1.4% |
97% |
True |
False |
173,768,534 |
| 40 |
202.45 |
181.92 |
20.53 |
10.2% |
2.28 |
1.1% |
97% |
True |
False |
144,048,340 |
| 60 |
202.45 |
181.92 |
20.53 |
10.2% |
1.90 |
0.9% |
97% |
True |
False |
119,873,418 |
| 80 |
202.45 |
181.92 |
20.53 |
10.2% |
1.83 |
0.9% |
97% |
True |
False |
115,814,146 |
| 100 |
202.45 |
181.92 |
20.53 |
10.2% |
1.69 |
0.8% |
97% |
True |
False |
108,890,883 |
| 120 |
202.45 |
181.92 |
20.53 |
10.2% |
1.59 |
0.8% |
97% |
True |
False |
103,838,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
207.30 |
|
2.618 |
205.43 |
|
1.618 |
204.29 |
|
1.000 |
203.59 |
|
0.618 |
203.15 |
|
HIGH |
202.45 |
|
0.618 |
202.01 |
|
0.500 |
201.88 |
|
0.382 |
201.75 |
|
LOW |
201.31 |
|
0.618 |
200.61 |
|
1.000 |
200.17 |
|
1.618 |
199.47 |
|
2.618 |
198.33 |
|
4.250 |
196.47 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
201.88 |
201.16 |
| PP |
201.84 |
200.54 |
| S1 |
201.81 |
199.93 |
|