| 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 |
17,208.78 |
17,390.90 |
182.12 |
1.1% |
16,796.10 |
| High |
17,395.54 |
17,410.65 |
15.11 |
0.1% |
17,395.54 |
| Low |
17,208.78 |
17,339.85 |
131.07 |
0.8% |
16,729.83 |
| Close |
17,390.52 |
17,366.24 |
-24.28 |
-0.1% |
17,390.52 |
| Range |
186.76 |
70.80 |
-115.96 |
-62.1% |
665.71 |
| ATR |
213.64 |
203.43 |
-10.20 |
-4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,584.65 |
17,546.24 |
17,405.18 |
|
| R3 |
17,513.85 |
17,475.44 |
17,385.71 |
|
| R2 |
17,443.05 |
17,443.05 |
17,379.22 |
|
| R1 |
17,404.64 |
17,404.64 |
17,372.73 |
17,388.45 |
| PP |
17,372.25 |
17,372.25 |
17,372.25 |
17,364.15 |
| S1 |
17,333.84 |
17,333.84 |
17,359.75 |
17,317.65 |
| S2 |
17,301.45 |
17,301.45 |
17,353.26 |
|
| S3 |
17,230.65 |
17,263.04 |
17,346.77 |
|
| S4 |
17,159.85 |
17,192.24 |
17,327.30 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,169.09 |
18,945.52 |
17,756.66 |
|
| R3 |
18,503.38 |
18,279.81 |
17,573.59 |
|
| R2 |
17,837.67 |
17,837.67 |
17,512.57 |
|
| R1 |
17,614.10 |
17,614.10 |
17,451.54 |
17,725.89 |
| PP |
17,171.96 |
17,171.96 |
17,171.96 |
17,227.86 |
| S1 |
16,948.39 |
16,948.39 |
17,329.50 |
17,060.18 |
| S2 |
16,506.25 |
16,506.25 |
17,268.47 |
|
| S3 |
15,840.54 |
16,282.68 |
17,207.45 |
|
| S4 |
15,174.83 |
15,616.97 |
17,024.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,410.65 |
16,825.19 |
585.46 |
3.4% |
182.43 |
1.1% |
92% |
True |
False |
|
| 10 |
17,410.65 |
16,405.77 |
1,004.88 |
5.8% |
188.98 |
1.1% |
96% |
True |
False |
|
| 20 |
17,410.65 |
15,855.12 |
1,555.53 |
9.0% |
236.30 |
1.4% |
97% |
True |
False |
|
| 40 |
17,410.65 |
15,855.12 |
1,555.53 |
9.0% |
194.48 |
1.1% |
97% |
True |
False |
|
| 60 |
17,410.65 |
15,855.12 |
1,555.53 |
9.0% |
162.37 |
0.9% |
97% |
True |
False |
|
| 80 |
17,410.65 |
15,855.12 |
1,555.53 |
9.0% |
157.55 |
0.9% |
97% |
True |
False |
|
| 100 |
17,410.65 |
15,855.12 |
1,555.53 |
9.0% |
145.84 |
0.8% |
97% |
True |
False |
|
| 120 |
17,410.65 |
15,855.12 |
1,555.53 |
9.0% |
137.70 |
0.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,711.55 |
|
2.618 |
17,596.00 |
|
1.618 |
17,525.20 |
|
1.000 |
17,481.45 |
|
0.618 |
17,454.40 |
|
HIGH |
17,410.65 |
|
0.618 |
17,383.60 |
|
0.500 |
17,375.25 |
|
0.382 |
17,366.90 |
|
LOW |
17,339.85 |
|
0.618 |
17,296.10 |
|
1.000 |
17,269.05 |
|
1.618 |
17,225.30 |
|
2.618 |
17,154.50 |
|
4.250 |
17,038.95 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,375.25 |
17,299.40 |
| PP |
17,372.25 |
17,232.55 |
| S1 |
17,369.24 |
17,165.71 |
|