| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,141.0 |
1,177.0 |
36.0 |
3.2% |
1,171.1 |
| High |
1,178.7 |
1,177.0 |
-1.7 |
-0.1% |
1,178.7 |
| Low |
1,132.0 |
1,147.7 |
15.7 |
1.4% |
1,132.0 |
| Close |
1,170.6 |
1,160.7 |
-9.9 |
-0.8% |
1,170.6 |
| Range |
46.7 |
29.3 |
-17.4 |
-37.3% |
46.7 |
| ATR |
18.5 |
19.3 |
0.8 |
4.2% |
0.0 |
| Volume |
20,664 |
23,488 |
2,824 |
13.7% |
69,143 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.7 |
1,234.5 |
1,176.8 |
|
| R3 |
1,220.4 |
1,205.2 |
1,168.8 |
|
| R2 |
1,191.1 |
1,191.1 |
1,166.1 |
|
| R1 |
1,175.9 |
1,175.9 |
1,163.4 |
1,168.9 |
| PP |
1,161.8 |
1,161.8 |
1,161.8 |
1,158.3 |
| S1 |
1,146.6 |
1,146.6 |
1,158.0 |
1,139.6 |
| S2 |
1,132.5 |
1,132.5 |
1,155.3 |
|
| S3 |
1,103.2 |
1,117.3 |
1,152.6 |
|
| S4 |
1,073.9 |
1,088.0 |
1,144.6 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,300.5 |
1,282.3 |
1,196.3 |
|
| R3 |
1,253.8 |
1,235.6 |
1,183.4 |
|
| R2 |
1,207.1 |
1,207.1 |
1,179.2 |
|
| R1 |
1,188.9 |
1,188.9 |
1,174.9 |
1,174.7 |
| PP |
1,160.4 |
1,160.4 |
1,160.4 |
1,153.3 |
| S1 |
1,142.2 |
1,142.2 |
1,166.3 |
1,128.0 |
| S2 |
1,113.7 |
1,113.7 |
1,162.0 |
|
| S3 |
1,067.0 |
1,095.5 |
1,157.8 |
|
| S4 |
1,020.3 |
1,048.8 |
1,144.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,178.7 |
1,132.0 |
46.7 |
4.0% |
25.2 |
2.2% |
61% |
False |
False |
16,412 |
| 10 |
1,236.0 |
1,132.0 |
104.0 |
9.0% |
23.2 |
2.0% |
28% |
False |
False |
12,347 |
| 20 |
1,256.2 |
1,132.0 |
124.2 |
10.7% |
17.1 |
1.5% |
23% |
False |
False |
9,268 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.7% |
15.6 |
1.3% |
23% |
False |
False |
5,702 |
| 60 |
1,305.5 |
1,132.0 |
173.5 |
14.9% |
14.3 |
1.2% |
17% |
False |
False |
4,419 |
| 80 |
1,323.0 |
1,132.0 |
191.0 |
16.5% |
13.6 |
1.2% |
15% |
False |
False |
3,625 |
| 100 |
1,347.3 |
1,132.0 |
215.3 |
18.5% |
13.3 |
1.1% |
13% |
False |
False |
3,033 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.5% |
12.4 |
1.1% |
13% |
False |
False |
2,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,301.5 |
|
2.618 |
1,253.7 |
|
1.618 |
1,224.4 |
|
1.000 |
1,206.3 |
|
0.618 |
1,195.1 |
|
HIGH |
1,177.0 |
|
0.618 |
1,165.8 |
|
0.500 |
1,162.4 |
|
0.382 |
1,158.9 |
|
LOW |
1,147.7 |
|
0.618 |
1,129.6 |
|
1.000 |
1,118.4 |
|
1.618 |
1,100.3 |
|
2.618 |
1,071.0 |
|
4.250 |
1,023.2 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,162.4 |
1,158.9 |
| PP |
1,161.8 |
1,157.1 |
| S1 |
1,161.3 |
1,155.4 |
|