| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,677.04 |
16,796.10 |
119.06 |
0.7% |
16,373.15 |
| High |
16,811.71 |
16,836.98 |
25.27 |
0.2% |
16,811.71 |
| Low |
16,649.72 |
16,729.83 |
80.11 |
0.5% |
16,260.54 |
| Close |
16,805.41 |
16,817.94 |
12.53 |
0.1% |
16,805.41 |
| Range |
161.99 |
107.15 |
-54.84 |
-33.9% |
551.17 |
| ATR |
220.58 |
212.48 |
-8.10 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,116.37 |
17,074.30 |
16,876.87 |
|
| R3 |
17,009.22 |
16,967.15 |
16,847.41 |
|
| R2 |
16,902.07 |
16,902.07 |
16,837.58 |
|
| R1 |
16,860.00 |
16,860.00 |
16,827.76 |
16,881.04 |
| PP |
16,794.92 |
16,794.92 |
16,794.92 |
16,805.43 |
| S1 |
16,752.85 |
16,752.85 |
16,808.12 |
16,773.89 |
| S2 |
16,687.77 |
16,687.77 |
16,798.30 |
|
| S3 |
16,580.62 |
16,645.70 |
16,788.47 |
|
| S4 |
16,473.47 |
16,538.55 |
16,759.01 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,279.40 |
18,093.57 |
17,108.55 |
|
| R3 |
17,728.23 |
17,542.40 |
16,956.98 |
|
| R2 |
17,177.06 |
17,177.06 |
16,906.46 |
|
| R1 |
16,991.23 |
16,991.23 |
16,855.93 |
17,084.15 |
| PP |
16,625.89 |
16,625.89 |
16,625.89 |
16,672.34 |
| S1 |
16,440.06 |
16,440.06 |
16,754.89 |
16,532.98 |
| S2 |
16,074.72 |
16,074.72 |
16,704.36 |
|
| S3 |
15,523.55 |
15,888.89 |
16,653.84 |
|
| S4 |
14,972.38 |
15,337.72 |
16,502.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,836.98 |
16,405.77 |
431.21 |
2.6% |
195.53 |
1.2% |
96% |
True |
False |
|
| 10 |
16,836.98 |
15,855.12 |
981.86 |
5.8% |
235.18 |
1.4% |
98% |
True |
False |
|
| 20 |
17,145.10 |
15,855.12 |
1,289.98 |
7.7% |
239.24 |
1.4% |
75% |
False |
False |
|
| 40 |
17,350.64 |
15,855.12 |
1,495.52 |
8.9% |
184.53 |
1.1% |
64% |
False |
False |
|
| 60 |
17,350.64 |
15,855.12 |
1,495.52 |
8.9% |
160.84 |
1.0% |
64% |
False |
False |
|
| 80 |
17,350.64 |
15,855.12 |
1,495.52 |
8.9% |
153.25 |
0.9% |
64% |
False |
False |
|
| 100 |
17,350.64 |
15,855.12 |
1,495.52 |
8.9% |
141.22 |
0.8% |
64% |
False |
False |
|
| 120 |
17,350.64 |
15,855.12 |
1,495.52 |
8.9% |
134.21 |
0.8% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,292.37 |
|
2.618 |
17,117.50 |
|
1.618 |
17,010.35 |
|
1.000 |
16,944.13 |
|
0.618 |
16,903.20 |
|
HIGH |
16,836.98 |
|
0.618 |
16,796.05 |
|
0.500 |
16,783.41 |
|
0.382 |
16,770.76 |
|
LOW |
16,729.83 |
|
0.618 |
16,663.61 |
|
1.000 |
16,622.68 |
|
1.618 |
16,556.46 |
|
2.618 |
16,449.31 |
|
4.250 |
16,274.44 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,806.43 |
16,762.80 |
| PP |
16,794.92 |
16,707.66 |
| S1 |
16,783.41 |
16,652.53 |
|