| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,976.0 |
3,015.0 |
39.0 |
1.3% |
2,954.0 |
| High |
3,043.0 |
3,035.0 |
-8.0 |
-0.3% |
3,043.0 |
| Low |
2,962.0 |
3,005.0 |
43.0 |
1.5% |
2,896.0 |
| Close |
3,034.0 |
3,024.0 |
-10.0 |
-0.3% |
3,024.0 |
| Range |
81.0 |
30.0 |
-51.0 |
-63.0% |
147.0 |
| ATR |
74.5 |
71.3 |
-3.2 |
-4.3% |
0.0 |
| Volume |
950,927 |
1,168,389 |
217,462 |
22.9% |
6,292,937 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,111.3 |
3,097.7 |
3,040.5 |
|
| R3 |
3,081.3 |
3,067.7 |
3,032.3 |
|
| R2 |
3,051.3 |
3,051.3 |
3,029.5 |
|
| R1 |
3,037.7 |
3,037.7 |
3,026.8 |
3,044.5 |
| PP |
3,021.3 |
3,021.3 |
3,021.3 |
3,024.8 |
| S1 |
3,007.7 |
3,007.7 |
3,021.3 |
3,014.5 |
| S2 |
2,991.3 |
2,991.3 |
3,018.5 |
|
| S3 |
2,961.3 |
2,977.7 |
3,015.8 |
|
| S4 |
2,931.3 |
2,947.7 |
3,007.5 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,428.7 |
3,373.3 |
3,104.9 |
|
| R3 |
3,281.7 |
3,226.3 |
3,064.4 |
|
| R2 |
3,134.7 |
3,134.7 |
3,051.0 |
|
| R1 |
3,079.3 |
3,079.3 |
3,037.5 |
3,107.0 |
| PP |
2,987.7 |
2,987.7 |
2,987.7 |
3,001.5 |
| S1 |
2,932.3 |
2,932.3 |
3,010.5 |
2,960.0 |
| S2 |
2,840.7 |
2,840.7 |
2,997.1 |
|
| S3 |
2,693.7 |
2,785.3 |
2,983.6 |
|
| S4 |
2,546.7 |
2,638.3 |
2,943.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,043.0 |
2,896.0 |
147.0 |
4.9% |
65.2 |
2.2% |
87% |
False |
False |
1,258,587 |
| 10 |
3,043.0 |
2,771.0 |
272.0 |
9.0% |
87.6 |
2.9% |
93% |
False |
False |
1,678,763 |
| 20 |
3,228.0 |
2,771.0 |
457.0 |
15.1% |
76.9 |
2.5% |
55% |
False |
False |
1,544,567 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.3% |
59.7 |
2.0% |
48% |
False |
False |
1,080,883 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.3% |
53.5 |
1.8% |
48% |
False |
False |
726,249 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.3% |
50.5 |
1.7% |
48% |
False |
False |
544,983 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.7% |
45.7 |
1.5% |
47% |
False |
False |
436,165 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.7% |
41.7 |
1.4% |
47% |
False |
False |
363,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,162.5 |
|
2.618 |
3,113.5 |
|
1.618 |
3,083.5 |
|
1.000 |
3,065.0 |
|
0.618 |
3,053.5 |
|
HIGH |
3,035.0 |
|
0.618 |
3,023.5 |
|
0.500 |
3,020.0 |
|
0.382 |
3,016.5 |
|
LOW |
3,005.0 |
|
0.618 |
2,986.5 |
|
1.000 |
2,975.0 |
|
1.618 |
2,956.5 |
|
2.618 |
2,926.5 |
|
4.250 |
2,877.5 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,022.7 |
3,016.8 |
| PP |
3,021.3 |
3,009.7 |
| S1 |
3,020.0 |
3,002.5 |
|