| 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 |
3,015.0 |
3,041.0 |
26.0 |
0.9% |
2,954.0 |
| High |
3,035.0 |
3,062.0 |
27.0 |
0.9% |
3,043.0 |
| Low |
3,005.0 |
2,966.0 |
-39.0 |
-1.3% |
2,896.0 |
| Close |
3,024.0 |
2,990.0 |
-34.0 |
-1.1% |
3,024.0 |
| Range |
30.0 |
96.0 |
66.0 |
220.0% |
147.0 |
| ATR |
71.3 |
73.1 |
1.8 |
2.5% |
0.0 |
| Volume |
1,168,389 |
933,638 |
-234,751 |
-20.1% |
6,292,937 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,294.0 |
3,238.0 |
3,042.8 |
|
| R3 |
3,198.0 |
3,142.0 |
3,016.4 |
|
| R2 |
3,102.0 |
3,102.0 |
3,007.6 |
|
| R1 |
3,046.0 |
3,046.0 |
2,998.8 |
3,026.0 |
| PP |
3,006.0 |
3,006.0 |
3,006.0 |
2,996.0 |
| S1 |
2,950.0 |
2,950.0 |
2,981.2 |
2,930.0 |
| S2 |
2,910.0 |
2,910.0 |
2,972.4 |
|
| S3 |
2,814.0 |
2,854.0 |
2,963.6 |
|
| S4 |
2,718.0 |
2,758.0 |
2,937.2 |
|
|
| 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 |
3,062.0 |
2,896.0 |
166.0 |
5.6% |
71.6 |
2.4% |
57% |
True |
False |
1,157,693 |
| 10 |
3,062.0 |
2,771.0 |
291.0 |
9.7% |
89.7 |
3.0% |
75% |
True |
False |
1,599,777 |
| 20 |
3,228.0 |
2,771.0 |
457.0 |
15.3% |
78.8 |
2.6% |
48% |
False |
False |
1,531,334 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.5% |
60.9 |
2.0% |
42% |
False |
False |
1,104,042 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.5% |
54.0 |
1.8% |
42% |
False |
False |
741,736 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.5% |
51.5 |
1.7% |
42% |
False |
False |
556,652 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.9% |
46.4 |
1.6% |
41% |
False |
False |
445,500 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.9% |
42.3 |
1.4% |
41% |
False |
False |
371,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,470.0 |
|
2.618 |
3,313.3 |
|
1.618 |
3,217.3 |
|
1.000 |
3,158.0 |
|
0.618 |
3,121.3 |
|
HIGH |
3,062.0 |
|
0.618 |
3,025.3 |
|
0.500 |
3,014.0 |
|
0.382 |
3,002.7 |
|
LOW |
2,966.0 |
|
0.618 |
2,906.7 |
|
1.000 |
2,870.0 |
|
1.618 |
2,810.7 |
|
2.618 |
2,714.7 |
|
4.250 |
2,558.0 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,014.0 |
3,012.0 |
| PP |
3,006.0 |
3,004.7 |
| S1 |
2,998.0 |
2,997.3 |
|