| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,041.0 |
3,007.0 |
-34.0 |
-1.1% |
2,954.0 |
| High |
3,062.0 |
3,044.0 |
-18.0 |
-0.6% |
3,043.0 |
| Low |
2,966.0 |
3,002.0 |
36.0 |
1.2% |
2,896.0 |
| Close |
2,990.0 |
3,030.0 |
40.0 |
1.3% |
3,024.0 |
| Range |
96.0 |
42.0 |
-54.0 |
-56.3% |
147.0 |
| ATR |
73.1 |
71.7 |
-1.4 |
-1.9% |
0.0 |
| Volume |
933,638 |
844,938 |
-88,700 |
-9.5% |
6,292,937 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,151.3 |
3,132.7 |
3,053.1 |
|
| R3 |
3,109.3 |
3,090.7 |
3,041.6 |
|
| R2 |
3,067.3 |
3,067.3 |
3,037.7 |
|
| R1 |
3,048.7 |
3,048.7 |
3,033.9 |
3,058.0 |
| PP |
3,025.3 |
3,025.3 |
3,025.3 |
3,030.0 |
| S1 |
3,006.7 |
3,006.7 |
3,026.2 |
3,016.0 |
| S2 |
2,983.3 |
2,983.3 |
3,022.3 |
|
| S3 |
2,941.3 |
2,964.7 |
3,018.5 |
|
| S4 |
2,899.3 |
2,922.7 |
3,006.9 |
|
|
| 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 |
2,962.0 |
100.0 |
3.3% |
58.6 |
1.9% |
68% |
False |
False |
1,049,793 |
| 10 |
3,062.0 |
2,771.0 |
291.0 |
9.6% |
87.2 |
2.9% |
89% |
False |
False |
1,423,092 |
| 20 |
3,227.0 |
2,771.0 |
456.0 |
15.0% |
78.5 |
2.6% |
57% |
False |
False |
1,521,133 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
61.2 |
2.0% |
50% |
False |
False |
1,117,580 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
54.1 |
1.8% |
50% |
False |
False |
755,687 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
51.6 |
1.7% |
50% |
False |
False |
567,207 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.7% |
46.5 |
1.5% |
48% |
False |
False |
453,949 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.7% |
42.5 |
1.4% |
48% |
False |
False |
378,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,222.5 |
|
2.618 |
3,154.0 |
|
1.618 |
3,112.0 |
|
1.000 |
3,086.0 |
|
0.618 |
3,070.0 |
|
HIGH |
3,044.0 |
|
0.618 |
3,028.0 |
|
0.500 |
3,023.0 |
|
0.382 |
3,018.0 |
|
LOW |
3,002.0 |
|
0.618 |
2,976.0 |
|
1.000 |
2,960.0 |
|
1.618 |
2,934.0 |
|
2.618 |
2,892.0 |
|
4.250 |
2,823.5 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,027.7 |
3,024.7 |
| PP |
3,025.3 |
3,019.3 |
| S1 |
3,023.0 |
3,014.0 |
|