| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,007.0 |
3,039.0 |
32.0 |
1.1% |
2,954.0 |
| High |
3,044.0 |
3,044.0 |
0.0 |
0.0% |
3,043.0 |
| Low |
3,002.0 |
2,994.0 |
-8.0 |
-0.3% |
2,896.0 |
| Close |
3,030.0 |
3,012.0 |
-18.0 |
-0.6% |
3,024.0 |
| Range |
42.0 |
50.0 |
8.0 |
19.0% |
147.0 |
| ATR |
71.7 |
70.2 |
-1.6 |
-2.2% |
0.0 |
| Volume |
844,938 |
1,424,069 |
579,131 |
68.5% |
6,292,937 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.7 |
3,139.3 |
3,039.5 |
|
| R3 |
3,116.7 |
3,089.3 |
3,025.8 |
|
| R2 |
3,066.7 |
3,066.7 |
3,021.2 |
|
| R1 |
3,039.3 |
3,039.3 |
3,016.6 |
3,028.0 |
| PP |
3,016.7 |
3,016.7 |
3,016.7 |
3,011.0 |
| S1 |
2,989.3 |
2,989.3 |
3,007.4 |
2,978.0 |
| S2 |
2,966.7 |
2,966.7 |
3,002.8 |
|
| S3 |
2,916.7 |
2,939.3 |
2,998.3 |
|
| S4 |
2,866.7 |
2,889.3 |
2,984.5 |
|
|
| 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 |
3,062.0 |
2,962.0 |
100.0 |
3.3% |
59.8 |
2.0% |
50% |
False |
False |
1,064,392 |
| 10 |
3,062.0 |
2,771.0 |
291.0 |
9.7% |
76.6 |
2.5% |
83% |
False |
False |
1,264,809 |
| 20 |
3,188.0 |
2,771.0 |
417.0 |
13.8% |
77.7 |
2.6% |
58% |
False |
False |
1,497,792 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.3% |
61.2 |
2.0% |
46% |
False |
False |
1,149,720 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.3% |
53.9 |
1.8% |
46% |
False |
False |
779,412 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.3% |
51.5 |
1.7% |
46% |
False |
False |
585,006 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.8% |
46.9 |
1.6% |
45% |
False |
False |
468,189 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.8% |
42.9 |
1.4% |
45% |
False |
False |
390,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,256.5 |
|
2.618 |
3,174.9 |
|
1.618 |
3,124.9 |
|
1.000 |
3,094.0 |
|
0.618 |
3,074.9 |
|
HIGH |
3,044.0 |
|
0.618 |
3,024.9 |
|
0.500 |
3,019.0 |
|
0.382 |
3,013.1 |
|
LOW |
2,994.0 |
|
0.618 |
2,963.1 |
|
1.000 |
2,944.0 |
|
1.618 |
2,913.1 |
|
2.618 |
2,863.1 |
|
4.250 |
2,781.5 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,019.0 |
3,014.0 |
| PP |
3,016.7 |
3,013.3 |
| S1 |
3,014.3 |
3,012.7 |
|