| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,039.0 |
3,016.0 |
-23.0 |
-0.8% |
2,954.0 |
| High |
3,044.0 |
3,042.0 |
-2.0 |
-0.1% |
3,043.0 |
| Low |
2,994.0 |
2,954.0 |
-40.0 |
-1.3% |
2,896.0 |
| Close |
3,012.0 |
3,024.0 |
12.0 |
0.4% |
3,024.0 |
| Range |
50.0 |
88.0 |
38.0 |
76.0% |
147.0 |
| ATR |
70.2 |
71.4 |
1.3 |
1.8% |
0.0 |
| Volume |
1,424,069 |
1,558,914 |
134,845 |
9.5% |
6,292,937 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,270.7 |
3,235.3 |
3,072.4 |
|
| R3 |
3,182.7 |
3,147.3 |
3,048.2 |
|
| R2 |
3,094.7 |
3,094.7 |
3,040.1 |
|
| R1 |
3,059.3 |
3,059.3 |
3,032.1 |
3,077.0 |
| PP |
3,006.7 |
3,006.7 |
3,006.7 |
3,015.5 |
| S1 |
2,971.3 |
2,971.3 |
3,015.9 |
2,989.0 |
| S2 |
2,918.7 |
2,918.7 |
3,007.9 |
|
| S3 |
2,830.7 |
2,883.3 |
2,999.8 |
|
| S4 |
2,742.7 |
2,795.3 |
2,975.6 |
|
|
| 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 |
2,954.0 |
108.0 |
3.6% |
61.2 |
2.0% |
65% |
False |
True |
1,185,989 |
| 10 |
3,062.0 |
2,851.0 |
211.0 |
7.0% |
70.8 |
2.3% |
82% |
False |
False |
1,225,258 |
| 20 |
3,177.0 |
2,771.0 |
406.0 |
13.4% |
77.1 |
2.5% |
62% |
False |
False |
1,541,838 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.3% |
61.3 |
2.0% |
48% |
False |
False |
1,186,143 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.3% |
54.7 |
1.8% |
48% |
False |
False |
804,603 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.3% |
52.2 |
1.7% |
48% |
False |
False |
604,492 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.7% |
47.6 |
1.6% |
47% |
False |
False |
483,763 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.7% |
43.5 |
1.4% |
47% |
False |
False |
403,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,416.0 |
|
2.618 |
3,272.4 |
|
1.618 |
3,184.4 |
|
1.000 |
3,130.0 |
|
0.618 |
3,096.4 |
|
HIGH |
3,042.0 |
|
0.618 |
3,008.4 |
|
0.500 |
2,998.0 |
|
0.382 |
2,987.6 |
|
LOW |
2,954.0 |
|
0.618 |
2,899.6 |
|
1.000 |
2,866.0 |
|
1.618 |
2,811.6 |
|
2.618 |
2,723.6 |
|
4.250 |
2,580.0 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,015.3 |
3,015.7 |
| PP |
3,006.7 |
3,007.3 |
| S1 |
2,998.0 |
2,999.0 |
|