| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,016.0 |
3,083.0 |
67.0 |
2.2% |
3,041.0 |
| High |
3,042.0 |
3,113.0 |
71.0 |
2.3% |
3,113.0 |
| Low |
2,954.0 |
3,054.0 |
100.0 |
3.4% |
2,954.0 |
| Close |
3,024.0 |
3,101.0 |
77.0 |
2.5% |
3,101.0 |
| Range |
88.0 |
59.0 |
-29.0 |
-33.0% |
159.0 |
| ATR |
71.4 |
72.7 |
1.3 |
1.8% |
0.0 |
| Volume |
1,558,914 |
866,745 |
-692,169 |
-44.4% |
5,628,304 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,266.3 |
3,242.7 |
3,133.5 |
|
| R3 |
3,207.3 |
3,183.7 |
3,117.2 |
|
| R2 |
3,148.3 |
3,148.3 |
3,111.8 |
|
| R1 |
3,124.7 |
3,124.7 |
3,106.4 |
3,136.5 |
| PP |
3,089.3 |
3,089.3 |
3,089.3 |
3,095.3 |
| S1 |
3,065.7 |
3,065.7 |
3,095.6 |
3,077.5 |
| S2 |
3,030.3 |
3,030.3 |
3,090.2 |
|
| S3 |
2,971.3 |
3,006.7 |
3,084.8 |
|
| S4 |
2,912.3 |
2,947.7 |
3,068.6 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,533.0 |
3,476.0 |
3,188.5 |
|
| R3 |
3,374.0 |
3,317.0 |
3,144.7 |
|
| R2 |
3,215.0 |
3,215.0 |
3,130.2 |
|
| R1 |
3,158.0 |
3,158.0 |
3,115.6 |
3,186.5 |
| PP |
3,056.0 |
3,056.0 |
3,056.0 |
3,070.3 |
| S1 |
2,999.0 |
2,999.0 |
3,086.4 |
3,027.5 |
| S2 |
2,897.0 |
2,897.0 |
3,071.9 |
|
| S3 |
2,738.0 |
2,840.0 |
3,057.3 |
|
| S4 |
2,579.0 |
2,681.0 |
3,013.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,113.0 |
2,954.0 |
159.0 |
5.1% |
67.0 |
2.2% |
92% |
True |
False |
1,125,660 |
| 10 |
3,113.0 |
2,896.0 |
217.0 |
7.0% |
66.1 |
2.1% |
94% |
True |
False |
1,192,124 |
| 20 |
3,177.0 |
2,771.0 |
406.0 |
13.1% |
78.1 |
2.5% |
81% |
False |
False |
1,531,804 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
62.0 |
2.0% |
63% |
False |
False |
1,205,834 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
54.5 |
1.8% |
63% |
False |
False |
818,951 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
52.1 |
1.7% |
63% |
False |
False |
615,324 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.3% |
48.1 |
1.6% |
62% |
False |
False |
492,422 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.3% |
43.5 |
1.4% |
62% |
False |
False |
410,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,363.8 |
|
2.618 |
3,267.5 |
|
1.618 |
3,208.5 |
|
1.000 |
3,172.0 |
|
0.618 |
3,149.5 |
|
HIGH |
3,113.0 |
|
0.618 |
3,090.5 |
|
0.500 |
3,083.5 |
|
0.382 |
3,076.5 |
|
LOW |
3,054.0 |
|
0.618 |
3,017.5 |
|
1.000 |
2,995.0 |
|
1.618 |
2,958.5 |
|
2.618 |
2,899.5 |
|
4.250 |
2,803.3 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,095.2 |
3,078.5 |
| PP |
3,089.3 |
3,056.0 |
| S1 |
3,083.5 |
3,033.5 |
|