| 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 |
15,440 |
15,670 |
230 |
1.5% |
14,905 |
| High |
15,720 |
15,935 |
215 |
1.4% |
15,495 |
| Low |
15,425 |
15,595 |
170 |
1.1% |
14,785 |
| Close |
15,695 |
15,810 |
115 |
0.7% |
15,470 |
| Range |
295 |
340 |
45 |
15.3% |
710 |
| ATR |
307 |
309 |
2 |
0.8% |
0 |
| Volume |
15,277 |
20,226 |
4,949 |
32.4% |
108,566 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,800 |
16,645 |
15,997 |
|
| R3 |
16,460 |
16,305 |
15,904 |
|
| R2 |
16,120 |
16,120 |
15,872 |
|
| R1 |
15,965 |
15,965 |
15,841 |
16,043 |
| PP |
15,780 |
15,780 |
15,780 |
15,819 |
| S1 |
15,625 |
15,625 |
15,779 |
15,703 |
| S2 |
15,440 |
15,440 |
15,748 |
|
| S3 |
15,100 |
15,285 |
15,717 |
|
| S4 |
14,760 |
14,945 |
15,623 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,380 |
17,135 |
15,861 |
|
| R3 |
16,670 |
16,425 |
15,665 |
|
| R2 |
15,960 |
15,960 |
15,600 |
|
| R1 |
15,715 |
15,715 |
15,535 |
15,838 |
| PP |
15,250 |
15,250 |
15,250 |
15,311 |
| S1 |
15,005 |
15,005 |
15,405 |
15,128 |
| S2 |
14,540 |
14,540 |
15,340 |
|
| S3 |
13,830 |
14,295 |
15,275 |
|
| S4 |
13,120 |
13,585 |
15,080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,935 |
15,265 |
670 |
4.2% |
243 |
1.5% |
81% |
True |
False |
16,109 |
| 10 |
15,935 |
14,545 |
1,390 |
8.8% |
300 |
1.9% |
91% |
True |
False |
20,056 |
| 20 |
16,005 |
14,400 |
1,605 |
10.2% |
350 |
2.2% |
88% |
False |
False |
22,394 |
| 40 |
16,455 |
14,400 |
2,055 |
13.0% |
292 |
1.8% |
69% |
False |
False |
19,318 |
| 60 |
16,455 |
14,400 |
2,055 |
13.0% |
240 |
1.5% |
69% |
False |
False |
12,972 |
| 80 |
16,455 |
14,400 |
2,055 |
13.0% |
196 |
1.2% |
69% |
False |
False |
9,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,380 |
|
2.618 |
16,825 |
|
1.618 |
16,485 |
|
1.000 |
16,275 |
|
0.618 |
16,145 |
|
HIGH |
15,935 |
|
0.618 |
15,805 |
|
0.500 |
15,765 |
|
0.382 |
15,725 |
|
LOW |
15,595 |
|
0.618 |
15,385 |
|
1.000 |
15,255 |
|
1.618 |
15,045 |
|
2.618 |
14,705 |
|
4.250 |
14,150 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,795 |
15,745 |
| PP |
15,780 |
15,680 |
| S1 |
15,765 |
15,615 |
|