| 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 |
15,670 |
15,830 |
160 |
1.0% |
15,475 |
| High |
15,935 |
17,085 |
1,150 |
7.2% |
17,085 |
| Low |
15,595 |
15,830 |
235 |
1.5% |
15,285 |
| Close |
15,810 |
17,070 |
1,260 |
8.0% |
17,070 |
| Range |
340 |
1,255 |
915 |
269.1% |
1,800 |
| ATR |
309 |
378 |
69 |
22.3% |
0 |
| Volume |
20,226 |
47,508 |
27,282 |
134.9% |
109,519 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,427 |
20,003 |
17,760 |
|
| R3 |
19,172 |
18,748 |
17,415 |
|
| R2 |
17,917 |
17,917 |
17,300 |
|
| R1 |
17,493 |
17,493 |
17,185 |
17,705 |
| PP |
16,662 |
16,662 |
16,662 |
16,768 |
| S1 |
16,238 |
16,238 |
16,955 |
16,450 |
| S2 |
15,407 |
15,407 |
16,840 |
|
| S3 |
14,152 |
14,983 |
16,725 |
|
| S4 |
12,897 |
13,728 |
16,380 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,880 |
21,275 |
18,060 |
|
| R3 |
20,080 |
19,475 |
17,565 |
|
| R2 |
18,280 |
18,280 |
17,400 |
|
| R1 |
17,675 |
17,675 |
17,235 |
17,978 |
| PP |
16,480 |
16,480 |
16,480 |
16,631 |
| S1 |
15,875 |
15,875 |
16,905 |
16,178 |
| S2 |
14,680 |
14,680 |
16,740 |
|
| S3 |
12,880 |
14,075 |
16,575 |
|
| S4 |
11,080 |
12,275 |
16,080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,085 |
15,285 |
1,800 |
10.5% |
452 |
2.6% |
99% |
True |
False |
21,903 |
| 10 |
17,085 |
14,785 |
2,300 |
13.5% |
388 |
2.3% |
99% |
True |
False |
21,808 |
| 20 |
17,085 |
14,400 |
2,685 |
15.7% |
393 |
2.3% |
99% |
True |
False |
23,729 |
| 40 |
17,085 |
14,400 |
2,685 |
15.7% |
318 |
1.9% |
99% |
True |
False |
20,462 |
| 60 |
17,085 |
14,400 |
2,685 |
15.7% |
258 |
1.5% |
99% |
True |
False |
13,764 |
| 80 |
17,085 |
14,400 |
2,685 |
15.7% |
211 |
1.2% |
99% |
True |
False |
10,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,419 |
|
2.618 |
20,371 |
|
1.618 |
19,116 |
|
1.000 |
18,340 |
|
0.618 |
17,861 |
|
HIGH |
17,085 |
|
0.618 |
16,606 |
|
0.500 |
16,458 |
|
0.382 |
16,310 |
|
LOW |
15,830 |
|
0.618 |
15,055 |
|
1.000 |
14,575 |
|
1.618 |
13,800 |
|
2.618 |
12,545 |
|
4.250 |
10,496 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,866 |
16,798 |
| PP |
16,662 |
16,527 |
| S1 |
16,458 |
16,255 |
|