| 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 |
1,957.75 |
1,976.00 |
18.25 |
0.9% |
1,884.00 |
| High |
1,980.75 |
1,985.75 |
5.00 |
0.3% |
1,960.50 |
| Low |
1,956.75 |
1,962.00 |
5.25 |
0.3% |
1,872.25 |
| Close |
1,980.00 |
1,972.25 |
-7.75 |
-0.4% |
1,959.75 |
| Range |
24.00 |
23.75 |
-0.25 |
-1.0% |
88.25 |
| ATR |
31.87 |
31.29 |
-0.58 |
-1.8% |
0.00 |
| Volume |
1,571,000 |
1,895,667 |
324,667 |
20.7% |
9,530,951 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,044.50 |
2,032.25 |
1,985.25 |
|
| R3 |
2,020.75 |
2,008.50 |
1,978.75 |
|
| R2 |
1,997.00 |
1,997.00 |
1,976.50 |
|
| R1 |
1,984.75 |
1,984.75 |
1,974.50 |
1,979.00 |
| PP |
1,973.25 |
1,973.25 |
1,973.25 |
1,970.50 |
| S1 |
1,961.00 |
1,961.00 |
1,970.00 |
1,955.25 |
| S2 |
1,949.50 |
1,949.50 |
1,968.00 |
|
| S3 |
1,925.75 |
1,937.25 |
1,965.75 |
|
| S4 |
1,902.00 |
1,913.50 |
1,959.25 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.50 |
2,166.00 |
2,008.25 |
|
| R3 |
2,107.25 |
2,077.75 |
1,984.00 |
|
| R2 |
2,019.00 |
2,019.00 |
1,976.00 |
|
| R1 |
1,989.50 |
1,989.50 |
1,967.75 |
2,004.25 |
| PP |
1,930.75 |
1,930.75 |
1,930.75 |
1,938.25 |
| S1 |
1,901.25 |
1,901.25 |
1,951.75 |
1,916.00 |
| S2 |
1,842.50 |
1,842.50 |
1,943.50 |
|
| S3 |
1,754.25 |
1,813.00 |
1,935.50 |
|
| S4 |
1,666.00 |
1,724.75 |
1,911.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,985.75 |
1,922.25 |
63.50 |
3.2% |
26.25 |
1.3% |
79% |
True |
False |
1,706,996 |
| 10 |
1,985.75 |
1,815.25 |
170.50 |
8.6% |
33.75 |
1.7% |
92% |
True |
False |
2,039,710 |
| 20 |
1,985.75 |
1,813.00 |
172.75 |
8.8% |
36.00 |
1.8% |
92% |
True |
False |
2,399,431 |
| 40 |
2,014.50 |
1,813.00 |
201.50 |
10.2% |
28.00 |
1.4% |
79% |
False |
False |
1,877,956 |
| 60 |
2,014.50 |
1,813.00 |
201.50 |
10.2% |
23.75 |
1.2% |
79% |
False |
False |
1,254,407 |
| 80 |
2,014.50 |
1,813.00 |
201.50 |
10.2% |
22.25 |
1.1% |
79% |
False |
False |
941,652 |
| 100 |
2,014.50 |
1,813.00 |
201.50 |
10.2% |
20.25 |
1.0% |
79% |
False |
False |
753,593 |
| 120 |
2,014.50 |
1,813.00 |
201.50 |
10.2% |
19.00 |
1.0% |
79% |
False |
False |
628,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,086.75 |
|
2.618 |
2,048.00 |
|
1.618 |
2,024.25 |
|
1.000 |
2,009.50 |
|
0.618 |
2,000.50 |
|
HIGH |
1,985.75 |
|
0.618 |
1,976.75 |
|
0.500 |
1,974.00 |
|
0.382 |
1,971.00 |
|
LOW |
1,962.00 |
|
0.618 |
1,947.25 |
|
1.000 |
1,938.25 |
|
1.618 |
1,923.50 |
|
2.618 |
1,899.75 |
|
4.250 |
1,861.00 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,974.00 |
1,970.00 |
| PP |
1,973.25 |
1,967.50 |
| S1 |
1,972.75 |
1,965.00 |
|