| 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 |
1,971.75 |
1,987.75 |
16.00 |
0.8% |
1,960.25 |
| High |
1,994.25 |
2,016.75 |
22.50 |
1.1% |
2,016.75 |
| Low |
1,959.25 |
1,986.75 |
27.50 |
1.4% |
1,944.50 |
| Close |
1,988.50 |
2,011.50 |
23.00 |
1.2% |
2,011.50 |
| Range |
35.00 |
30.00 |
-5.00 |
-14.3% |
72.25 |
| ATR |
31.55 |
31.44 |
-0.11 |
-0.4% |
0.00 |
| Volume |
1,980,796 |
1,924,396 |
-56,400 |
-2.8% |
8,823,918 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.00 |
2,083.25 |
2,028.00 |
|
| R3 |
2,065.00 |
2,053.25 |
2,019.75 |
|
| R2 |
2,035.00 |
2,035.00 |
2,017.00 |
|
| R1 |
2,023.25 |
2,023.25 |
2,014.25 |
2,029.00 |
| PP |
2,005.00 |
2,005.00 |
2,005.00 |
2,008.00 |
| S1 |
1,993.25 |
1,993.25 |
2,008.75 |
1,999.00 |
| S2 |
1,975.00 |
1,975.00 |
2,006.00 |
|
| S3 |
1,945.00 |
1,963.25 |
2,003.25 |
|
| S4 |
1,915.00 |
1,933.25 |
1,995.00 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.75 |
2,181.75 |
2,051.25 |
|
| R3 |
2,135.50 |
2,109.50 |
2,031.25 |
|
| R2 |
2,063.25 |
2,063.25 |
2,024.75 |
|
| R1 |
2,037.25 |
2,037.25 |
2,018.00 |
2,050.25 |
| PP |
1,991.00 |
1,991.00 |
1,991.00 |
1,997.50 |
| S1 |
1,965.00 |
1,965.00 |
2,005.00 |
1,978.00 |
| S2 |
1,918.75 |
1,918.75 |
1,998.25 |
|
| S3 |
1,846.50 |
1,892.75 |
1,991.75 |
|
| S4 |
1,774.25 |
1,820.50 |
1,971.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,016.75 |
1,944.50 |
72.25 |
3.6% |
26.75 |
1.3% |
93% |
True |
False |
1,764,783 |
| 10 |
2,016.75 |
1,872.25 |
144.50 |
7.2% |
30.50 |
1.5% |
96% |
True |
False |
1,835,486 |
| 20 |
2,016.75 |
1,813.00 |
203.75 |
10.1% |
36.50 |
1.8% |
97% |
True |
False |
2,380,770 |
| 40 |
2,016.75 |
1,813.00 |
203.75 |
10.1% |
28.75 |
1.4% |
97% |
True |
False |
1,973,348 |
| 60 |
2,016.75 |
1,813.00 |
203.75 |
10.1% |
24.00 |
1.2% |
97% |
True |
False |
1,319,373 |
| 80 |
2,016.75 |
1,813.00 |
203.75 |
10.1% |
22.75 |
1.1% |
97% |
True |
False |
990,423 |
| 100 |
2,016.75 |
1,813.00 |
203.75 |
10.1% |
20.75 |
1.0% |
97% |
True |
False |
792,631 |
| 120 |
2,016.75 |
1,813.00 |
203.75 |
10.1% |
19.25 |
1.0% |
97% |
True |
False |
660,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.25 |
|
2.618 |
2,095.25 |
|
1.618 |
2,065.25 |
|
1.000 |
2,046.75 |
|
0.618 |
2,035.25 |
|
HIGH |
2,016.75 |
|
0.618 |
2,005.25 |
|
0.500 |
2,001.75 |
|
0.382 |
1,998.25 |
|
LOW |
1,986.75 |
|
0.618 |
1,968.25 |
|
1.000 |
1,956.75 |
|
1.618 |
1,938.25 |
|
2.618 |
1,908.25 |
|
4.250 |
1,859.25 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,008.25 |
2,003.75 |
| PP |
2,005.00 |
1,995.75 |
| S1 |
2,001.75 |
1,988.00 |
|