| 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 |
16,919 |
16,912 |
-7 |
0.0% |
16,334 |
| High |
16,992 |
17,152 |
160 |
0.9% |
16,747 |
| Low |
16,820 |
16,831 |
11 |
0.1% |
16,163 |
| Close |
16,924 |
17,114 |
190 |
1.1% |
16,736 |
| Range |
172 |
321 |
149 |
86.6% |
584 |
| ATR |
239 |
245 |
6 |
2.4% |
0 |
| Volume |
175,425 |
198,344 |
22,919 |
13.1% |
916,563 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,995 |
17,876 |
17,291 |
|
| R3 |
17,674 |
17,555 |
17,202 |
|
| R2 |
17,353 |
17,353 |
17,173 |
|
| R1 |
17,234 |
17,234 |
17,144 |
17,294 |
| PP |
17,032 |
17,032 |
17,032 |
17,062 |
| S1 |
16,913 |
16,913 |
17,085 |
16,973 |
| S2 |
16,711 |
16,711 |
17,055 |
|
| S3 |
16,390 |
16,592 |
17,026 |
|
| S4 |
16,069 |
16,271 |
16,938 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,301 |
18,102 |
17,057 |
|
| R3 |
17,717 |
17,518 |
16,897 |
|
| R2 |
17,133 |
17,133 |
16,843 |
|
| R1 |
16,934 |
16,934 |
16,790 |
17,034 |
| PP |
16,549 |
16,549 |
16,549 |
16,598 |
| S1 |
16,350 |
16,350 |
16,683 |
16,450 |
| S2 |
15,965 |
15,965 |
16,629 |
|
| S3 |
15,381 |
15,766 |
16,576 |
|
| S4 |
14,797 |
15,182 |
16,415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,152 |
16,514 |
638 |
3.7% |
212 |
1.2% |
94% |
True |
False |
159,676 |
| 10 |
17,152 |
16,020 |
1,132 |
6.6% |
250 |
1.5% |
97% |
True |
False |
182,115 |
| 20 |
17,152 |
15,769 |
1,383 |
8.1% |
281 |
1.6% |
97% |
True |
False |
240,775 |
| 40 |
17,279 |
15,769 |
1,510 |
8.8% |
220 |
1.3% |
89% |
False |
False |
184,799 |
| 60 |
17,279 |
15,769 |
1,510 |
8.8% |
183 |
1.1% |
89% |
False |
False |
123,373 |
| 80 |
17,279 |
15,769 |
1,510 |
8.8% |
168 |
1.0% |
89% |
False |
False |
92,536 |
| 100 |
17,279 |
15,769 |
1,510 |
8.8% |
147 |
0.9% |
89% |
False |
False |
74,031 |
| 120 |
17,279 |
15,769 |
1,510 |
8.8% |
129 |
0.8% |
89% |
False |
False |
61,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,516 |
|
2.618 |
17,993 |
|
1.618 |
17,672 |
|
1.000 |
17,473 |
|
0.618 |
17,351 |
|
HIGH |
17,152 |
|
0.618 |
17,030 |
|
0.500 |
16,992 |
|
0.382 |
16,954 |
|
LOW |
16,831 |
|
0.618 |
16,633 |
|
1.000 |
16,510 |
|
1.618 |
16,312 |
|
2.618 |
15,991 |
|
4.250 |
15,467 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,073 |
17,060 |
| PP |
17,032 |
17,007 |
| S1 |
16,992 |
16,953 |
|