| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,117.1 |
1,116.5 |
-0.6 |
-0.1% |
1,080.5 |
| High |
1,119.3 |
1,148.9 |
29.6 |
2.6% |
1,120.1 |
| Low |
1,099.1 |
1,115.7 |
16.6 |
1.5% |
1,070.6 |
| Close |
1,116.2 |
1,147.7 |
31.5 |
2.8% |
1,115.4 |
| Range |
20.2 |
33.2 |
13.0 |
64.4% |
49.5 |
| ATR |
23.2 |
23.9 |
0.7 |
3.1% |
0.0 |
| Volume |
92,608 |
161,075 |
68,467 |
73.9% |
623,585 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.0 |
1,225.5 |
1,166.0 |
|
| R3 |
1,203.8 |
1,192.3 |
1,156.8 |
|
| R2 |
1,170.8 |
1,170.8 |
1,153.8 |
|
| R1 |
1,159.3 |
1,159.3 |
1,150.8 |
1,165.0 |
| PP |
1,137.5 |
1,137.5 |
1,137.5 |
1,140.3 |
| S1 |
1,126.0 |
1,126.0 |
1,144.8 |
1,131.8 |
| S2 |
1,104.3 |
1,104.3 |
1,141.5 |
|
| S3 |
1,071.0 |
1,092.8 |
1,138.5 |
|
| S4 |
1,037.8 |
1,059.5 |
1,129.5 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,250.5 |
1,232.5 |
1,142.5 |
|
| R3 |
1,201.0 |
1,183.0 |
1,129.0 |
|
| R2 |
1,151.5 |
1,151.5 |
1,124.5 |
|
| R1 |
1,133.5 |
1,133.5 |
1,120.0 |
1,142.5 |
| PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,106.5 |
| S1 |
1,084.0 |
1,084.0 |
1,110.8 |
1,093.0 |
| S2 |
1,052.5 |
1,052.5 |
1,106.3 |
|
| S3 |
1,003.0 |
1,034.5 |
1,101.8 |
|
| S4 |
953.5 |
985.0 |
1,088.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,148.9 |
1,092.2 |
56.7 |
4.9% |
23.3 |
2.0% |
98% |
True |
False |
129,598 |
| 10 |
1,148.9 |
1,038.8 |
110.1 |
9.6% |
26.8 |
2.3% |
99% |
True |
False |
165,690 |
| 20 |
1,148.9 |
1,038.6 |
110.3 |
9.6% |
26.0 |
2.3% |
99% |
True |
False |
182,872 |
| 40 |
1,182.2 |
1,038.6 |
143.6 |
12.5% |
21.5 |
1.9% |
76% |
False |
False |
147,420 |
| 60 |
1,182.2 |
1,038.6 |
143.6 |
12.5% |
18.0 |
1.6% |
76% |
False |
False |
98,322 |
| 80 |
1,182.2 |
1,038.6 |
143.6 |
12.5% |
17.0 |
1.5% |
76% |
False |
False |
73,754 |
| 100 |
1,205.4 |
1,038.6 |
166.8 |
14.5% |
14.8 |
1.3% |
65% |
False |
False |
59,008 |
| 120 |
1,205.4 |
1,038.6 |
166.8 |
14.5% |
12.3 |
1.1% |
65% |
False |
False |
49,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.0 |
|
2.618 |
1,235.8 |
|
1.618 |
1,202.5 |
|
1.000 |
1,182.0 |
|
0.618 |
1,169.5 |
|
HIGH |
1,149.0 |
|
0.618 |
1,136.3 |
|
0.500 |
1,132.3 |
|
0.382 |
1,128.5 |
|
LOW |
1,115.8 |
|
0.618 |
1,095.3 |
|
1.000 |
1,082.5 |
|
1.618 |
1,062.0 |
|
2.618 |
1,028.8 |
|
4.250 |
974.5 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,142.5 |
1,139.8 |
| PP |
1,137.5 |
1,132.0 |
| S1 |
1,132.3 |
1,124.0 |
|