| 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 |
1,139.8 |
1,154.6 |
14.8 |
1.3% |
1,117.1 |
| High |
1,158.3 |
1,176.0 |
17.7 |
1.5% |
1,176.0 |
| Low |
1,131.6 |
1,153.3 |
21.7 |
1.9% |
1,099.1 |
| Close |
1,153.8 |
1,171.0 |
17.2 |
1.5% |
1,171.0 |
| Range |
26.7 |
22.7 |
-4.0 |
-15.0% |
76.9 |
| ATR |
23.8 |
23.7 |
-0.1 |
-0.3% |
0.0 |
| Volume |
134,321 |
150,150 |
15,829 |
11.8% |
693,184 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.8 |
1,225.8 |
1,183.5 |
|
| R3 |
1,212.3 |
1,203.0 |
1,177.3 |
|
| R2 |
1,189.5 |
1,189.5 |
1,175.3 |
|
| R1 |
1,180.3 |
1,180.3 |
1,173.0 |
1,184.8 |
| PP |
1,166.8 |
1,166.8 |
1,166.8 |
1,169.0 |
| S1 |
1,157.5 |
1,157.5 |
1,169.0 |
1,162.3 |
| S2 |
1,144.0 |
1,144.0 |
1,166.8 |
|
| S3 |
1,121.3 |
1,134.8 |
1,164.8 |
|
| S4 |
1,098.8 |
1,112.3 |
1,158.5 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.5 |
1,352.0 |
1,213.3 |
|
| R3 |
1,302.5 |
1,275.3 |
1,192.3 |
|
| R2 |
1,225.5 |
1,225.5 |
1,185.0 |
|
| R1 |
1,198.3 |
1,198.3 |
1,178.0 |
1,212.0 |
| PP |
1,148.8 |
1,148.8 |
1,148.8 |
1,155.5 |
| S1 |
1,121.5 |
1,121.5 |
1,164.0 |
1,135.0 |
| S2 |
1,071.8 |
1,071.8 |
1,157.0 |
|
| S3 |
995.0 |
1,044.5 |
1,149.8 |
|
| S4 |
918.0 |
967.5 |
1,128.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,176.0 |
1,099.1 |
76.9 |
6.6% |
24.5 |
2.1% |
93% |
True |
False |
138,636 |
| 10 |
1,176.0 |
1,070.6 |
105.4 |
9.0% |
23.8 |
2.0% |
95% |
True |
False |
131,676 |
| 20 |
1,176.0 |
1,038.6 |
137.4 |
11.7% |
26.5 |
2.3% |
96% |
True |
False |
174,682 |
| 40 |
1,176.0 |
1,038.6 |
137.4 |
11.7% |
22.0 |
1.9% |
96% |
True |
False |
158,353 |
| 60 |
1,182.2 |
1,038.6 |
143.6 |
12.3% |
18.5 |
1.6% |
92% |
False |
False |
105,645 |
| 80 |
1,182.2 |
1,038.6 |
143.6 |
12.3% |
17.5 |
1.5% |
92% |
False |
False |
79,246 |
| 100 |
1,205.4 |
1,038.6 |
166.8 |
14.2% |
15.5 |
1.3% |
79% |
False |
False |
63,403 |
| 120 |
1,205.4 |
1,038.6 |
166.8 |
14.2% |
12.8 |
1.1% |
79% |
False |
False |
52,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,272.5 |
|
2.618 |
1,235.5 |
|
1.618 |
1,212.8 |
|
1.000 |
1,198.8 |
|
0.618 |
1,190.0 |
|
HIGH |
1,176.0 |
|
0.618 |
1,167.3 |
|
0.500 |
1,164.8 |
|
0.382 |
1,162.0 |
|
LOW |
1,153.3 |
|
0.618 |
1,139.3 |
|
1.000 |
1,130.5 |
|
1.618 |
1,116.5 |
|
2.618 |
1,093.8 |
|
4.250 |
1,056.8 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,169.0 |
1,165.3 |
| PP |
1,166.8 |
1,159.5 |
| S1 |
1,164.8 |
1,153.8 |
|