| 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 |
6,406.0 |
6,431.0 |
25.0 |
0.4% |
6,300.0 |
| High |
6,454.0 |
6,472.0 |
18.0 |
0.3% |
6,409.0 |
| Low |
6,396.5 |
6,355.5 |
-41.0 |
-0.6% |
6,198.5 |
| Close |
6,426.0 |
6,433.0 |
7.0 |
0.1% |
6,365.0 |
| Range |
57.5 |
116.5 |
59.0 |
102.6% |
210.5 |
| ATR |
106.3 |
107.0 |
0.7 |
0.7% |
0.0 |
| Volume |
109,939 |
127,888 |
17,949 |
16.3% |
591,079 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,769.5 |
6,718.0 |
6,497.0 |
|
| R3 |
6,653.0 |
6,601.5 |
6,465.0 |
|
| R2 |
6,536.5 |
6,536.5 |
6,454.5 |
|
| R1 |
6,485.0 |
6,485.0 |
6,443.5 |
6,511.0 |
| PP |
6,420.0 |
6,420.0 |
6,420.0 |
6,433.0 |
| S1 |
6,368.5 |
6,368.5 |
6,422.5 |
6,394.0 |
| S2 |
6,303.5 |
6,303.5 |
6,411.5 |
|
| S3 |
6,187.0 |
6,252.0 |
6,401.0 |
|
| S4 |
6,070.5 |
6,135.5 |
6,369.0 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,955.5 |
6,871.0 |
6,481.0 |
|
| R3 |
6,745.0 |
6,660.5 |
6,423.0 |
|
| R2 |
6,534.5 |
6,534.5 |
6,403.5 |
|
| R1 |
6,450.0 |
6,450.0 |
6,384.5 |
6,492.0 |
| PP |
6,324.0 |
6,324.0 |
6,324.0 |
6,345.5 |
| S1 |
6,239.5 |
6,239.5 |
6,345.5 |
6,282.0 |
| S2 |
6,113.5 |
6,113.5 |
6,326.5 |
|
| S3 |
5,903.0 |
6,029.0 |
6,307.0 |
|
| S4 |
5,692.5 |
5,818.5 |
6,249.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,472.0 |
6,313.0 |
159.0 |
2.5% |
79.5 |
1.2% |
75% |
True |
False |
101,197 |
| 10 |
6,472.0 |
6,146.0 |
326.0 |
5.1% |
102.5 |
1.6% |
88% |
True |
False |
111,896 |
| 20 |
6,561.0 |
6,042.5 |
518.5 |
8.1% |
119.0 |
1.9% |
75% |
False |
False |
143,335 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
96.5 |
1.5% |
47% |
False |
False |
121,901 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
76.0 |
1.2% |
47% |
False |
False |
81,827 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
63.5 |
1.0% |
47% |
False |
False |
61,380 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
52.0 |
0.8% |
47% |
False |
False |
49,116 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
43.5 |
0.7% |
47% |
False |
False |
40,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,967.0 |
|
2.618 |
6,777.0 |
|
1.618 |
6,660.5 |
|
1.000 |
6,588.5 |
|
0.618 |
6,544.0 |
|
HIGH |
6,472.0 |
|
0.618 |
6,427.5 |
|
0.500 |
6,414.0 |
|
0.382 |
6,400.0 |
|
LOW |
6,355.5 |
|
0.618 |
6,283.5 |
|
1.000 |
6,239.0 |
|
1.618 |
6,167.0 |
|
2.618 |
6,050.5 |
|
4.250 |
5,860.5 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,426.5 |
6,426.5 |
| PP |
6,420.0 |
6,420.0 |
| S1 |
6,414.0 |
6,413.5 |
|