| 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 |
6,431.0 |
6,459.5 |
28.5 |
0.4% |
6,390.5 |
| High |
6,472.0 |
6,539.0 |
67.0 |
1.0% |
6,539.0 |
| Low |
6,355.5 |
6,453.5 |
98.0 |
1.5% |
6,313.0 |
| Close |
6,433.0 |
6,505.5 |
72.5 |
1.1% |
6,505.5 |
| Range |
116.5 |
85.5 |
-31.0 |
-26.6% |
226.0 |
| ATR |
107.0 |
106.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
127,888 |
109,939 |
-17,949 |
-14.0% |
519,197 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,756.0 |
6,716.0 |
6,552.5 |
|
| R3 |
6,670.5 |
6,630.5 |
6,529.0 |
|
| R2 |
6,585.0 |
6,585.0 |
6,521.0 |
|
| R1 |
6,545.0 |
6,545.0 |
6,513.5 |
6,565.0 |
| PP |
6,499.5 |
6,499.5 |
6,499.5 |
6,509.0 |
| S1 |
6,459.5 |
6,459.5 |
6,497.5 |
6,479.5 |
| S2 |
6,414.0 |
6,414.0 |
6,490.0 |
|
| S3 |
6,328.5 |
6,374.0 |
6,482.0 |
|
| S4 |
6,243.0 |
6,288.5 |
6,458.5 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,130.5 |
7,044.0 |
6,630.0 |
|
| R3 |
6,904.5 |
6,818.0 |
6,567.5 |
|
| R2 |
6,678.5 |
6,678.5 |
6,547.0 |
|
| R1 |
6,592.0 |
6,592.0 |
6,526.0 |
6,635.0 |
| PP |
6,452.5 |
6,452.5 |
6,452.5 |
6,474.0 |
| S1 |
6,366.0 |
6,366.0 |
6,485.0 |
6,409.0 |
| S2 |
6,226.5 |
6,226.5 |
6,464.0 |
|
| S3 |
6,000.5 |
6,140.0 |
6,443.5 |
|
| S4 |
5,774.5 |
5,914.0 |
6,381.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,539.0 |
6,313.0 |
226.0 |
3.5% |
87.5 |
1.3% |
85% |
True |
False |
103,839 |
| 10 |
6,539.0 |
6,198.5 |
340.5 |
5.2% |
96.5 |
1.5% |
90% |
True |
False |
111,027 |
| 20 |
6,561.0 |
6,042.5 |
518.5 |
8.0% |
119.5 |
1.8% |
89% |
False |
False |
143,205 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
97.5 |
1.5% |
56% |
False |
False |
124,506 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
76.5 |
1.2% |
56% |
False |
False |
83,659 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
64.0 |
1.0% |
56% |
False |
False |
62,754 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
53.0 |
0.8% |
56% |
False |
False |
50,215 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
44.5 |
0.7% |
56% |
False |
False |
41,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,902.5 |
|
2.618 |
6,763.0 |
|
1.618 |
6,677.5 |
|
1.000 |
6,624.5 |
|
0.618 |
6,592.0 |
|
HIGH |
6,539.0 |
|
0.618 |
6,506.5 |
|
0.500 |
6,496.0 |
|
0.382 |
6,486.0 |
|
LOW |
6,453.5 |
|
0.618 |
6,400.5 |
|
1.000 |
6,368.0 |
|
1.618 |
6,315.0 |
|
2.618 |
6,229.5 |
|
4.250 |
6,090.0 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,502.5 |
6,486.0 |
| PP |
6,499.5 |
6,466.5 |
| S1 |
6,496.0 |
6,447.0 |
|