| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,016.0 |
3,041.0 |
25.0 |
0.8% |
2,950.0 |
| High |
3,027.0 |
3,054.0 |
27.0 |
0.9% |
3,036.0 |
| Low |
3,004.0 |
2,965.0 |
-39.0 |
-1.3% |
2,891.0 |
| Close |
3,020.0 |
2,986.0 |
-34.0 |
-1.1% |
3,020.0 |
| Range |
23.0 |
89.0 |
66.0 |
287.0% |
145.0 |
| ATR |
66.6 |
68.2 |
1.6 |
2.4% |
0.0 |
| Volume |
94 |
240 |
146 |
155.3% |
175,560 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,268.7 |
3,216.3 |
3,035.0 |
|
| R3 |
3,179.7 |
3,127.3 |
3,010.5 |
|
| R2 |
3,090.7 |
3,090.7 |
3,002.3 |
|
| R1 |
3,038.3 |
3,038.3 |
2,994.2 |
3,020.0 |
| PP |
3,001.7 |
3,001.7 |
3,001.7 |
2,992.5 |
| S1 |
2,949.3 |
2,949.3 |
2,977.8 |
2,931.0 |
| S2 |
2,912.7 |
2,912.7 |
2,969.7 |
|
| S3 |
2,823.7 |
2,860.3 |
2,961.5 |
|
| S4 |
2,734.7 |
2,771.3 |
2,937.1 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,417.3 |
3,363.7 |
3,099.8 |
|
| R3 |
3,272.3 |
3,218.7 |
3,059.9 |
|
| R2 |
3,127.3 |
3,127.3 |
3,046.6 |
|
| R1 |
3,073.7 |
3,073.7 |
3,033.3 |
3,100.5 |
| PP |
2,982.3 |
2,982.3 |
2,982.3 |
2,995.8 |
| S1 |
2,928.7 |
2,928.7 |
3,006.7 |
2,955.5 |
| S2 |
2,837.3 |
2,837.3 |
2,993.4 |
|
| S3 |
2,692.3 |
2,783.7 |
2,980.1 |
|
| S4 |
2,547.3 |
2,638.7 |
2,940.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,054.0 |
2,891.0 |
163.0 |
5.5% |
66.2 |
2.2% |
58% |
True |
False |
35,109 |
| 10 |
3,054.0 |
2,768.0 |
286.0 |
9.6% |
84.3 |
2.8% |
76% |
True |
False |
23,355 |
| 20 |
3,220.0 |
2,768.0 |
452.0 |
15.1% |
73.9 |
2.5% |
48% |
False |
False |
12,129 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.3% |
54.8 |
1.8% |
42% |
False |
False |
7,053 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.3% |
46.9 |
1.6% |
42% |
False |
False |
4,876 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.3% |
42.1 |
1.4% |
42% |
False |
False |
3,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,432.3 |
|
2.618 |
3,287.0 |
|
1.618 |
3,198.0 |
|
1.000 |
3,143.0 |
|
0.618 |
3,109.0 |
|
HIGH |
3,054.0 |
|
0.618 |
3,020.0 |
|
0.500 |
3,009.5 |
|
0.382 |
2,999.0 |
|
LOW |
2,965.0 |
|
0.618 |
2,910.0 |
|
1.000 |
2,876.0 |
|
1.618 |
2,821.0 |
|
2.618 |
2,732.0 |
|
4.250 |
2,586.8 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,009.5 |
3,007.5 |
| PP |
3,001.7 |
3,000.3 |
| S1 |
2,993.8 |
2,993.2 |
|