| 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 |
3,041.0 |
3,007.0 |
-34.0 |
-1.1% |
2,950.0 |
| High |
3,054.0 |
3,031.0 |
-23.0 |
-0.8% |
3,036.0 |
| Low |
2,965.0 |
3,000.0 |
35.0 |
1.2% |
2,891.0 |
| Close |
2,986.0 |
3,026.0 |
40.0 |
1.3% |
3,020.0 |
| Range |
89.0 |
31.0 |
-58.0 |
-65.2% |
145.0 |
| ATR |
68.2 |
66.5 |
-1.7 |
-2.4% |
0.0 |
| Volume |
240 |
212 |
-28 |
-11.7% |
175,560 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.0 |
3,100.0 |
3,043.1 |
|
| R3 |
3,081.0 |
3,069.0 |
3,034.5 |
|
| R2 |
3,050.0 |
3,050.0 |
3,031.7 |
|
| R1 |
3,038.0 |
3,038.0 |
3,028.8 |
3,044.0 |
| PP |
3,019.0 |
3,019.0 |
3,019.0 |
3,022.0 |
| S1 |
3,007.0 |
3,007.0 |
3,023.2 |
3,013.0 |
| S2 |
2,988.0 |
2,988.0 |
3,020.3 |
|
| S3 |
2,957.0 |
2,976.0 |
3,017.5 |
|
| S4 |
2,926.0 |
2,945.0 |
3,009.0 |
|
|
| 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 |
2,959.0 |
95.0 |
3.1% |
52.2 |
1.7% |
71% |
False |
False |
25,090 |
| 10 |
3,054.0 |
2,768.0 |
286.0 |
9.5% |
81.1 |
2.7% |
90% |
False |
False |
23,197 |
| 20 |
3,220.0 |
2,768.0 |
452.0 |
14.9% |
73.2 |
2.4% |
57% |
False |
False |
12,117 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
55.1 |
1.8% |
50% |
False |
False |
7,055 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
46.5 |
1.5% |
50% |
False |
False |
4,879 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
41.9 |
1.4% |
50% |
False |
False |
3,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,162.8 |
|
2.618 |
3,112.2 |
|
1.618 |
3,081.2 |
|
1.000 |
3,062.0 |
|
0.618 |
3,050.2 |
|
HIGH |
3,031.0 |
|
0.618 |
3,019.2 |
|
0.500 |
3,015.5 |
|
0.382 |
3,011.8 |
|
LOW |
3,000.0 |
|
0.618 |
2,980.8 |
|
1.000 |
2,969.0 |
|
1.618 |
2,949.8 |
|
2.618 |
2,918.8 |
|
4.250 |
2,868.3 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,022.5 |
3,020.5 |
| PP |
3,019.0 |
3,015.0 |
| S1 |
3,015.5 |
3,009.5 |
|