| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,007.0 |
3,035.0 |
28.0 |
0.9% |
2,950.0 |
| High |
3,031.0 |
3,038.0 |
7.0 |
0.2% |
3,036.0 |
| Low |
3,000.0 |
2,994.0 |
-6.0 |
-0.2% |
2,891.0 |
| Close |
3,026.0 |
3,008.0 |
-18.0 |
-0.6% |
3,020.0 |
| Range |
31.0 |
44.0 |
13.0 |
41.9% |
145.0 |
| ATR |
66.5 |
64.9 |
-1.6 |
-2.4% |
0.0 |
| Volume |
212 |
571 |
359 |
169.3% |
175,560 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,145.3 |
3,120.7 |
3,032.2 |
|
| R3 |
3,101.3 |
3,076.7 |
3,020.1 |
|
| R2 |
3,057.3 |
3,057.3 |
3,016.1 |
|
| R1 |
3,032.7 |
3,032.7 |
3,012.0 |
3,023.0 |
| PP |
3,013.3 |
3,013.3 |
3,013.3 |
3,008.5 |
| S1 |
2,988.7 |
2,988.7 |
3,004.0 |
2,979.0 |
| S2 |
2,969.3 |
2,969.3 |
2,999.9 |
|
| S3 |
2,925.3 |
2,944.7 |
2,995.9 |
|
| S4 |
2,881.3 |
2,900.7 |
2,983.8 |
|
|
| 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 |
2,961.0 |
93.0 |
3.1% |
52.4 |
1.7% |
51% |
False |
False |
2,923 |
| 10 |
3,054.0 |
2,768.0 |
286.0 |
9.5% |
70.4 |
2.3% |
84% |
False |
False |
22,689 |
| 20 |
3,177.0 |
2,768.0 |
409.0 |
13.6% |
72.3 |
2.4% |
59% |
False |
False |
12,135 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.2% |
55.1 |
1.8% |
46% |
False |
False |
7,069 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.2% |
46.7 |
1.6% |
46% |
False |
False |
4,887 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.2% |
42.3 |
1.4% |
46% |
False |
False |
3,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,225.0 |
|
2.618 |
3,153.2 |
|
1.618 |
3,109.2 |
|
1.000 |
3,082.0 |
|
0.618 |
3,065.2 |
|
HIGH |
3,038.0 |
|
0.618 |
3,021.2 |
|
0.500 |
3,016.0 |
|
0.382 |
3,010.8 |
|
LOW |
2,994.0 |
|
0.618 |
2,966.8 |
|
1.000 |
2,950.0 |
|
1.618 |
2,922.8 |
|
2.618 |
2,878.8 |
|
4.250 |
2,807.0 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,016.0 |
3,009.5 |
| PP |
3,013.3 |
3,009.0 |
| S1 |
3,010.7 |
3,008.5 |
|