| 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 |
3,035.0 |
3,017.0 |
-18.0 |
-0.6% |
2,950.0 |
| High |
3,038.0 |
3,036.0 |
-2.0 |
-0.1% |
3,036.0 |
| Low |
2,994.0 |
2,951.0 |
-43.0 |
-1.4% |
2,891.0 |
| Close |
3,008.0 |
3,020.0 |
12.0 |
0.4% |
3,020.0 |
| Range |
44.0 |
85.0 |
41.0 |
93.2% |
145.0 |
| ATR |
64.9 |
66.3 |
1.4 |
2.2% |
0.0 |
| Volume |
571 |
15,455 |
14,884 |
2,606.7% |
175,560 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,257.3 |
3,223.7 |
3,066.8 |
|
| R3 |
3,172.3 |
3,138.7 |
3,043.4 |
|
| R2 |
3,087.3 |
3,087.3 |
3,035.6 |
|
| R1 |
3,053.7 |
3,053.7 |
3,027.8 |
3,070.5 |
| PP |
3,002.3 |
3,002.3 |
3,002.3 |
3,010.8 |
| S1 |
2,968.7 |
2,968.7 |
3,012.2 |
2,985.5 |
| S2 |
2,917.3 |
2,917.3 |
3,004.4 |
|
| S3 |
2,832.3 |
2,883.7 |
2,996.6 |
|
| S4 |
2,747.3 |
2,798.7 |
2,973.3 |
|
|
| 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 |
2,951.0 |
103.0 |
3.4% |
54.4 |
1.8% |
67% |
False |
True |
3,314 |
| 10 |
3,054.0 |
2,852.0 |
202.0 |
6.7% |
64.7 |
2.1% |
83% |
False |
False |
19,512 |
| 20 |
3,168.0 |
2,768.0 |
400.0 |
13.2% |
71.8 |
2.4% |
63% |
False |
False |
12,882 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
55.4 |
1.8% |
49% |
False |
False |
7,445 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
47.1 |
1.6% |
49% |
False |
False |
5,143 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
42.8 |
1.4% |
49% |
False |
False |
3,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,397.3 |
|
2.618 |
3,258.5 |
|
1.618 |
3,173.5 |
|
1.000 |
3,121.0 |
|
0.618 |
3,088.5 |
|
HIGH |
3,036.0 |
|
0.618 |
3,003.5 |
|
0.500 |
2,993.5 |
|
0.382 |
2,983.5 |
|
LOW |
2,951.0 |
|
0.618 |
2,898.5 |
|
1.000 |
2,866.0 |
|
1.618 |
2,813.5 |
|
2.618 |
2,728.5 |
|
4.250 |
2,589.8 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,011.2 |
3,011.5 |
| PP |
3,002.3 |
3,003.0 |
| S1 |
2,993.5 |
2,994.5 |
|