| 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 |
3,017.0 |
3,081.0 |
64.0 |
2.1% |
3,041.0 |
| High |
3,036.0 |
3,106.0 |
70.0 |
2.3% |
3,106.0 |
| Low |
2,951.0 |
3,056.0 |
105.0 |
3.6% |
2,951.0 |
| Close |
3,020.0 |
3,097.0 |
77.0 |
2.5% |
3,097.0 |
| Range |
85.0 |
50.0 |
-35.0 |
-41.2% |
155.0 |
| ATR |
66.3 |
67.7 |
1.4 |
2.1% |
0.0 |
| Volume |
15,455 |
1,287 |
-14,168 |
-91.7% |
17,765 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.3 |
3,216.7 |
3,124.5 |
|
| R3 |
3,186.3 |
3,166.7 |
3,110.8 |
|
| R2 |
3,136.3 |
3,136.3 |
3,106.2 |
|
| R1 |
3,116.7 |
3,116.7 |
3,101.6 |
3,126.5 |
| PP |
3,086.3 |
3,086.3 |
3,086.3 |
3,091.3 |
| S1 |
3,066.7 |
3,066.7 |
3,092.4 |
3,076.5 |
| S2 |
3,036.3 |
3,036.3 |
3,087.8 |
|
| S3 |
2,986.3 |
3,016.7 |
3,083.3 |
|
| S4 |
2,936.3 |
2,966.7 |
3,069.5 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,516.3 |
3,461.7 |
3,182.3 |
|
| R3 |
3,361.3 |
3,306.7 |
3,139.6 |
|
| R2 |
3,206.3 |
3,206.3 |
3,125.4 |
|
| R1 |
3,151.7 |
3,151.7 |
3,111.2 |
3,179.0 |
| PP |
3,051.3 |
3,051.3 |
3,051.3 |
3,065.0 |
| S1 |
2,996.7 |
2,996.7 |
3,082.8 |
3,024.0 |
| S2 |
2,896.3 |
2,896.3 |
3,068.6 |
|
| S3 |
2,741.3 |
2,841.7 |
3,054.4 |
|
| S4 |
2,586.3 |
2,686.7 |
3,011.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,106.0 |
2,951.0 |
155.0 |
5.0% |
59.8 |
1.9% |
94% |
True |
False |
3,553 |
| 10 |
3,106.0 |
2,891.0 |
215.0 |
6.9% |
60.0 |
1.9% |
96% |
True |
False |
19,332 |
| 20 |
3,168.0 |
2,768.0 |
400.0 |
12.9% |
72.6 |
2.3% |
82% |
False |
False |
12,937 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
56.0 |
1.8% |
64% |
False |
False |
7,450 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
47.1 |
1.5% |
64% |
False |
False |
5,162 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
43.1 |
1.4% |
64% |
False |
False |
3,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,318.5 |
|
2.618 |
3,236.9 |
|
1.618 |
3,186.9 |
|
1.000 |
3,156.0 |
|
0.618 |
3,136.9 |
|
HIGH |
3,106.0 |
|
0.618 |
3,086.9 |
|
0.500 |
3,081.0 |
|
0.382 |
3,075.1 |
|
LOW |
3,056.0 |
|
0.618 |
3,025.1 |
|
1.000 |
3,006.0 |
|
1.618 |
2,975.1 |
|
2.618 |
2,925.1 |
|
4.250 |
2,843.5 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,091.7 |
3,074.2 |
| PP |
3,086.3 |
3,051.3 |
| S1 |
3,081.0 |
3,028.5 |
|