| 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 |
1,950.50 |
1,967.50 |
17.00 |
0.9% |
1,877.25 |
| High |
1,972.50 |
1,977.50 |
5.00 |
0.3% |
1,953.00 |
| Low |
1,949.25 |
1,954.75 |
5.50 |
0.3% |
1,865.00 |
| Close |
1,972.25 |
1,964.50 |
-7.75 |
-0.4% |
1,951.75 |
| Range |
23.25 |
22.75 |
-0.50 |
-2.2% |
88.00 |
| ATR |
31.12 |
30.52 |
-0.60 |
-1.9% |
0.00 |
| Volume |
7,048 |
5,771 |
-1,277 |
-18.1% |
25,026 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,033.75 |
2,022.00 |
1,977.00 |
|
| R3 |
2,011.00 |
1,999.25 |
1,970.75 |
|
| R2 |
1,988.25 |
1,988.25 |
1,968.75 |
|
| R1 |
1,976.50 |
1,976.50 |
1,966.50 |
1,971.00 |
| PP |
1,965.50 |
1,965.50 |
1,965.50 |
1,963.00 |
| S1 |
1,953.75 |
1,953.75 |
1,962.50 |
1,948.25 |
| S2 |
1,942.75 |
1,942.75 |
1,960.25 |
|
| S3 |
1,920.00 |
1,931.00 |
1,958.25 |
|
| S4 |
1,897.25 |
1,908.25 |
1,952.00 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,187.25 |
2,157.50 |
2,000.25 |
|
| R3 |
2,099.25 |
2,069.50 |
1,976.00 |
|
| R2 |
2,011.25 |
2,011.25 |
1,968.00 |
|
| R1 |
1,981.50 |
1,981.50 |
1,959.75 |
1,996.50 |
| PP |
1,923.25 |
1,923.25 |
1,923.25 |
1,930.75 |
| S1 |
1,893.50 |
1,893.50 |
1,943.75 |
1,908.50 |
| S2 |
1,835.25 |
1,835.25 |
1,935.50 |
|
| S3 |
1,747.25 |
1,805.50 |
1,927.50 |
|
| S4 |
1,659.25 |
1,717.50 |
1,903.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,977.50 |
1,914.75 |
62.75 |
3.2% |
25.75 |
1.3% |
79% |
True |
False |
5,260 |
| 10 |
1,977.50 |
1,808.25 |
169.25 |
8.6% |
33.00 |
1.7% |
92% |
True |
False |
5,664 |
| 20 |
1,977.50 |
1,805.00 |
172.50 |
8.8% |
35.50 |
1.8% |
92% |
True |
False |
4,805 |
| 40 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
27.00 |
1.4% |
79% |
False |
False |
2,829 |
| 60 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
22.25 |
1.1% |
79% |
False |
False |
1,904 |
| 80 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
20.25 |
1.0% |
79% |
False |
False |
1,439 |
| 100 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
17.75 |
0.9% |
79% |
False |
False |
1,156 |
| 120 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
15.75 |
0.8% |
79% |
False |
False |
964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,074.25 |
|
2.618 |
2,037.00 |
|
1.618 |
2,014.25 |
|
1.000 |
2,000.25 |
|
0.618 |
1,991.50 |
|
HIGH |
1,977.50 |
|
0.618 |
1,968.75 |
|
0.500 |
1,966.00 |
|
0.382 |
1,963.50 |
|
LOW |
1,954.75 |
|
0.618 |
1,940.75 |
|
1.000 |
1,932.00 |
|
1.618 |
1,918.00 |
|
2.618 |
1,895.25 |
|
4.250 |
1,858.00 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,966.00 |
1,962.00 |
| PP |
1,965.50 |
1,959.50 |
| S1 |
1,965.00 |
1,957.00 |
|