| 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 |
1,963.00 |
1,979.50 |
16.50 |
0.8% |
1,953.00 |
| High |
1,986.25 |
2,008.25 |
22.00 |
1.1% |
2,008.25 |
| Low |
1,952.00 |
1,979.50 |
27.50 |
1.4% |
1,936.75 |
| Close |
1,980.75 |
2,003.75 |
23.00 |
1.2% |
2,003.75 |
| Range |
34.25 |
28.75 |
-5.50 |
-16.1% |
71.50 |
| ATR |
30.79 |
30.64 |
-0.15 |
-0.5% |
0.00 |
| Volume |
6,320 |
6,145 |
-175 |
-2.8% |
28,686 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,083.50 |
2,072.25 |
2,019.50 |
|
| R3 |
2,054.75 |
2,043.50 |
2,011.75 |
|
| R2 |
2,026.00 |
2,026.00 |
2,009.00 |
|
| R1 |
2,014.75 |
2,014.75 |
2,006.50 |
2,020.50 |
| PP |
1,997.25 |
1,997.25 |
1,997.25 |
2,000.00 |
| S1 |
1,986.00 |
1,986.00 |
2,001.00 |
1,991.50 |
| S2 |
1,968.50 |
1,968.50 |
1,998.50 |
|
| S3 |
1,939.75 |
1,957.25 |
1,995.75 |
|
| S4 |
1,911.00 |
1,928.50 |
1,988.00 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.50 |
2,172.00 |
2,043.00 |
|
| R3 |
2,126.00 |
2,100.50 |
2,023.50 |
|
| R2 |
2,054.50 |
2,054.50 |
2,016.75 |
|
| R1 |
2,029.00 |
2,029.00 |
2,010.25 |
2,041.75 |
| PP |
1,983.00 |
1,983.00 |
1,983.00 |
1,989.25 |
| S1 |
1,957.50 |
1,957.50 |
1,997.25 |
1,970.25 |
| S2 |
1,911.50 |
1,911.50 |
1,990.75 |
|
| S3 |
1,840.00 |
1,886.00 |
1,984.00 |
|
| S4 |
1,768.50 |
1,814.50 |
1,964.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,008.25 |
1,936.75 |
71.50 |
3.6% |
26.00 |
1.3% |
94% |
True |
False |
5,737 |
| 10 |
2,008.25 |
1,865.00 |
143.25 |
7.1% |
29.75 |
1.5% |
97% |
True |
False |
5,371 |
| 20 |
2,008.25 |
1,805.00 |
203.25 |
10.1% |
36.00 |
1.8% |
98% |
True |
False |
5,041 |
| 40 |
2,008.25 |
1,805.00 |
203.25 |
10.1% |
27.75 |
1.4% |
98% |
True |
False |
3,134 |
| 60 |
2,008.25 |
1,805.00 |
203.25 |
10.1% |
22.75 |
1.1% |
98% |
True |
False |
2,111 |
| 80 |
2,008.25 |
1,805.00 |
203.25 |
10.1% |
20.75 |
1.0% |
98% |
True |
False |
1,594 |
| 100 |
2,008.25 |
1,805.00 |
203.25 |
10.1% |
18.50 |
0.9% |
98% |
True |
False |
1,281 |
| 120 |
2,008.25 |
1,805.00 |
203.25 |
10.1% |
16.25 |
0.8% |
98% |
True |
False |
1,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.50 |
|
2.618 |
2,083.50 |
|
1.618 |
2,054.75 |
|
1.000 |
2,037.00 |
|
0.618 |
2,026.00 |
|
HIGH |
2,008.25 |
|
0.618 |
1,997.25 |
|
0.500 |
1,994.00 |
|
0.382 |
1,990.50 |
|
LOW |
1,979.50 |
|
0.618 |
1,961.75 |
|
1.000 |
1,950.75 |
|
1.618 |
1,933.00 |
|
2.618 |
1,904.25 |
|
4.250 |
1,857.25 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,000.50 |
1,996.00 |
| PP |
1,997.25 |
1,988.00 |
| S1 |
1,994.00 |
1,980.00 |
|