| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,235.1 |
1,230.6 |
-4.5 |
-0.4% |
1,237.0 |
| High |
1,235.7 |
1,232.9 |
-2.8 |
-0.2% |
1,255.2 |
| Low |
1,231.1 |
1,226.6 |
-4.5 |
-0.4% |
1,228.2 |
| Close |
1,233.3 |
1,230.7 |
-2.6 |
-0.2% |
1,233.3 |
| Range |
4.6 |
6.3 |
1.7 |
37.0% |
27.0 |
| ATR |
12.6 |
12.2 |
-0.4 |
-3.3% |
0.0 |
| Volume |
1,437 |
2,533 |
1,096 |
76.3% |
7,663 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.0 |
1,246.1 |
1,234.2 |
|
| R3 |
1,242.7 |
1,239.8 |
1,232.4 |
|
| R2 |
1,236.4 |
1,236.4 |
1,231.9 |
|
| R1 |
1,233.5 |
1,233.5 |
1,231.3 |
1,235.0 |
| PP |
1,230.1 |
1,230.1 |
1,230.1 |
1,230.8 |
| S1 |
1,227.2 |
1,227.2 |
1,230.1 |
1,228.7 |
| S2 |
1,223.8 |
1,223.8 |
1,229.5 |
|
| S3 |
1,217.5 |
1,220.9 |
1,229.0 |
|
| S4 |
1,211.2 |
1,214.6 |
1,227.2 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.9 |
1,303.6 |
1,248.2 |
|
| R3 |
1,292.9 |
1,276.6 |
1,240.7 |
|
| R2 |
1,265.9 |
1,265.9 |
1,238.3 |
|
| R1 |
1,249.6 |
1,249.6 |
1,235.8 |
1,244.3 |
| PP |
1,238.9 |
1,238.9 |
1,238.9 |
1,236.2 |
| S1 |
1,222.6 |
1,222.6 |
1,230.8 |
1,217.3 |
| S2 |
1,211.9 |
1,211.9 |
1,228.4 |
|
| S3 |
1,184.9 |
1,195.6 |
1,225.9 |
|
| S4 |
1,157.9 |
1,168.6 |
1,218.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,255.2 |
1,226.6 |
28.6 |
2.3% |
8.3 |
0.7% |
14% |
False |
True |
1,791 |
| 10 |
1,255.2 |
1,224.2 |
31.0 |
2.5% |
9.7 |
0.8% |
21% |
False |
False |
1,594 |
| 20 |
1,255.2 |
1,185.8 |
69.4 |
5.6% |
11.7 |
0.9% |
65% |
False |
False |
1,574 |
| 40 |
1,289.0 |
1,185.8 |
103.2 |
8.4% |
11.7 |
0.9% |
44% |
False |
False |
1,599 |
| 60 |
1,321.1 |
1,185.8 |
135.3 |
11.0% |
10.0 |
0.8% |
33% |
False |
False |
1,251 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
13.1% |
9.3 |
0.8% |
28% |
False |
False |
1,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,259.7 |
|
2.618 |
1,249.4 |
|
1.618 |
1,243.1 |
|
1.000 |
1,239.2 |
|
0.618 |
1,236.8 |
|
HIGH |
1,232.9 |
|
0.618 |
1,230.5 |
|
0.500 |
1,229.8 |
|
0.382 |
1,229.0 |
|
LOW |
1,226.6 |
|
0.618 |
1,222.7 |
|
1.000 |
1,220.3 |
|
1.618 |
1,216.4 |
|
2.618 |
1,210.1 |
|
4.250 |
1,199.8 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,230.4 |
1,235.6 |
| PP |
1,230.1 |
1,234.0 |
| S1 |
1,229.8 |
1,232.3 |
|