| 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 |
1,227.5 |
1,230.2 |
2.7 |
0.2% |
1,237.0 |
| High |
1,234.8 |
1,231.1 |
-3.7 |
-0.3% |
1,255.2 |
| Low |
1,224.4 |
1,210.0 |
-14.4 |
-1.2% |
1,228.2 |
| Close |
1,230.9 |
1,226.4 |
-4.5 |
-0.4% |
1,233.3 |
| Range |
10.4 |
21.1 |
10.7 |
102.9% |
27.0 |
| ATR |
12.1 |
12.7 |
0.6 |
5.4% |
0.0 |
| Volume |
1,790 |
1,463 |
-327 |
-18.3% |
7,663 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.8 |
1,277.2 |
1,238.0 |
|
| R3 |
1,264.7 |
1,256.1 |
1,232.2 |
|
| R2 |
1,243.6 |
1,243.6 |
1,230.3 |
|
| R1 |
1,235.0 |
1,235.0 |
1,228.3 |
1,228.8 |
| PP |
1,222.5 |
1,222.5 |
1,222.5 |
1,219.4 |
| S1 |
1,213.9 |
1,213.9 |
1,224.5 |
1,207.7 |
| S2 |
1,201.4 |
1,201.4 |
1,222.5 |
|
| S3 |
1,180.3 |
1,192.8 |
1,220.6 |
|
| S4 |
1,159.2 |
1,171.7 |
1,214.8 |
|
|
| 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 |
1,244.6 |
1,210.0 |
34.6 |
2.8% |
11.8 |
1.0% |
47% |
False |
True |
1,719 |
| 10 |
1,255.2 |
1,210.0 |
45.2 |
3.7% |
9.8 |
0.8% |
36% |
False |
True |
1,744 |
| 20 |
1,255.2 |
1,185.8 |
69.4 |
5.7% |
12.0 |
1.0% |
59% |
False |
False |
1,557 |
| 40 |
1,274.3 |
1,185.8 |
88.5 |
7.2% |
11.7 |
1.0% |
46% |
False |
False |
1,647 |
| 60 |
1,321.1 |
1,185.8 |
135.3 |
11.0% |
10.3 |
0.8% |
30% |
False |
False |
1,293 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
13.2% |
9.7 |
0.8% |
25% |
False |
False |
1,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,320.8 |
|
2.618 |
1,286.3 |
|
1.618 |
1,265.2 |
|
1.000 |
1,252.2 |
|
0.618 |
1,244.1 |
|
HIGH |
1,231.1 |
|
0.618 |
1,223.0 |
|
0.500 |
1,220.6 |
|
0.382 |
1,218.1 |
|
LOW |
1,210.0 |
|
0.618 |
1,197.0 |
|
1.000 |
1,188.9 |
|
1.618 |
1,175.9 |
|
2.618 |
1,154.8 |
|
4.250 |
1,120.3 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,224.5 |
1,225.1 |
| PP |
1,222.5 |
1,223.7 |
| S1 |
1,220.6 |
1,222.4 |
|