| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,230.2 |
1,217.7 |
-12.5 |
-1.0% |
1,237.0 |
| High |
1,231.1 |
1,217.7 |
-13.4 |
-1.1% |
1,255.2 |
| Low |
1,210.0 |
1,197.7 |
-12.3 |
-1.0% |
1,228.2 |
| Close |
1,226.4 |
1,200.1 |
-26.3 |
-2.1% |
1,233.3 |
| Range |
21.1 |
20.0 |
-1.1 |
-5.2% |
27.0 |
| ATR |
12.7 |
13.8 |
1.1 |
9.0% |
0.0 |
| Volume |
1,463 |
1,981 |
518 |
35.4% |
7,663 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.2 |
1,252.6 |
1,211.1 |
|
| R3 |
1,245.2 |
1,232.6 |
1,205.6 |
|
| R2 |
1,225.2 |
1,225.2 |
1,203.8 |
|
| R1 |
1,212.6 |
1,212.6 |
1,201.9 |
1,208.9 |
| PP |
1,205.2 |
1,205.2 |
1,205.2 |
1,203.3 |
| S1 |
1,192.6 |
1,192.6 |
1,198.3 |
1,188.9 |
| S2 |
1,185.2 |
1,185.2 |
1,196.4 |
|
| S3 |
1,165.2 |
1,172.6 |
1,194.6 |
|
| S4 |
1,145.2 |
1,152.6 |
1,189.1 |
|
|
| 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 |
1,235.7 |
1,197.7 |
38.0 |
3.2% |
12.5 |
1.0% |
6% |
False |
True |
1,840 |
| 10 |
1,255.2 |
1,197.7 |
57.5 |
4.8% |
11.1 |
0.9% |
4% |
False |
True |
1,620 |
| 20 |
1,255.2 |
1,185.8 |
69.4 |
5.8% |
12.5 |
1.0% |
21% |
False |
False |
1,609 |
| 40 |
1,273.5 |
1,185.8 |
87.7 |
7.3% |
11.9 |
1.0% |
16% |
False |
False |
1,630 |
| 60 |
1,321.1 |
1,185.8 |
135.3 |
11.3% |
10.6 |
0.9% |
11% |
False |
False |
1,324 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
13.4% |
9.9 |
0.8% |
9% |
False |
False |
1,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.7 |
|
2.618 |
1,270.1 |
|
1.618 |
1,250.1 |
|
1.000 |
1,237.7 |
|
0.618 |
1,230.1 |
|
HIGH |
1,217.7 |
|
0.618 |
1,210.1 |
|
0.500 |
1,207.7 |
|
0.382 |
1,205.3 |
|
LOW |
1,197.7 |
|
0.618 |
1,185.3 |
|
1.000 |
1,177.7 |
|
1.618 |
1,165.3 |
|
2.618 |
1,145.3 |
|
4.250 |
1,112.7 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,207.7 |
1,216.3 |
| PP |
1,205.2 |
1,210.9 |
| S1 |
1,202.6 |
1,205.5 |
|