| 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 |
1,233.5 |
1,230.6 |
-2.9 |
-0.2% |
1,239.1 |
| High |
1,234.7 |
1,232.1 |
-2.6 |
-0.2% |
1,255.6 |
| Low |
1,228.7 |
1,225.2 |
-3.5 |
-0.3% |
1,226.3 |
| Close |
1,231.8 |
1,229.3 |
-2.5 |
-0.2% |
1,231.8 |
| Range |
6.0 |
6.9 |
0.9 |
15.0% |
29.3 |
| ATR |
14.8 |
14.2 |
-0.6 |
-3.8% |
0.0 |
| Volume |
93,371 |
86,313 |
-7,058 |
-7.6% |
594,191 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.6 |
1,246.3 |
1,233.1 |
|
| R3 |
1,242.7 |
1,239.4 |
1,231.2 |
|
| R2 |
1,235.8 |
1,235.8 |
1,230.6 |
|
| R1 |
1,232.5 |
1,232.5 |
1,229.9 |
1,230.7 |
| PP |
1,228.9 |
1,228.9 |
1,228.9 |
1,228.0 |
| S1 |
1,225.6 |
1,225.6 |
1,228.7 |
1,223.8 |
| S2 |
1,222.0 |
1,222.0 |
1,228.0 |
|
| S3 |
1,215.1 |
1,218.7 |
1,227.4 |
|
| S4 |
1,208.2 |
1,211.8 |
1,225.5 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.8 |
1,308.1 |
1,247.9 |
|
| R3 |
1,296.5 |
1,278.8 |
1,239.9 |
|
| R2 |
1,267.2 |
1,267.2 |
1,237.2 |
|
| R1 |
1,249.5 |
1,249.5 |
1,234.5 |
1,243.7 |
| PP |
1,237.9 |
1,237.9 |
1,237.9 |
1,235.0 |
| S1 |
1,220.2 |
1,220.2 |
1,229.1 |
1,214.4 |
| S2 |
1,208.6 |
1,208.6 |
1,226.4 |
|
| S3 |
1,179.3 |
1,190.9 |
1,223.7 |
|
| S4 |
1,150.0 |
1,161.6 |
1,215.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,255.6 |
1,225.2 |
30.4 |
2.5% |
10.2 |
0.8% |
13% |
False |
True |
116,846 |
| 10 |
1,255.6 |
1,222.0 |
33.6 |
2.7% |
12.1 |
1.0% |
22% |
False |
False |
135,028 |
| 20 |
1,255.6 |
1,183.3 |
72.3 |
5.9% |
14.4 |
1.2% |
64% |
False |
False |
145,158 |
| 40 |
1,290.9 |
1,183.3 |
107.6 |
8.8% |
14.9 |
1.2% |
43% |
False |
False |
142,169 |
| 60 |
1,324.3 |
1,183.3 |
141.0 |
11.5% |
14.1 |
1.1% |
33% |
False |
False |
128,879 |
| 80 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.5 |
1.2% |
28% |
False |
False |
109,084 |
| 100 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.3 |
1.2% |
28% |
False |
False |
87,959 |
| 120 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
13.9 |
1.1% |
28% |
False |
False |
73,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,261.4 |
|
2.618 |
1,250.2 |
|
1.618 |
1,243.3 |
|
1.000 |
1,239.0 |
|
0.618 |
1,236.4 |
|
HIGH |
1,232.1 |
|
0.618 |
1,229.5 |
|
0.500 |
1,228.7 |
|
0.382 |
1,227.8 |
|
LOW |
1,225.2 |
|
0.618 |
1,220.9 |
|
1.000 |
1,218.3 |
|
1.618 |
1,214.0 |
|
2.618 |
1,207.1 |
|
4.250 |
1,195.9 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,229.1 |
1,235.1 |
| PP |
1,228.9 |
1,233.1 |
| S1 |
1,228.7 |
1,231.2 |
|