| 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 |
1,225.8 |
1,227.8 |
2.0 |
0.2% |
1,239.1 |
| High |
1,235.5 |
1,230.4 |
-5.1 |
-0.4% |
1,255.6 |
| Low |
1,222.2 |
1,208.2 |
-14.0 |
-1.1% |
1,226.3 |
| Close |
1,229.4 |
1,224.9 |
-4.5 |
-0.4% |
1,231.8 |
| Range |
13.3 |
22.2 |
8.9 |
66.9% |
29.3 |
| ATR |
14.1 |
14.7 |
0.6 |
4.1% |
0.0 |
| Volume |
124,196 |
131,448 |
7,252 |
5.8% |
594,191 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,287.8 |
1,278.5 |
1,237.1 |
|
| R3 |
1,265.6 |
1,256.3 |
1,231.0 |
|
| R2 |
1,243.4 |
1,243.4 |
1,229.0 |
|
| R1 |
1,234.1 |
1,234.1 |
1,226.9 |
1,227.7 |
| PP |
1,221.2 |
1,221.2 |
1,221.2 |
1,217.9 |
| S1 |
1,211.9 |
1,211.9 |
1,222.9 |
1,205.5 |
| S2 |
1,199.0 |
1,199.0 |
1,220.8 |
|
| S3 |
1,176.8 |
1,189.7 |
1,218.8 |
|
| S4 |
1,154.6 |
1,167.5 |
1,212.7 |
|
|
| 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 |
1,244.9 |
1,208.2 |
36.7 |
3.0% |
13.4 |
1.1% |
46% |
False |
True |
115,078 |
| 10 |
1,255.6 |
1,208.2 |
47.4 |
3.9% |
12.1 |
1.0% |
35% |
False |
True |
123,428 |
| 20 |
1,255.6 |
1,183.3 |
72.3 |
5.9% |
14.6 |
1.2% |
58% |
False |
False |
141,487 |
| 40 |
1,279.2 |
1,183.3 |
95.9 |
7.8% |
14.9 |
1.2% |
43% |
False |
False |
141,098 |
| 60 |
1,324.3 |
1,183.3 |
141.0 |
11.5% |
14.3 |
1.2% |
30% |
False |
False |
130,247 |
| 80 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.7 |
1.2% |
25% |
False |
False |
111,835 |
| 100 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.5 |
1.2% |
25% |
False |
False |
90,475 |
| 120 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.1 |
1.2% |
25% |
False |
False |
75,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,324.8 |
|
2.618 |
1,288.5 |
|
1.618 |
1,266.3 |
|
1.000 |
1,252.6 |
|
0.618 |
1,244.1 |
|
HIGH |
1,230.4 |
|
0.618 |
1,221.9 |
|
0.500 |
1,219.3 |
|
0.382 |
1,216.7 |
|
LOW |
1,208.2 |
|
0.618 |
1,194.5 |
|
1.000 |
1,186.0 |
|
1.618 |
1,172.3 |
|
2.618 |
1,150.1 |
|
4.250 |
1,113.9 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,223.0 |
1,223.9 |
| PP |
1,221.2 |
1,222.9 |
| S1 |
1,219.3 |
1,221.9 |
|