| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
15,475 |
15,370 |
-105 |
-0.7% |
14,905 |
| High |
15,475 |
15,475 |
0 |
0.0% |
15,495 |
| Low |
15,285 |
15,295 |
10 |
0.1% |
14,785 |
| Close |
15,350 |
15,465 |
115 |
0.7% |
15,470 |
| Range |
190 |
180 |
-10 |
-5.3% |
710 |
| ATR |
318 |
308 |
-10 |
-3.1% |
0 |
| Volume |
16,191 |
10,317 |
-5,874 |
-36.3% |
108,566 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,952 |
15,888 |
15,564 |
|
| R3 |
15,772 |
15,708 |
15,515 |
|
| R2 |
15,592 |
15,592 |
15,498 |
|
| R1 |
15,528 |
15,528 |
15,482 |
15,560 |
| PP |
15,412 |
15,412 |
15,412 |
15,428 |
| S1 |
15,348 |
15,348 |
15,449 |
15,380 |
| S2 |
15,232 |
15,232 |
15,432 |
|
| S3 |
15,052 |
15,168 |
15,416 |
|
| S4 |
14,872 |
14,988 |
15,366 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,380 |
17,135 |
15,861 |
|
| R3 |
16,670 |
16,425 |
15,665 |
|
| R2 |
15,960 |
15,960 |
15,600 |
|
| R1 |
15,715 |
15,715 |
15,535 |
15,838 |
| PP |
15,250 |
15,250 |
15,250 |
15,311 |
| S1 |
15,005 |
15,005 |
15,405 |
15,128 |
| S2 |
14,540 |
14,540 |
15,340 |
|
| S3 |
13,830 |
14,295 |
15,275 |
|
| S4 |
13,120 |
13,585 |
15,080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,495 |
15,030 |
465 |
3.0% |
252 |
1.6% |
94% |
False |
False |
17,529 |
| 10 |
15,495 |
14,400 |
1,095 |
7.1% |
341 |
2.2% |
97% |
False |
False |
24,653 |
| 20 |
16,275 |
14,400 |
1,875 |
12.1% |
367 |
2.4% |
57% |
False |
False |
23,401 |
| 40 |
16,455 |
14,400 |
2,055 |
13.3% |
283 |
1.8% |
52% |
False |
False |
18,533 |
| 60 |
16,455 |
14,400 |
2,055 |
13.3% |
234 |
1.5% |
52% |
False |
False |
12,381 |
| 80 |
16,455 |
14,400 |
2,055 |
13.3% |
188 |
1.2% |
52% |
False |
False |
9,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,240 |
|
2.618 |
15,946 |
|
1.618 |
15,766 |
|
1.000 |
15,655 |
|
0.618 |
15,586 |
|
HIGH |
15,475 |
|
0.618 |
15,406 |
|
0.500 |
15,385 |
|
0.382 |
15,364 |
|
LOW |
15,295 |
|
0.618 |
15,184 |
|
1.000 |
15,115 |
|
1.618 |
15,004 |
|
2.618 |
14,824 |
|
4.250 |
14,530 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,438 |
15,433 |
| PP |
15,412 |
15,402 |
| S1 |
15,385 |
15,370 |
|