| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,947.00 |
3,995.75 |
48.75 |
1.2% |
3,811.75 |
| High |
4,024.75 |
4,038.50 |
13.75 |
0.3% |
4,038.50 |
| Low |
3,939.50 |
3,970.50 |
31.00 |
0.8% |
3,793.25 |
| Close |
4,005.25 |
4,034.75 |
29.50 |
0.7% |
4,034.75 |
| Range |
85.25 |
68.00 |
-17.25 |
-20.2% |
245.25 |
| ATR |
77.19 |
76.53 |
-0.66 |
-0.9% |
0.00 |
| Volume |
348,130 |
288,628 |
-59,502 |
-17.1% |
1,677,985 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,218.50 |
4,194.75 |
4,072.25 |
|
| R3 |
4,150.50 |
4,126.75 |
4,053.50 |
|
| R2 |
4,082.50 |
4,082.50 |
4,047.25 |
|
| R1 |
4,058.75 |
4,058.75 |
4,041.00 |
4,070.50 |
| PP |
4,014.50 |
4,014.50 |
4,014.50 |
4,020.50 |
| S1 |
3,990.75 |
3,990.75 |
4,028.50 |
4,002.50 |
| S2 |
3,946.50 |
3,946.50 |
4,022.25 |
|
| S3 |
3,878.50 |
3,922.75 |
4,016.00 |
|
| S4 |
3,810.50 |
3,854.75 |
3,997.25 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,691.25 |
4,608.25 |
4,169.75 |
|
| R3 |
4,446.00 |
4,363.00 |
4,102.25 |
|
| R2 |
4,200.75 |
4,200.75 |
4,079.75 |
|
| R1 |
4,117.75 |
4,117.75 |
4,057.25 |
4,159.25 |
| PP |
3,955.50 |
3,955.50 |
3,955.50 |
3,976.25 |
| S1 |
3,872.50 |
3,872.50 |
4,012.25 |
3,914.00 |
| S2 |
3,710.25 |
3,710.25 |
3,989.75 |
|
| S3 |
3,465.00 |
3,627.25 |
3,967.25 |
|
| S4 |
3,219.75 |
3,382.00 |
3,899.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,038.50 |
3,793.25 |
245.25 |
6.1% |
83.25 |
2.1% |
98% |
True |
False |
335,597 |
| 10 |
4,038.50 |
3,684.00 |
354.50 |
8.8% |
91.00 |
2.3% |
99% |
True |
False |
492,120 |
| 20 |
4,064.75 |
3,684.00 |
380.75 |
9.4% |
82.50 |
2.0% |
92% |
False |
False |
461,391 |
| 40 |
4,118.75 |
3,684.00 |
434.75 |
10.8% |
64.00 |
1.6% |
81% |
False |
False |
322,552 |
| 60 |
4,118.75 |
3,684.00 |
434.75 |
10.8% |
54.00 |
1.3% |
81% |
False |
False |
215,306 |
| 80 |
4,118.75 |
3,684.00 |
434.75 |
10.8% |
50.50 |
1.3% |
81% |
False |
False |
161,576 |
| 100 |
4,118.75 |
3,684.00 |
434.75 |
10.8% |
45.00 |
1.1% |
81% |
False |
False |
129,281 |
| 120 |
4,118.75 |
3,511.75 |
607.00 |
15.0% |
39.50 |
1.0% |
86% |
False |
False |
107,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,327.50 |
|
2.618 |
4,216.50 |
|
1.618 |
4,148.50 |
|
1.000 |
4,106.50 |
|
0.618 |
4,080.50 |
|
HIGH |
4,038.50 |
|
0.618 |
4,012.50 |
|
0.500 |
4,004.50 |
|
0.382 |
3,996.50 |
|
LOW |
3,970.50 |
|
0.618 |
3,928.50 |
|
1.000 |
3,902.50 |
|
1.618 |
3,860.50 |
|
2.618 |
3,792.50 |
|
4.250 |
3,681.50 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4,024.75 |
4,019.50 |
| PP |
4,014.50 |
4,004.25 |
| S1 |
4,004.50 |
3,989.00 |
|