| 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 |
1,226.2 |
1,228.5 |
2.3 |
0.2% |
1,238.9 |
| High |
1,236.0 |
1,231.0 |
-5.0 |
-0.4% |
1,256.2 |
| Low |
1,223.6 |
1,209.4 |
-14.2 |
-1.2% |
1,227.6 |
| Close |
1,230.3 |
1,225.9 |
-4.4 |
-0.4% |
1,232.8 |
| Range |
12.4 |
21.6 |
9.2 |
74.2% |
28.6 |
| ATR |
13.1 |
13.7 |
0.6 |
4.6% |
0.0 |
| Volume |
4,595 |
2,530 |
-2,065 |
-44.9% |
40,932 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.9 |
1,278.0 |
1,237.8 |
|
| R3 |
1,265.3 |
1,256.4 |
1,231.8 |
|
| R2 |
1,243.7 |
1,243.7 |
1,229.9 |
|
| R1 |
1,234.8 |
1,234.8 |
1,227.9 |
1,228.5 |
| PP |
1,222.1 |
1,222.1 |
1,222.1 |
1,218.9 |
| S1 |
1,213.2 |
1,213.2 |
1,223.9 |
1,206.9 |
| S2 |
1,200.5 |
1,200.5 |
1,221.9 |
|
| S3 |
1,178.9 |
1,191.6 |
1,220.0 |
|
| S4 |
1,157.3 |
1,170.0 |
1,214.0 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,324.7 |
1,307.3 |
1,248.5 |
|
| R3 |
1,296.1 |
1,278.7 |
1,240.7 |
|
| R2 |
1,267.5 |
1,267.5 |
1,238.0 |
|
| R1 |
1,250.1 |
1,250.1 |
1,235.4 |
1,244.5 |
| PP |
1,238.9 |
1,238.9 |
1,238.9 |
1,236.1 |
| S1 |
1,221.5 |
1,221.5 |
1,230.2 |
1,215.9 |
| S2 |
1,210.3 |
1,210.3 |
1,227.6 |
|
| S3 |
1,181.7 |
1,192.9 |
1,224.9 |
|
| S4 |
1,153.1 |
1,164.3 |
1,217.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,245.0 |
1,209.4 |
35.6 |
2.9% |
12.6 |
1.0% |
46% |
False |
True |
5,392 |
| 10 |
1,256.2 |
1,209.4 |
46.8 |
3.8% |
11.1 |
0.9% |
35% |
False |
True |
6,058 |
| 20 |
1,256.2 |
1,184.8 |
71.4 |
5.8% |
13.4 |
1.1% |
58% |
False |
False |
4,225 |
| 40 |
1,277.0 |
1,184.8 |
92.2 |
7.5% |
13.3 |
1.1% |
45% |
False |
False |
3,409 |
| 60 |
1,323.0 |
1,184.8 |
138.2 |
11.3% |
12.7 |
1.0% |
30% |
False |
False |
2,673 |
| 80 |
1,347.3 |
1,184.8 |
162.5 |
13.3% |
12.7 |
1.0% |
25% |
False |
False |
2,267 |
| 100 |
1,347.3 |
1,184.8 |
162.5 |
13.3% |
12.2 |
1.0% |
25% |
False |
False |
1,892 |
| 120 |
1,347.3 |
1,184.8 |
162.5 |
13.3% |
11.0 |
0.9% |
25% |
False |
False |
1,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,322.8 |
|
2.618 |
1,287.5 |
|
1.618 |
1,265.9 |
|
1.000 |
1,252.6 |
|
0.618 |
1,244.3 |
|
HIGH |
1,231.0 |
|
0.618 |
1,222.7 |
|
0.500 |
1,220.2 |
|
0.382 |
1,217.7 |
|
LOW |
1,209.4 |
|
0.618 |
1,196.1 |
|
1.000 |
1,187.8 |
|
1.618 |
1,174.5 |
|
2.618 |
1,152.9 |
|
4.250 |
1,117.6 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,224.0 |
1,224.8 |
| PP |
1,222.1 |
1,223.8 |
| S1 |
1,220.2 |
1,222.7 |
|