| 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 |
2,972.0 |
3,016.0 |
44.0 |
1.5% |
2,950.0 |
| High |
3,036.0 |
3,027.0 |
-9.0 |
-0.3% |
3,036.0 |
| Low |
2,961.0 |
3,004.0 |
43.0 |
1.5% |
2,891.0 |
| Close |
3,030.0 |
3,020.0 |
-10.0 |
-0.3% |
3,020.0 |
| Range |
75.0 |
23.0 |
-52.0 |
-69.3% |
145.0 |
| ATR |
69.7 |
66.6 |
-3.1 |
-4.5% |
0.0 |
| Volume |
13,499 |
94 |
-13,405 |
-99.3% |
175,560 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,086.0 |
3,076.0 |
3,032.7 |
|
| R3 |
3,063.0 |
3,053.0 |
3,026.3 |
|
| R2 |
3,040.0 |
3,040.0 |
3,024.2 |
|
| R1 |
3,030.0 |
3,030.0 |
3,022.1 |
3,035.0 |
| PP |
3,017.0 |
3,017.0 |
3,017.0 |
3,019.5 |
| S1 |
3,007.0 |
3,007.0 |
3,017.9 |
3,012.0 |
| S2 |
2,994.0 |
2,994.0 |
3,015.8 |
|
| S3 |
2,971.0 |
2,984.0 |
3,013.7 |
|
| S4 |
2,948.0 |
2,961.0 |
3,007.4 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,417.3 |
3,363.7 |
3,099.8 |
|
| R3 |
3,272.3 |
3,218.7 |
3,059.9 |
|
| R2 |
3,127.3 |
3,127.3 |
3,046.6 |
|
| R1 |
3,073.7 |
3,073.7 |
3,033.3 |
3,100.5 |
| PP |
2,982.3 |
2,982.3 |
2,982.3 |
2,995.8 |
| S1 |
2,928.7 |
2,928.7 |
3,006.7 |
2,955.5 |
| S2 |
2,837.3 |
2,837.3 |
2,993.4 |
|
| S3 |
2,692.3 |
2,783.7 |
2,980.1 |
|
| S4 |
2,547.3 |
2,638.7 |
2,940.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,036.0 |
2,891.0 |
145.0 |
4.8% |
60.2 |
2.0% |
89% |
False |
False |
35,112 |
| 10 |
3,036.0 |
2,768.0 |
268.0 |
8.9% |
82.5 |
2.7% |
94% |
False |
False |
23,355 |
| 20 |
3,220.0 |
2,768.0 |
452.0 |
15.0% |
72.2 |
2.4% |
56% |
False |
False |
12,140 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
52.8 |
1.7% |
49% |
False |
False |
7,048 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
45.9 |
1.5% |
49% |
False |
False |
4,872 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
41.4 |
1.4% |
49% |
False |
False |
3,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,124.8 |
|
2.618 |
3,087.2 |
|
1.618 |
3,064.2 |
|
1.000 |
3,050.0 |
|
0.618 |
3,041.2 |
|
HIGH |
3,027.0 |
|
0.618 |
3,018.2 |
|
0.500 |
3,015.5 |
|
0.382 |
3,012.8 |
|
LOW |
3,004.0 |
|
0.618 |
2,989.8 |
|
1.000 |
2,981.0 |
|
1.618 |
2,966.8 |
|
2.618 |
2,943.8 |
|
4.250 |
2,906.3 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,018.5 |
3,012.5 |
| PP |
3,017.0 |
3,005.0 |
| S1 |
3,015.5 |
2,997.5 |
|