| 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 |
1,953.00 |
1,950.50 |
-2.50 |
-0.1% |
1,877.25 |
| High |
1,957.50 |
1,972.50 |
15.00 |
0.8% |
1,953.00 |
| Low |
1,936.75 |
1,949.25 |
12.50 |
0.6% |
1,865.00 |
| Close |
1,949.25 |
1,972.25 |
23.00 |
1.2% |
1,951.75 |
| Range |
20.75 |
23.25 |
2.50 |
12.0% |
88.00 |
| ATR |
31.72 |
31.12 |
-0.61 |
-1.9% |
0.00 |
| Volume |
3,402 |
7,048 |
3,646 |
107.2% |
25,026 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,034.50 |
2,026.50 |
1,985.00 |
|
| R3 |
2,011.25 |
2,003.25 |
1,978.75 |
|
| R2 |
1,988.00 |
1,988.00 |
1,976.50 |
|
| R1 |
1,980.00 |
1,980.00 |
1,974.50 |
1,984.00 |
| PP |
1,964.75 |
1,964.75 |
1,964.75 |
1,966.50 |
| S1 |
1,956.75 |
1,956.75 |
1,970.00 |
1,960.75 |
| S2 |
1,941.50 |
1,941.50 |
1,968.00 |
|
| S3 |
1,918.25 |
1,933.50 |
1,965.75 |
|
| S4 |
1,895.00 |
1,910.25 |
1,959.50 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,187.25 |
2,157.50 |
2,000.25 |
|
| R3 |
2,099.25 |
2,069.50 |
1,976.00 |
|
| R2 |
2,011.25 |
2,011.25 |
1,968.00 |
|
| R1 |
1,981.50 |
1,981.50 |
1,959.75 |
1,996.50 |
| PP |
1,923.25 |
1,923.25 |
1,923.25 |
1,930.75 |
| S1 |
1,893.50 |
1,893.50 |
1,943.75 |
1,908.50 |
| S2 |
1,835.25 |
1,835.25 |
1,935.50 |
|
| S3 |
1,747.25 |
1,805.50 |
1,927.50 |
|
| S4 |
1,659.25 |
1,717.50 |
1,903.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,972.50 |
1,912.25 |
60.25 |
3.1% |
26.00 |
1.3% |
100% |
True |
False |
5,204 |
| 10 |
1,972.50 |
1,805.00 |
167.50 |
8.5% |
37.50 |
1.9% |
100% |
True |
False |
5,663 |
| 20 |
1,972.50 |
1,805.00 |
167.50 |
8.5% |
36.00 |
1.8% |
100% |
True |
False |
4,607 |
| 40 |
2,006.50 |
1,805.00 |
201.50 |
10.2% |
27.00 |
1.4% |
83% |
False |
False |
2,695 |
| 60 |
2,006.50 |
1,805.00 |
201.50 |
10.2% |
22.00 |
1.1% |
83% |
False |
False |
1,809 |
| 80 |
2,006.50 |
1,805.00 |
201.50 |
10.2% |
20.00 |
1.0% |
83% |
False |
False |
1,367 |
| 100 |
2,006.50 |
1,805.00 |
201.50 |
10.2% |
17.50 |
0.9% |
83% |
False |
False |
1,099 |
| 120 |
2,006.50 |
1,805.00 |
201.50 |
10.2% |
15.50 |
0.8% |
83% |
False |
False |
916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,071.25 |
|
2.618 |
2,033.25 |
|
1.618 |
2,010.00 |
|
1.000 |
1,995.75 |
|
0.618 |
1,986.75 |
|
HIGH |
1,972.50 |
|
0.618 |
1,963.50 |
|
0.500 |
1,961.00 |
|
0.382 |
1,958.25 |
|
LOW |
1,949.25 |
|
0.618 |
1,935.00 |
|
1.000 |
1,926.00 |
|
1.618 |
1,911.75 |
|
2.618 |
1,888.50 |
|
4.250 |
1,850.50 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,968.50 |
1,964.25 |
| PP |
1,964.75 |
1,956.25 |
| S1 |
1,961.00 |
1,948.50 |
|