| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
5,434.0 |
5,476.0 |
42.0 |
0.8% |
5,419.0 |
| High |
5,460.0 |
5,519.0 |
59.0 |
1.1% |
5,519.0 |
| Low |
5,431.0 |
5,472.0 |
41.0 |
0.8% |
5,415.0 |
| Close |
5,458.0 |
5,518.0 |
60.0 |
1.1% |
5,518.0 |
| Range |
29.0 |
47.0 |
18.0 |
62.1% |
104.0 |
| ATR |
58.2 |
58.4 |
0.2 |
0.3% |
0.0 |
| Volume |
20,889 |
31,400 |
10,511 |
50.3% |
115,135 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,644.0 |
5,628.0 |
5,543.9 |
|
| R3 |
5,597.0 |
5,581.0 |
5,530.9 |
|
| R2 |
5,550.0 |
5,550.0 |
5,526.6 |
|
| R1 |
5,534.0 |
5,534.0 |
5,522.3 |
5,542.0 |
| PP |
5,503.0 |
5,503.0 |
5,503.0 |
5,507.0 |
| S1 |
5,487.0 |
5,487.0 |
5,513.7 |
5,495.0 |
| S2 |
5,456.0 |
5,456.0 |
5,509.4 |
|
| S3 |
5,409.0 |
5,440.0 |
5,505.1 |
|
| S4 |
5,362.0 |
5,393.0 |
5,492.2 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,796.0 |
5,761.0 |
5,575.2 |
|
| R3 |
5,692.0 |
5,657.0 |
5,546.6 |
|
| R2 |
5,588.0 |
5,588.0 |
5,537.1 |
|
| R1 |
5,553.0 |
5,553.0 |
5,527.5 |
5,570.5 |
| PP |
5,484.0 |
5,484.0 |
5,484.0 |
5,492.8 |
| S1 |
5,449.0 |
5,449.0 |
5,508.5 |
5,466.5 |
| S2 |
5,380.0 |
5,380.0 |
5,498.9 |
|
| S3 |
5,276.0 |
5,345.0 |
5,489.4 |
|
| S4 |
5,172.0 |
5,241.0 |
5,460.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,519.0 |
5,415.0 |
104.0 |
1.9% |
38.0 |
0.7% |
99% |
True |
False |
23,027 |
| 10 |
5,519.0 |
5,292.0 |
227.0 |
4.1% |
36.2 |
0.7% |
100% |
True |
False |
23,922 |
| 20 |
5,519.0 |
5,090.0 |
429.0 |
7.8% |
55.1 |
1.0% |
100% |
True |
False |
27,678 |
| 40 |
5,605.0 |
5,090.0 |
515.0 |
9.3% |
53.6 |
1.0% |
83% |
False |
False |
28,891 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
42.0 |
0.8% |
74% |
False |
False |
19,291 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
36.1 |
0.7% |
74% |
False |
False |
14,488 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
29.4 |
0.5% |
74% |
False |
False |
11,594 |
| 120 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
25.7 |
0.5% |
74% |
False |
False |
9,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,718.8 |
|
2.618 |
5,642.0 |
|
1.618 |
5,595.0 |
|
1.000 |
5,566.0 |
|
0.618 |
5,548.0 |
|
HIGH |
5,519.0 |
|
0.618 |
5,501.0 |
|
0.500 |
5,495.5 |
|
0.382 |
5,490.0 |
|
LOW |
5,472.0 |
|
0.618 |
5,443.0 |
|
1.000 |
5,425.0 |
|
1.618 |
5,396.0 |
|
2.618 |
5,349.0 |
|
4.250 |
5,272.3 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,510.5 |
5,502.5 |
| PP |
5,503.0 |
5,487.0 |
| S1 |
5,495.5 |
5,471.5 |
|