| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
17,070.45 |
17,040.46 |
-29.99 |
-0.2% |
17,271.71 |
| High |
17,145.10 |
17,041.16 |
-103.94 |
-0.6% |
17,277.88 |
| Low |
17,017.11 |
16,776.13 |
-240.98 |
-1.4% |
16,945.80 |
| Close |
17,042.90 |
16,804.71 |
-238.19 |
-1.4% |
17,113.15 |
| Range |
127.99 |
265.03 |
137.04 |
107.1% |
332.08 |
| ATR |
137.07 |
146.34 |
9.26 |
6.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,669.09 |
17,501.93 |
16,950.48 |
|
| R3 |
17,404.06 |
17,236.90 |
16,877.59 |
|
| R2 |
17,139.03 |
17,139.03 |
16,853.30 |
|
| R1 |
16,971.87 |
16,971.87 |
16,829.00 |
16,922.94 |
| PP |
16,874.00 |
16,874.00 |
16,874.00 |
16,849.53 |
| S1 |
16,706.84 |
16,706.84 |
16,780.42 |
16,657.91 |
| S2 |
16,608.97 |
16,608.97 |
16,756.12 |
|
| S3 |
16,343.94 |
16,441.81 |
16,731.83 |
|
| S4 |
16,078.91 |
16,176.78 |
16,658.94 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,108.52 |
17,942.91 |
17,295.79 |
|
| R3 |
17,776.44 |
17,610.83 |
17,204.47 |
|
| R2 |
17,444.36 |
17,444.36 |
17,174.03 |
|
| R1 |
17,278.75 |
17,278.75 |
17,143.59 |
17,195.52 |
| PP |
17,112.28 |
17,112.28 |
17,112.28 |
17,070.66 |
| S1 |
16,946.67 |
16,946.67 |
17,082.71 |
16,863.44 |
| S2 |
16,780.20 |
16,780.20 |
17,052.27 |
|
| S3 |
16,448.12 |
16,614.59 |
17,021.83 |
|
| S4 |
16,116.04 |
16,282.51 |
16,930.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,204.86 |
16,776.13 |
428.73 |
2.6% |
205.08 |
1.2% |
7% |
False |
True |
|
| 10 |
17,350.64 |
16,776.13 |
574.51 |
3.4% |
165.74 |
1.0% |
5% |
False |
True |
|
| 20 |
17,350.64 |
16,776.13 |
574.51 |
3.4% |
139.66 |
0.8% |
5% |
False |
True |
|
| 40 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
122.99 |
0.7% |
46% |
False |
False |
|
| 60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
127.49 |
0.8% |
46% |
False |
False |
|
| 80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
119.85 |
0.7% |
46% |
False |
False |
|
| 100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
115.02 |
0.7% |
46% |
False |
False |
|
| 120 |
17,350.64 |
16,015.32 |
1,335.32 |
7.9% |
116.83 |
0.7% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,167.54 |
|
2.618 |
17,735.01 |
|
1.618 |
17,469.98 |
|
1.000 |
17,306.19 |
|
0.618 |
17,204.95 |
|
HIGH |
17,041.16 |
|
0.618 |
16,939.92 |
|
0.500 |
16,908.65 |
|
0.382 |
16,877.37 |
|
LOW |
16,776.13 |
|
0.618 |
16,612.34 |
|
1.000 |
16,511.10 |
|
1.618 |
16,347.31 |
|
2.618 |
16,082.28 |
|
4.250 |
15,649.75 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,908.65 |
16,960.62 |
| PP |
16,874.00 |
16,908.65 |
| S1 |
16,839.36 |
16,856.68 |
|