| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,718.65 |
16,989.37 |
270.72 |
1.6% |
17,107.69 |
| High |
17,006.91 |
16,989.37 |
-17.54 |
-0.1% |
17,145.10 |
| Low |
16,663.26 |
16,649.04 |
-14.22 |
-0.1% |
16,674.04 |
| Close |
16,994.22 |
16,659.25 |
-334.97 |
-2.0% |
17,009.69 |
| Range |
343.65 |
340.33 |
-3.32 |
-1.0% |
471.06 |
| ATR |
176.99 |
189.01 |
12.01 |
6.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,786.88 |
17,563.39 |
16,846.43 |
|
| R3 |
17,446.55 |
17,223.06 |
16,752.84 |
|
| R2 |
17,106.22 |
17,106.22 |
16,721.64 |
|
| R1 |
16,882.73 |
16,882.73 |
16,690.45 |
16,824.31 |
| PP |
16,765.89 |
16,765.89 |
16,765.89 |
16,736.68 |
| S1 |
16,542.40 |
16,542.40 |
16,628.05 |
16,483.98 |
| S2 |
16,425.56 |
16,425.56 |
16,596.86 |
|
| S3 |
16,085.23 |
16,202.07 |
16,565.66 |
|
| S4 |
15,744.90 |
15,861.74 |
16,472.07 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,356.12 |
18,153.97 |
17,268.77 |
|
| R3 |
17,885.06 |
17,682.91 |
17,139.23 |
|
| R2 |
17,414.00 |
17,414.00 |
17,096.05 |
|
| R1 |
17,211.85 |
17,211.85 |
17,052.87 |
17,077.40 |
| PP |
16,942.94 |
16,942.94 |
16,942.94 |
16,875.72 |
| S1 |
16,740.79 |
16,740.79 |
16,966.51 |
16,606.34 |
| S2 |
16,471.88 |
16,471.88 |
16,923.33 |
|
| S3 |
16,000.82 |
16,269.73 |
16,880.15 |
|
| S4 |
15,529.76 |
15,798.67 |
16,750.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,099.39 |
16,649.04 |
450.35 |
2.7% |
270.22 |
1.6% |
2% |
False |
True |
|
| 10 |
17,148.15 |
16,649.04 |
499.11 |
3.0% |
230.06 |
1.4% |
2% |
False |
True |
|
| 20 |
17,350.64 |
16,649.04 |
701.60 |
4.2% |
185.61 |
1.1% |
1% |
False |
True |
|
| 40 |
17,350.64 |
16,575.42 |
775.22 |
4.7% |
143.19 |
0.9% |
11% |
False |
False |
|
| 60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
141.76 |
0.9% |
32% |
False |
False |
|
| 80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
132.19 |
0.8% |
32% |
False |
False |
|
| 100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
123.60 |
0.7% |
32% |
False |
False |
|
| 120 |
17,350.64 |
16,312.66 |
1,037.98 |
6.2% |
122.71 |
0.7% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,435.77 |
|
2.618 |
17,880.35 |
|
1.618 |
17,540.02 |
|
1.000 |
17,329.70 |
|
0.618 |
17,199.69 |
|
HIGH |
16,989.37 |
|
0.618 |
16,859.36 |
|
0.500 |
16,819.21 |
|
0.382 |
16,779.05 |
|
LOW |
16,649.04 |
|
0.618 |
16,438.72 |
|
1.000 |
16,308.71 |
|
1.618 |
16,098.39 |
|
2.618 |
15,758.06 |
|
4.250 |
15,202.64 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,819.21 |
16,827.98 |
| PP |
16,765.89 |
16,771.73 |
| S1 |
16,712.57 |
16,715.49 |
|