| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,989.37 |
16,654.88 |
-334.49 |
-2.0% |
17,010.34 |
| High |
16,989.37 |
16,757.60 |
-231.77 |
-1.4% |
17,099.39 |
| Low |
16,649.04 |
16,543.91 |
-105.13 |
-0.6% |
16,543.91 |
| Close |
16,659.25 |
16,544.10 |
-115.15 |
-0.7% |
16,544.10 |
| Range |
340.33 |
213.69 |
-126.64 |
-37.2% |
555.48 |
| ATR |
189.01 |
190.77 |
1.76 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,256.27 |
17,113.88 |
16,661.63 |
|
| R3 |
17,042.58 |
16,900.19 |
16,602.86 |
|
| R2 |
16,828.89 |
16,828.89 |
16,583.28 |
|
| R1 |
16,686.50 |
16,686.50 |
16,563.69 |
16,650.85 |
| PP |
16,615.20 |
16,615.20 |
16,615.20 |
16,597.38 |
| S1 |
16,472.81 |
16,472.81 |
16,524.51 |
16,437.16 |
| S2 |
16,401.51 |
16,401.51 |
16,504.92 |
|
| S3 |
16,187.82 |
16,259.12 |
16,485.34 |
|
| S4 |
15,974.13 |
16,045.43 |
16,426.57 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,395.57 |
18,025.32 |
16,849.61 |
|
| R3 |
17,840.09 |
17,469.84 |
16,696.86 |
|
| R2 |
17,284.61 |
17,284.61 |
16,645.94 |
|
| R1 |
16,914.36 |
16,914.36 |
16,595.02 |
16,821.75 |
| PP |
16,729.13 |
16,729.13 |
16,729.13 |
16,682.83 |
| S1 |
16,358.88 |
16,358.88 |
16,493.18 |
16,266.27 |
| S2 |
16,173.65 |
16,173.65 |
16,442.26 |
|
| S3 |
15,618.17 |
15,803.40 |
16,391.34 |
|
| S4 |
15,062.69 |
15,247.92 |
16,238.59 |
|
|
| 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 |
16,543.91 |
555.48 |
3.4% |
267.83 |
1.6% |
0% |
False |
True |
|
| 10 |
17,145.10 |
16,543.91 |
601.19 |
3.6% |
231.43 |
1.4% |
0% |
False |
True |
|
| 20 |
17,350.64 |
16,543.91 |
806.73 |
4.9% |
190.97 |
1.2% |
0% |
False |
True |
|
| 40 |
17,350.64 |
16,543.91 |
806.73 |
4.9% |
146.97 |
0.9% |
0% |
False |
True |
|
| 60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
142.24 |
0.9% |
21% |
False |
False |
|
| 80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
132.91 |
0.8% |
21% |
False |
False |
|
| 100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
124.04 |
0.7% |
21% |
False |
False |
|
| 120 |
17,350.64 |
16,312.66 |
1,037.98 |
6.3% |
123.53 |
0.7% |
22% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,665.78 |
|
2.618 |
17,317.04 |
|
1.618 |
17,103.35 |
|
1.000 |
16,971.29 |
|
0.618 |
16,889.66 |
|
HIGH |
16,757.60 |
|
0.618 |
16,675.97 |
|
0.500 |
16,650.76 |
|
0.382 |
16,625.54 |
|
LOW |
16,543.91 |
|
0.618 |
16,411.85 |
|
1.000 |
16,330.22 |
|
1.618 |
16,198.16 |
|
2.618 |
15,984.47 |
|
4.250 |
15,635.73 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,650.76 |
16,775.41 |
| PP |
16,615.20 |
16,698.31 |
| S1 |
16,579.65 |
16,621.20 |
|