| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,654.88 |
16,535.43 |
-119.45 |
-0.7% |
17,010.34 |
| High |
16,757.60 |
16,602.41 |
-155.19 |
-0.9% |
17,099.39 |
| Low |
16,543.91 |
16,310.47 |
-233.44 |
-1.4% |
16,543.91 |
| Close |
16,544.10 |
16,321.07 |
-223.03 |
-1.3% |
16,544.10 |
| Range |
213.69 |
291.94 |
78.25 |
36.6% |
555.48 |
| ATR |
190.77 |
198.00 |
7.23 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,287.14 |
17,096.04 |
16,481.64 |
|
| R3 |
16,995.20 |
16,804.10 |
16,401.35 |
|
| R2 |
16,703.26 |
16,703.26 |
16,374.59 |
|
| R1 |
16,512.16 |
16,512.16 |
16,347.83 |
16,461.74 |
| PP |
16,411.32 |
16,411.32 |
16,411.32 |
16,386.11 |
| S1 |
16,220.22 |
16,220.22 |
16,294.31 |
16,169.80 |
| S2 |
16,119.38 |
16,119.38 |
16,267.55 |
|
| S3 |
15,827.44 |
15,928.28 |
16,240.79 |
|
| S4 |
15,535.50 |
15,636.34 |
16,160.50 |
|
|
| 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 |
17,006.91 |
16,310.47 |
696.44 |
4.3% |
292.41 |
1.8% |
2% |
False |
True |
|
| 10 |
17,145.10 |
16,310.47 |
834.63 |
5.1% |
243.30 |
1.5% |
1% |
False |
True |
|
| 20 |
17,350.64 |
16,310.47 |
1,040.17 |
6.4% |
200.55 |
1.2% |
1% |
False |
True |
|
| 40 |
17,350.64 |
16,310.47 |
1,040.17 |
6.4% |
149.27 |
0.9% |
1% |
False |
True |
|
| 60 |
17,350.64 |
16,310.47 |
1,040.17 |
6.4% |
144.83 |
0.9% |
1% |
False |
True |
|
| 80 |
17,350.64 |
16,310.47 |
1,040.17 |
6.4% |
135.75 |
0.8% |
1% |
False |
True |
|
| 100 |
17,350.64 |
16,310.47 |
1,040.17 |
6.4% |
125.27 |
0.8% |
1% |
False |
True |
|
| 120 |
17,350.64 |
16,310.47 |
1,040.17 |
6.4% |
125.55 |
0.8% |
1% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,843.16 |
|
2.618 |
17,366.71 |
|
1.618 |
17,074.77 |
|
1.000 |
16,894.35 |
|
0.618 |
16,782.83 |
|
HIGH |
16,602.41 |
|
0.618 |
16,490.89 |
|
0.500 |
16,456.44 |
|
0.382 |
16,421.99 |
|
LOW |
16,310.47 |
|
0.618 |
16,130.05 |
|
1.000 |
16,018.53 |
|
1.618 |
15,838.11 |
|
2.618 |
15,546.17 |
|
4.250 |
15,069.73 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,456.44 |
16,649.92 |
| PP |
16,411.32 |
16,540.30 |
| S1 |
16,366.19 |
16,430.69 |
|