| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,535.43 |
16,321.90 |
-213.53 |
-1.3% |
17,010.34 |
| High |
16,602.41 |
16,463.67 |
-138.74 |
-0.8% |
17,099.39 |
| Low |
16,310.47 |
16,273.64 |
-36.83 |
-0.2% |
16,543.91 |
| Close |
16,321.07 |
16,315.19 |
-5.88 |
0.0% |
16,544.10 |
| Range |
291.94 |
190.03 |
-101.91 |
-34.9% |
555.48 |
| ATR |
198.00 |
197.43 |
-0.57 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,920.92 |
16,808.09 |
16,419.71 |
|
| R3 |
16,730.89 |
16,618.06 |
16,367.45 |
|
| R2 |
16,540.86 |
16,540.86 |
16,350.03 |
|
| R1 |
16,428.03 |
16,428.03 |
16,332.61 |
16,389.43 |
| PP |
16,350.83 |
16,350.83 |
16,350.83 |
16,331.54 |
| S1 |
16,238.00 |
16,238.00 |
16,297.77 |
16,199.40 |
| S2 |
16,160.80 |
16,160.80 |
16,280.35 |
|
| S3 |
15,970.77 |
16,047.97 |
16,262.93 |
|
| S4 |
15,780.74 |
15,857.94 |
16,210.67 |
|
|
| 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 |
16,273.64 |
733.27 |
4.5% |
275.93 |
1.7% |
6% |
False |
True |
|
| 10 |
17,099.39 |
16,273.64 |
825.75 |
5.1% |
249.50 |
1.5% |
5% |
False |
True |
|
| 20 |
17,350.64 |
16,273.64 |
1,077.00 |
6.6% |
200.97 |
1.2% |
4% |
False |
True |
|
| 40 |
17,350.64 |
16,273.64 |
1,077.00 |
6.6% |
149.63 |
0.9% |
4% |
False |
True |
|
| 60 |
17,350.64 |
16,273.64 |
1,077.00 |
6.6% |
145.99 |
0.9% |
4% |
False |
True |
|
| 80 |
17,350.64 |
16,273.64 |
1,077.00 |
6.6% |
137.41 |
0.8% |
4% |
False |
True |
|
| 100 |
17,350.64 |
16,273.64 |
1,077.00 |
6.6% |
126.41 |
0.8% |
4% |
False |
True |
|
| 120 |
17,350.64 |
16,273.64 |
1,077.00 |
6.6% |
126.39 |
0.8% |
4% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,271.30 |
|
2.618 |
16,961.17 |
|
1.618 |
16,771.14 |
|
1.000 |
16,653.70 |
|
0.618 |
16,581.11 |
|
HIGH |
16,463.67 |
|
0.618 |
16,391.08 |
|
0.500 |
16,368.66 |
|
0.382 |
16,346.23 |
|
LOW |
16,273.64 |
|
0.618 |
16,156.20 |
|
1.000 |
16,083.61 |
|
1.618 |
15,966.17 |
|
2.618 |
15,776.14 |
|
4.250 |
15,466.01 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,368.66 |
16,515.62 |
| PP |
16,350.83 |
16,448.81 |
| S1 |
16,333.01 |
16,382.00 |
|