| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,373.15 |
16,406.03 |
32.88 |
0.2% |
16,535.43 |
| High |
16,401.63 |
16,620.78 |
219.15 |
1.3% |
16,602.41 |
| Low |
16,260.54 |
16,405.77 |
145.23 |
0.9% |
15,855.12 |
| Close |
16,399.67 |
16,614.81 |
215.14 |
1.3% |
16,380.41 |
| Range |
141.09 |
215.01 |
73.92 |
52.4% |
747.29 |
| ATR |
220.73 |
220.76 |
0.03 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,192.15 |
17,118.49 |
16,733.07 |
|
| R3 |
16,977.14 |
16,903.48 |
16,673.94 |
|
| R2 |
16,762.13 |
16,762.13 |
16,654.23 |
|
| R1 |
16,688.47 |
16,688.47 |
16,634.52 |
16,725.30 |
| PP |
16,547.12 |
16,547.12 |
16,547.12 |
16,565.54 |
| S1 |
16,473.46 |
16,473.46 |
16,595.10 |
16,510.29 |
| S2 |
16,332.11 |
16,332.11 |
16,575.39 |
|
| S3 |
16,117.10 |
16,258.45 |
16,555.68 |
|
| S4 |
15,902.09 |
16,043.44 |
16,496.55 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,521.18 |
18,198.09 |
16,791.42 |
|
| R3 |
17,773.89 |
17,450.80 |
16,585.91 |
|
| R2 |
17,026.60 |
17,026.60 |
16,517.41 |
|
| R1 |
16,703.51 |
16,703.51 |
16,448.91 |
16,491.41 |
| PP |
16,279.31 |
16,279.31 |
16,279.31 |
16,173.27 |
| S1 |
15,956.22 |
15,956.22 |
16,311.91 |
15,744.12 |
| S2 |
15,532.02 |
15,532.02 |
16,243.41 |
|
| S3 |
14,784.73 |
15,208.93 |
16,174.91 |
|
| S4 |
14,037.44 |
14,461.64 |
15,969.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,620.78 |
15,855.12 |
765.66 |
4.6% |
279.83 |
1.7% |
99% |
True |
False |
|
| 10 |
17,006.91 |
15,855.12 |
1,151.79 |
6.9% |
277.88 |
1.7% |
66% |
False |
False |
|
| 20 |
17,226.60 |
15,855.12 |
1,371.48 |
8.3% |
242.36 |
1.5% |
55% |
False |
False |
|
| 40 |
17,350.64 |
15,855.12 |
1,495.52 |
9.0% |
172.81 |
1.0% |
51% |
False |
False |
|
| 60 |
17,350.64 |
15,855.12 |
1,495.52 |
9.0% |
160.89 |
1.0% |
51% |
False |
False |
|
| 80 |
17,350.64 |
15,855.12 |
1,495.52 |
9.0% |
148.37 |
0.9% |
51% |
False |
False |
|
| 100 |
17,350.64 |
15,855.12 |
1,495.52 |
9.0% |
136.85 |
0.8% |
51% |
False |
False |
|
| 120 |
17,350.64 |
15,855.12 |
1,495.52 |
9.0% |
132.83 |
0.8% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,534.57 |
|
2.618 |
17,183.68 |
|
1.618 |
16,968.67 |
|
1.000 |
16,835.79 |
|
0.618 |
16,753.66 |
|
HIGH |
16,620.78 |
|
0.618 |
16,538.65 |
|
0.500 |
16,513.28 |
|
0.382 |
16,487.90 |
|
LOW |
16,405.77 |
|
0.618 |
16,272.89 |
|
1.000 |
16,190.76 |
|
1.618 |
16,057.88 |
|
2.618 |
15,842.87 |
|
4.250 |
15,491.98 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,580.97 |
16,533.07 |
| PP |
16,547.12 |
16,451.33 |
| S1 |
16,513.28 |
16,369.59 |
|