| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,406.03 |
16,615.26 |
209.23 |
1.3% |
16,535.43 |
| High |
16,620.78 |
16,653.89 |
33.11 |
0.2% |
16,602.41 |
| Low |
16,405.77 |
16,459.85 |
54.08 |
0.3% |
15,855.12 |
| Close |
16,614.81 |
16,461.32 |
-153.49 |
-0.9% |
16,380.41 |
| Range |
215.01 |
194.04 |
-20.97 |
-9.8% |
747.29 |
| ATR |
220.76 |
218.85 |
-1.91 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,107.14 |
16,978.27 |
16,568.04 |
|
| R3 |
16,913.10 |
16,784.23 |
16,514.68 |
|
| R2 |
16,719.06 |
16,719.06 |
16,496.89 |
|
| R1 |
16,590.19 |
16,590.19 |
16,479.11 |
16,557.61 |
| PP |
16,525.02 |
16,525.02 |
16,525.02 |
16,508.73 |
| S1 |
16,396.15 |
16,396.15 |
16,443.53 |
16,363.57 |
| S2 |
16,330.98 |
16,330.98 |
16,425.75 |
|
| S3 |
16,136.94 |
16,202.11 |
16,407.96 |
|
| S4 |
15,942.90 |
16,008.07 |
16,354.60 |
|
|
| 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 |
16,653.89 |
15,935.22 |
718.67 |
4.4% |
227.01 |
1.4% |
73% |
True |
False |
|
| 10 |
16,989.37 |
15,855.12 |
1,134.25 |
6.9% |
262.92 |
1.6% |
53% |
False |
False |
|
| 20 |
17,204.86 |
15,855.12 |
1,349.74 |
8.2% |
242.43 |
1.5% |
45% |
False |
False |
|
| 40 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
175.81 |
1.1% |
41% |
False |
False |
|
| 60 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
161.71 |
1.0% |
41% |
False |
False |
|
| 80 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
149.93 |
0.9% |
41% |
False |
False |
|
| 100 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
138.05 |
0.8% |
41% |
False |
False |
|
| 120 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
133.35 |
0.8% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,478.56 |
|
2.618 |
17,161.89 |
|
1.618 |
16,967.85 |
|
1.000 |
16,847.93 |
|
0.618 |
16,773.81 |
|
HIGH |
16,653.89 |
|
0.618 |
16,579.77 |
|
0.500 |
16,556.87 |
|
0.382 |
16,533.97 |
|
LOW |
16,459.85 |
|
0.618 |
16,339.93 |
|
1.000 |
16,265.81 |
|
1.618 |
16,145.89 |
|
2.618 |
15,951.85 |
|
4.250 |
15,635.18 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,556.87 |
16,459.95 |
| PP |
16,525.02 |
16,458.58 |
| S1 |
16,493.17 |
16,457.22 |
|