| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,209.4 |
1,213.4 |
4.0 |
0.3% |
1,216.4 |
| High |
1,220.0 |
1,224.0 |
4.0 |
0.3% |
1,237.0 |
| Low |
1,205.0 |
1,209.1 |
4.1 |
0.3% |
1,206.6 |
| Close |
1,215.5 |
1,215.1 |
-0.4 |
0.0% |
1,215.4 |
| Range |
15.0 |
14.9 |
-0.1 |
-0.7% |
30.4 |
| ATR |
15.1 |
15.1 |
0.0 |
-0.1% |
0.0 |
| Volume |
146,536 |
148,824 |
2,288 |
1.6% |
758,472 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,260.8 |
1,252.8 |
1,223.3 |
|
| R3 |
1,245.9 |
1,237.9 |
1,219.2 |
|
| R2 |
1,231.0 |
1,231.0 |
1,217.8 |
|
| R1 |
1,223.0 |
1,223.0 |
1,216.5 |
1,227.0 |
| PP |
1,216.1 |
1,216.1 |
1,216.1 |
1,218.1 |
| S1 |
1,208.1 |
1,208.1 |
1,213.7 |
1,212.1 |
| S2 |
1,201.2 |
1,201.2 |
1,212.4 |
|
| S3 |
1,186.3 |
1,193.2 |
1,211.0 |
|
| S4 |
1,171.4 |
1,178.3 |
1,206.9 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.9 |
1,293.5 |
1,232.1 |
|
| R3 |
1,280.5 |
1,263.1 |
1,223.8 |
|
| R2 |
1,250.1 |
1,250.1 |
1,221.0 |
|
| R1 |
1,232.7 |
1,232.7 |
1,218.2 |
1,226.2 |
| PP |
1,219.7 |
1,219.7 |
1,219.7 |
1,216.4 |
| S1 |
1,202.3 |
1,202.3 |
1,212.6 |
1,195.8 |
| S2 |
1,189.3 |
1,189.3 |
1,209.8 |
|
| S3 |
1,158.9 |
1,171.9 |
1,207.0 |
|
| S4 |
1,128.5 |
1,141.5 |
1,198.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,232.7 |
1,204.3 |
28.4 |
2.3% |
15.0 |
1.2% |
38% |
False |
False |
146,618 |
| 10 |
1,237.0 |
1,204.3 |
32.7 |
2.7% |
15.4 |
1.3% |
33% |
False |
False |
151,561 |
| 20 |
1,274.8 |
1,204.3 |
70.5 |
5.8% |
15.0 |
1.2% |
15% |
False |
False |
140,570 |
| 40 |
1,324.3 |
1,204.3 |
120.0 |
9.9% |
14.0 |
1.2% |
9% |
False |
False |
124,339 |
| 60 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
14.7 |
1.2% |
8% |
False |
False |
103,766 |
| 80 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
14.5 |
1.2% |
8% |
False |
False |
79,569 |
| 100 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
13.9 |
1.1% |
8% |
False |
False |
64,173 |
| 120 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
14.3 |
1.2% |
8% |
False |
False |
53,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,287.3 |
|
2.618 |
1,263.0 |
|
1.618 |
1,248.1 |
|
1.000 |
1,238.9 |
|
0.618 |
1,233.2 |
|
HIGH |
1,224.0 |
|
0.618 |
1,218.3 |
|
0.500 |
1,216.6 |
|
0.382 |
1,214.8 |
|
LOW |
1,209.1 |
|
0.618 |
1,199.9 |
|
1.000 |
1,194.2 |
|
1.618 |
1,185.0 |
|
2.618 |
1,170.1 |
|
4.250 |
1,145.8 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,216.6 |
1,214.8 |
| PP |
1,216.1 |
1,214.5 |
| S1 |
1,215.6 |
1,214.2 |
|