| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,207.8 |
1,209.8 |
2.0 |
0.2% |
1,219.1 |
| High |
1,214.1 |
1,224.5 |
10.4 |
0.9% |
1,224.0 |
| Low |
1,203.0 |
1,205.1 |
2.1 |
0.2% |
1,190.3 |
| Close |
1,212.4 |
1,206.0 |
-6.4 |
-0.5% |
1,192.9 |
| Range |
11.1 |
19.4 |
8.3 |
74.8% |
33.7 |
| ATR |
16.2 |
16.4 |
0.2 |
1.4% |
0.0 |
| Volume |
142,509 |
192,007 |
49,498 |
34.7% |
769,727 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.1 |
1,257.4 |
1,216.7 |
|
| R3 |
1,250.7 |
1,238.0 |
1,211.3 |
|
| R2 |
1,231.3 |
1,231.3 |
1,209.6 |
|
| R1 |
1,218.6 |
1,218.6 |
1,207.8 |
1,215.3 |
| PP |
1,211.9 |
1,211.9 |
1,211.9 |
1,210.2 |
| S1 |
1,199.2 |
1,199.2 |
1,204.2 |
1,195.9 |
| S2 |
1,192.5 |
1,192.5 |
1,202.4 |
|
| S3 |
1,173.1 |
1,179.8 |
1,200.7 |
|
| S4 |
1,153.7 |
1,160.4 |
1,195.3 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.5 |
1,281.9 |
1,211.4 |
|
| R3 |
1,269.8 |
1,248.2 |
1,202.2 |
|
| R2 |
1,236.1 |
1,236.1 |
1,199.1 |
|
| R1 |
1,214.5 |
1,214.5 |
1,196.0 |
1,208.5 |
| PP |
1,202.4 |
1,202.4 |
1,202.4 |
1,199.4 |
| S1 |
1,180.8 |
1,180.8 |
1,189.8 |
1,174.8 |
| S2 |
1,168.7 |
1,168.7 |
1,186.7 |
|
| S3 |
1,135.0 |
1,147.1 |
1,183.6 |
|
| S4 |
1,101.3 |
1,113.4 |
1,174.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,224.5 |
1,183.3 |
41.2 |
3.4% |
19.5 |
1.6% |
55% |
True |
False |
163,437 |
| 10 |
1,232.7 |
1,183.3 |
49.4 |
4.1% |
17.6 |
1.5% |
46% |
False |
False |
158,780 |
| 20 |
1,251.0 |
1,183.3 |
67.7 |
5.6% |
16.0 |
1.3% |
34% |
False |
False |
149,598 |
| 40 |
1,321.8 |
1,183.3 |
138.5 |
11.5% |
14.8 |
1.2% |
16% |
False |
False |
130,248 |
| 60 |
1,327.3 |
1,183.3 |
144.0 |
11.9% |
14.7 |
1.2% |
16% |
False |
False |
113,105 |
| 80 |
1,347.5 |
1,183.3 |
164.2 |
13.6% |
15.0 |
1.2% |
14% |
False |
False |
87,746 |
| 100 |
1,347.5 |
1,183.3 |
164.2 |
13.6% |
14.3 |
1.2% |
14% |
False |
False |
70,772 |
| 120 |
1,347.5 |
1,183.3 |
164.2 |
13.6% |
14.4 |
1.2% |
14% |
False |
False |
59,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,307.0 |
|
2.618 |
1,275.3 |
|
1.618 |
1,255.9 |
|
1.000 |
1,243.9 |
|
0.618 |
1,236.5 |
|
HIGH |
1,224.5 |
|
0.618 |
1,217.1 |
|
0.500 |
1,214.8 |
|
0.382 |
1,212.5 |
|
LOW |
1,205.1 |
|
0.618 |
1,193.1 |
|
1.000 |
1,185.7 |
|
1.618 |
1,173.7 |
|
2.618 |
1,154.3 |
|
4.250 |
1,122.7 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.8 |
1,205.3 |
| PP |
1,211.9 |
1,204.6 |
| S1 |
1,208.9 |
1,203.9 |
|