| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,209.8 |
1,221.1 |
11.3 |
0.9% |
1,219.1 |
| High |
1,224.5 |
1,234.0 |
9.5 |
0.8% |
1,224.0 |
| Low |
1,205.1 |
1,219.3 |
14.2 |
1.2% |
1,190.3 |
| Close |
1,206.0 |
1,225.3 |
19.3 |
1.6% |
1,192.9 |
| Range |
19.4 |
14.7 |
-4.7 |
-24.2% |
33.7 |
| ATR |
16.4 |
17.2 |
0.8 |
5.1% |
0.0 |
| Volume |
192,007 |
165,358 |
-26,649 |
-13.9% |
769,727 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.3 |
1,262.5 |
1,233.4 |
|
| R3 |
1,255.6 |
1,247.8 |
1,229.3 |
|
| R2 |
1,240.9 |
1,240.9 |
1,228.0 |
|
| R1 |
1,233.1 |
1,233.1 |
1,226.6 |
1,237.0 |
| PP |
1,226.2 |
1,226.2 |
1,226.2 |
1,228.2 |
| S1 |
1,218.4 |
1,218.4 |
1,224.0 |
1,222.3 |
| S2 |
1,211.5 |
1,211.5 |
1,222.6 |
|
| S3 |
1,196.8 |
1,203.7 |
1,221.3 |
|
| S4 |
1,182.1 |
1,189.0 |
1,217.2 |
|
|
| 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 |
1,234.0 |
1,183.3 |
50.7 |
4.1% |
19.4 |
1.6% |
83% |
True |
False |
166,743 |
| 10 |
1,234.0 |
1,183.3 |
50.7 |
4.1% |
17.2 |
1.4% |
83% |
True |
False |
156,681 |
| 20 |
1,243.2 |
1,183.3 |
59.9 |
4.9% |
16.0 |
1.3% |
70% |
False |
False |
149,831 |
| 40 |
1,321.8 |
1,183.3 |
138.5 |
11.3% |
14.9 |
1.2% |
30% |
False |
False |
131,920 |
| 60 |
1,327.3 |
1,183.3 |
144.0 |
11.8% |
14.8 |
1.2% |
29% |
False |
False |
115,475 |
| 80 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
15.0 |
1.2% |
26% |
False |
False |
89,800 |
| 100 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.3 |
1.2% |
26% |
False |
False |
72,407 |
| 120 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.4 |
1.2% |
26% |
False |
False |
60,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,296.5 |
|
2.618 |
1,272.5 |
|
1.618 |
1,257.8 |
|
1.000 |
1,248.7 |
|
0.618 |
1,243.1 |
|
HIGH |
1,234.0 |
|
0.618 |
1,228.4 |
|
0.500 |
1,226.7 |
|
0.382 |
1,224.9 |
|
LOW |
1,219.3 |
|
0.618 |
1,210.2 |
|
1.000 |
1,204.6 |
|
1.618 |
1,195.5 |
|
2.618 |
1,180.8 |
|
4.250 |
1,156.8 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,226.7 |
1,223.0 |
| PP |
1,226.2 |
1,220.8 |
| S1 |
1,225.8 |
1,218.5 |
|