| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,122.0 |
3,150.0 |
28.0 |
0.9% |
3,215.0 |
| High |
3,144.0 |
3,177.0 |
33.0 |
1.0% |
3,228.0 |
| Low |
3,106.0 |
3,107.0 |
1.0 |
0.0% |
3,087.0 |
| Close |
3,131.0 |
3,123.0 |
-8.0 |
-0.3% |
3,131.0 |
| Range |
38.0 |
70.0 |
32.0 |
84.2% |
141.0 |
| ATR |
50.8 |
52.2 |
1.4 |
2.7% |
0.0 |
| Volume |
1,067,433 |
1,302,452 |
235,019 |
22.0% |
5,883,571 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345.7 |
3,304.3 |
3,161.5 |
|
| R3 |
3,275.7 |
3,234.3 |
3,142.3 |
|
| R2 |
3,205.7 |
3,205.7 |
3,135.8 |
|
| R1 |
3,164.3 |
3,164.3 |
3,129.4 |
3,150.0 |
| PP |
3,135.7 |
3,135.7 |
3,135.7 |
3,128.5 |
| S1 |
3,094.3 |
3,094.3 |
3,116.6 |
3,080.0 |
| S2 |
3,065.7 |
3,065.7 |
3,110.2 |
|
| S3 |
2,995.7 |
3,024.3 |
3,103.8 |
|
| S4 |
2,925.7 |
2,954.3 |
3,084.5 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,571.7 |
3,492.3 |
3,208.6 |
|
| R3 |
3,430.7 |
3,351.3 |
3,169.8 |
|
| R2 |
3,289.7 |
3,289.7 |
3,156.9 |
|
| R1 |
3,210.3 |
3,210.3 |
3,143.9 |
3,179.5 |
| PP |
3,148.7 |
3,148.7 |
3,148.7 |
3,133.3 |
| S1 |
3,069.3 |
3,069.3 |
3,118.1 |
3,038.5 |
| S2 |
3,007.7 |
3,007.7 |
3,105.2 |
|
| S3 |
2,866.7 |
2,928.3 |
3,092.2 |
|
| S4 |
2,725.7 |
2,787.3 |
3,053.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,228.0 |
3,087.0 |
141.0 |
4.5% |
64.4 |
2.1% |
26% |
False |
False |
1,197,543 |
| 10 |
3,249.0 |
3,087.0 |
162.0 |
5.2% |
62.5 |
2.0% |
22% |
False |
False |
1,103,272 |
| 20 |
3,293.0 |
3,087.0 |
206.0 |
6.6% |
47.8 |
1.5% |
17% |
False |
False |
941,482 |
| 40 |
3,293.0 |
2,997.0 |
296.0 |
9.5% |
43.0 |
1.4% |
43% |
False |
False |
495,031 |
| 60 |
3,293.0 |
2,960.0 |
333.0 |
10.7% |
44.1 |
1.4% |
49% |
False |
False |
331,537 |
| 80 |
3,306.0 |
2,960.0 |
346.0 |
11.1% |
41.1 |
1.3% |
47% |
False |
False |
248,853 |
| 100 |
3,306.0 |
2,960.0 |
346.0 |
11.1% |
37.0 |
1.2% |
47% |
False |
False |
199,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,474.5 |
|
2.618 |
3,360.3 |
|
1.618 |
3,290.3 |
|
1.000 |
3,247.0 |
|
0.618 |
3,220.3 |
|
HIGH |
3,177.0 |
|
0.618 |
3,150.3 |
|
0.500 |
3,142.0 |
|
0.382 |
3,133.7 |
|
LOW |
3,107.0 |
|
0.618 |
3,063.7 |
|
1.000 |
3,037.0 |
|
1.618 |
2,993.7 |
|
2.618 |
2,923.7 |
|
4.250 |
2,809.5 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,142.0 |
3,137.5 |
| PP |
3,135.7 |
3,132.7 |
| S1 |
3,129.3 |
3,127.8 |
|