| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,150.0 |
3,111.0 |
-39.0 |
-1.2% |
3,215.0 |
| High |
3,177.0 |
3,115.0 |
-62.0 |
-2.0% |
3,228.0 |
| Low |
3,107.0 |
3,039.0 |
-68.0 |
-2.2% |
3,087.0 |
| Close |
3,123.0 |
3,071.0 |
-52.0 |
-1.7% |
3,131.0 |
| Range |
70.0 |
76.0 |
6.0 |
8.6% |
141.0 |
| ATR |
52.2 |
54.5 |
2.3 |
4.4% |
0.0 |
| Volume |
1,302,452 |
1,598,247 |
295,795 |
22.7% |
5,883,571 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,303.0 |
3,263.0 |
3,112.8 |
|
| R3 |
3,227.0 |
3,187.0 |
3,091.9 |
|
| R2 |
3,151.0 |
3,151.0 |
3,084.9 |
|
| R1 |
3,111.0 |
3,111.0 |
3,078.0 |
3,093.0 |
| PP |
3,075.0 |
3,075.0 |
3,075.0 |
3,066.0 |
| S1 |
3,035.0 |
3,035.0 |
3,064.0 |
3,017.0 |
| S2 |
2,999.0 |
2,999.0 |
3,057.1 |
|
| S3 |
2,923.0 |
2,959.0 |
3,050.1 |
|
| S4 |
2,847.0 |
2,883.0 |
3,029.2 |
|
|
| 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 |
3,227.0 |
3,039.0 |
188.0 |
6.1% |
70.0 |
2.3% |
17% |
False |
True |
1,307,401 |
| 10 |
3,249.0 |
3,039.0 |
210.0 |
6.8% |
64.3 |
2.1% |
15% |
False |
True |
1,174,437 |
| 20 |
3,293.0 |
3,039.0 |
254.0 |
8.3% |
49.8 |
1.6% |
13% |
False |
True |
1,017,370 |
| 40 |
3,293.0 |
2,997.0 |
296.0 |
9.6% |
44.3 |
1.4% |
25% |
False |
False |
534,978 |
| 60 |
3,293.0 |
2,960.0 |
333.0 |
10.8% |
45.1 |
1.5% |
33% |
False |
False |
358,174 |
| 80 |
3,306.0 |
2,960.0 |
346.0 |
11.3% |
41.9 |
1.4% |
32% |
False |
False |
268,808 |
| 100 |
3,306.0 |
2,960.0 |
346.0 |
11.3% |
37.4 |
1.2% |
32% |
False |
False |
215,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,438.0 |
|
2.618 |
3,314.0 |
|
1.618 |
3,238.0 |
|
1.000 |
3,191.0 |
|
0.618 |
3,162.0 |
|
HIGH |
3,115.0 |
|
0.618 |
3,086.0 |
|
0.500 |
3,077.0 |
|
0.382 |
3,068.0 |
|
LOW |
3,039.0 |
|
0.618 |
2,992.0 |
|
1.000 |
2,963.0 |
|
1.618 |
2,916.0 |
|
2.618 |
2,840.0 |
|
4.250 |
2,716.0 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,077.0 |
3,108.0 |
| PP |
3,075.0 |
3,095.7 |
| S1 |
3,073.0 |
3,083.3 |
|