| 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 |
3,111.0 |
3,043.0 |
-68.0 |
-2.2% |
3,215.0 |
| High |
3,115.0 |
3,088.0 |
-27.0 |
-0.9% |
3,228.0 |
| Low |
3,039.0 |
3,031.0 |
-8.0 |
-0.3% |
3,087.0 |
| Close |
3,071.0 |
3,047.0 |
-24.0 |
-0.8% |
3,131.0 |
| Range |
76.0 |
57.0 |
-19.0 |
-25.0% |
141.0 |
| ATR |
54.5 |
54.6 |
0.2 |
0.3% |
0.0 |
| Volume |
1,598,247 |
1,981,431 |
383,184 |
24.0% |
5,883,571 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,226.3 |
3,193.7 |
3,078.4 |
|
| R3 |
3,169.3 |
3,136.7 |
3,062.7 |
|
| R2 |
3,112.3 |
3,112.3 |
3,057.5 |
|
| R1 |
3,079.7 |
3,079.7 |
3,052.2 |
3,096.0 |
| PP |
3,055.3 |
3,055.3 |
3,055.3 |
3,063.5 |
| S1 |
3,022.7 |
3,022.7 |
3,041.8 |
3,039.0 |
| S2 |
2,998.3 |
2,998.3 |
3,036.6 |
|
| S3 |
2,941.3 |
2,965.7 |
3,031.3 |
|
| S4 |
2,884.3 |
2,908.7 |
3,015.7 |
|
|
| 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 |
3,188.0 |
3,031.0 |
157.0 |
5.2% |
68.4 |
2.2% |
10% |
False |
True |
1,325,511 |
| 10 |
3,249.0 |
3,031.0 |
218.0 |
7.2% |
63.7 |
2.1% |
7% |
False |
True |
1,256,775 |
| 20 |
3,293.0 |
3,031.0 |
262.0 |
8.6% |
51.0 |
1.7% |
6% |
False |
True |
1,097,945 |
| 40 |
3,293.0 |
2,997.0 |
296.0 |
9.7% |
45.0 |
1.5% |
17% |
False |
False |
583,557 |
| 60 |
3,293.0 |
2,960.0 |
333.0 |
10.9% |
45.4 |
1.5% |
26% |
False |
False |
391,195 |
| 80 |
3,306.0 |
2,960.0 |
346.0 |
11.4% |
42.3 |
1.4% |
25% |
False |
False |
293,573 |
| 100 |
3,306.0 |
2,960.0 |
346.0 |
11.4% |
37.8 |
1.2% |
25% |
False |
False |
235,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,330.3 |
|
2.618 |
3,237.2 |
|
1.618 |
3,180.2 |
|
1.000 |
3,145.0 |
|
0.618 |
3,123.2 |
|
HIGH |
3,088.0 |
|
0.618 |
3,066.2 |
|
0.500 |
3,059.5 |
|
0.382 |
3,052.8 |
|
LOW |
3,031.0 |
|
0.618 |
2,995.8 |
|
1.000 |
2,974.0 |
|
1.618 |
2,938.8 |
|
2.618 |
2,881.8 |
|
4.250 |
2,788.8 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,059.5 |
3,104.0 |
| PP |
3,055.3 |
3,085.0 |
| S1 |
3,051.2 |
3,066.0 |
|