| 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 |
3,043.0 |
3,083.0 |
40.0 |
1.3% |
3,215.0 |
| High |
3,088.0 |
3,085.0 |
-3.0 |
-0.1% |
3,228.0 |
| Low |
3,031.0 |
2,992.0 |
-39.0 |
-1.3% |
3,087.0 |
| Close |
3,047.0 |
3,036.0 |
-11.0 |
-0.4% |
3,131.0 |
| Range |
57.0 |
93.0 |
36.0 |
63.2% |
141.0 |
| ATR |
54.6 |
57.4 |
2.7 |
5.0% |
0.0 |
| Volume |
1,981,431 |
1,871,585 |
-109,846 |
-5.5% |
5,883,571 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,316.7 |
3,269.3 |
3,087.2 |
|
| R3 |
3,223.7 |
3,176.3 |
3,061.6 |
|
| R2 |
3,130.7 |
3,130.7 |
3,053.1 |
|
| R1 |
3,083.3 |
3,083.3 |
3,044.5 |
3,060.5 |
| PP |
3,037.7 |
3,037.7 |
3,037.7 |
3,026.3 |
| S1 |
2,990.3 |
2,990.3 |
3,027.5 |
2,967.5 |
| S2 |
2,944.7 |
2,944.7 |
3,019.0 |
|
| S3 |
2,851.7 |
2,897.3 |
3,010.4 |
|
| S4 |
2,758.7 |
2,804.3 |
2,984.9 |
|
|
| 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 |
3,177.0 |
2,992.0 |
185.0 |
6.1% |
66.8 |
2.2% |
24% |
False |
True |
1,564,229 |
| 10 |
3,231.0 |
2,992.0 |
239.0 |
7.9% |
66.1 |
2.2% |
18% |
False |
True |
1,352,405 |
| 20 |
3,293.0 |
2,992.0 |
301.0 |
9.9% |
53.7 |
1.8% |
15% |
False |
True |
1,168,368 |
| 40 |
3,293.0 |
2,992.0 |
301.0 |
9.9% |
46.8 |
1.5% |
15% |
False |
True |
630,264 |
| 60 |
3,293.0 |
2,960.0 |
333.0 |
11.0% |
46.4 |
1.5% |
23% |
False |
False |
422,387 |
| 80 |
3,306.0 |
2,960.0 |
346.0 |
11.4% |
43.1 |
1.4% |
22% |
False |
False |
316,907 |
| 100 |
3,306.0 |
2,960.0 |
346.0 |
11.4% |
38.3 |
1.3% |
22% |
False |
False |
253,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,480.3 |
|
2.618 |
3,328.5 |
|
1.618 |
3,235.5 |
|
1.000 |
3,178.0 |
|
0.618 |
3,142.5 |
|
HIGH |
3,085.0 |
|
0.618 |
3,049.5 |
|
0.500 |
3,038.5 |
|
0.382 |
3,027.5 |
|
LOW |
2,992.0 |
|
0.618 |
2,934.5 |
|
1.000 |
2,899.0 |
|
1.618 |
2,841.5 |
|
2.618 |
2,748.5 |
|
4.250 |
2,596.8 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,038.5 |
3,053.5 |
| PP |
3,037.7 |
3,047.7 |
| S1 |
3,036.8 |
3,041.8 |
|