| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,083.0 |
2,995.0 |
-88.0 |
-2.9% |
3,150.0 |
| High |
3,085.0 |
3,025.0 |
-60.0 |
-1.9% |
3,177.0 |
| Low |
2,992.0 |
2,970.0 |
-22.0 |
-0.7% |
2,970.0 |
| Close |
3,036.0 |
2,984.0 |
-52.0 |
-1.7% |
2,984.0 |
| Range |
93.0 |
55.0 |
-38.0 |
-40.9% |
207.0 |
| ATR |
57.4 |
58.0 |
0.6 |
1.1% |
0.0 |
| Volume |
1,871,585 |
1,466,428 |
-405,157 |
-21.6% |
8,220,143 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.0 |
3,126.0 |
3,014.3 |
|
| R3 |
3,103.0 |
3,071.0 |
2,999.1 |
|
| R2 |
3,048.0 |
3,048.0 |
2,994.1 |
|
| R1 |
3,016.0 |
3,016.0 |
2,989.0 |
3,004.5 |
| PP |
2,993.0 |
2,993.0 |
2,993.0 |
2,987.3 |
| S1 |
2,961.0 |
2,961.0 |
2,979.0 |
2,949.5 |
| S2 |
2,938.0 |
2,938.0 |
2,973.9 |
|
| S3 |
2,883.0 |
2,906.0 |
2,968.9 |
|
| S4 |
2,828.0 |
2,851.0 |
2,953.8 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,664.7 |
3,531.3 |
3,097.9 |
|
| R3 |
3,457.7 |
3,324.3 |
3,040.9 |
|
| R2 |
3,250.7 |
3,250.7 |
3,022.0 |
|
| R1 |
3,117.3 |
3,117.3 |
3,003.0 |
3,080.5 |
| PP |
3,043.7 |
3,043.7 |
3,043.7 |
3,025.3 |
| S1 |
2,910.3 |
2,910.3 |
2,965.0 |
2,873.5 |
| S2 |
2,836.7 |
2,836.7 |
2,946.1 |
|
| S3 |
2,629.7 |
2,703.3 |
2,927.1 |
|
| S4 |
2,422.7 |
2,496.3 |
2,870.2 |
|
|
| 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 |
2,970.0 |
207.0 |
6.9% |
70.2 |
2.4% |
7% |
False |
True |
1,644,028 |
| 10 |
3,228.0 |
2,970.0 |
258.0 |
8.6% |
66.2 |
2.2% |
5% |
False |
True |
1,410,371 |
| 20 |
3,293.0 |
2,970.0 |
323.0 |
10.8% |
55.1 |
1.8% |
4% |
False |
True |
1,193,641 |
| 40 |
3,293.0 |
2,970.0 |
323.0 |
10.8% |
47.2 |
1.6% |
4% |
False |
True |
666,837 |
| 60 |
3,293.0 |
2,960.0 |
333.0 |
11.2% |
46.3 |
1.6% |
7% |
False |
False |
446,799 |
| 80 |
3,302.0 |
2,960.0 |
342.0 |
11.5% |
43.5 |
1.5% |
7% |
False |
False |
335,233 |
| 100 |
3,306.0 |
2,960.0 |
346.0 |
11.6% |
38.6 |
1.3% |
7% |
False |
False |
268,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,258.8 |
|
2.618 |
3,169.0 |
|
1.618 |
3,114.0 |
|
1.000 |
3,080.0 |
|
0.618 |
3,059.0 |
|
HIGH |
3,025.0 |
|
0.618 |
3,004.0 |
|
0.500 |
2,997.5 |
|
0.382 |
2,991.0 |
|
LOW |
2,970.0 |
|
0.618 |
2,936.0 |
|
1.000 |
2,915.0 |
|
1.618 |
2,881.0 |
|
2.618 |
2,826.0 |
|
4.250 |
2,736.3 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,997.5 |
3,029.0 |
| PP |
2,993.0 |
3,014.0 |
| S1 |
2,988.5 |
2,999.0 |
|