| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,995.0 |
2,950.0 |
-45.0 |
-1.5% |
3,150.0 |
| High |
3,025.0 |
3,008.0 |
-17.0 |
-0.6% |
3,177.0 |
| Low |
2,970.0 |
2,933.0 |
-37.0 |
-1.2% |
2,970.0 |
| Close |
2,984.0 |
2,987.0 |
3.0 |
0.1% |
2,984.0 |
| Range |
55.0 |
75.0 |
20.0 |
36.4% |
207.0 |
| ATR |
58.0 |
59.2 |
1.2 |
2.1% |
0.0 |
| Volume |
1,466,428 |
1,723,505 |
257,077 |
17.5% |
8,220,143 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.0 |
3,169.0 |
3,028.3 |
|
| R3 |
3,126.0 |
3,094.0 |
3,007.6 |
|
| R2 |
3,051.0 |
3,051.0 |
3,000.8 |
|
| R1 |
3,019.0 |
3,019.0 |
2,993.9 |
3,035.0 |
| PP |
2,976.0 |
2,976.0 |
2,976.0 |
2,984.0 |
| S1 |
2,944.0 |
2,944.0 |
2,980.1 |
2,960.0 |
| S2 |
2,901.0 |
2,901.0 |
2,973.3 |
|
| S3 |
2,826.0 |
2,869.0 |
2,966.4 |
|
| S4 |
2,751.0 |
2,794.0 |
2,945.8 |
|
|
| 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 |
3,115.0 |
2,933.0 |
182.0 |
6.1% |
71.2 |
2.4% |
30% |
False |
True |
1,728,239 |
| 10 |
3,228.0 |
2,933.0 |
295.0 |
9.9% |
67.8 |
2.3% |
18% |
False |
True |
1,462,891 |
| 20 |
3,293.0 |
2,933.0 |
360.0 |
12.1% |
57.8 |
1.9% |
15% |
False |
True |
1,221,880 |
| 40 |
3,293.0 |
2,933.0 |
360.0 |
12.1% |
46.9 |
1.6% |
15% |
False |
True |
709,904 |
| 60 |
3,293.0 |
2,933.0 |
360.0 |
12.1% |
46.9 |
1.6% |
15% |
False |
True |
475,514 |
| 80 |
3,300.0 |
2,933.0 |
367.0 |
12.3% |
44.2 |
1.5% |
15% |
False |
True |
356,708 |
| 100 |
3,306.0 |
2,933.0 |
373.0 |
12.5% |
39.2 |
1.3% |
14% |
False |
True |
285,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,326.8 |
|
2.618 |
3,204.4 |
|
1.618 |
3,129.4 |
|
1.000 |
3,083.0 |
|
0.618 |
3,054.4 |
|
HIGH |
3,008.0 |
|
0.618 |
2,979.4 |
|
0.500 |
2,970.5 |
|
0.382 |
2,961.7 |
|
LOW |
2,933.0 |
|
0.618 |
2,886.7 |
|
1.000 |
2,858.0 |
|
1.618 |
2,811.7 |
|
2.618 |
2,736.7 |
|
4.250 |
2,614.3 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,981.5 |
3,009.0 |
| PP |
2,976.0 |
3,001.7 |
| S1 |
2,970.5 |
2,994.3 |
|