| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,950.0 |
2,972.0 |
22.0 |
0.7% |
3,150.0 |
| High |
3,008.0 |
3,003.0 |
-5.0 |
-0.2% |
3,177.0 |
| Low |
2,933.0 |
2,936.0 |
3.0 |
0.1% |
2,970.0 |
| Close |
2,987.0 |
2,995.0 |
8.0 |
0.3% |
2,984.0 |
| Range |
75.0 |
67.0 |
-8.0 |
-10.7% |
207.0 |
| ATR |
59.2 |
59.8 |
0.6 |
0.9% |
0.0 |
| Volume |
1,723,505 |
2,611,782 |
888,277 |
51.5% |
8,220,143 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,179.0 |
3,154.0 |
3,031.9 |
|
| R3 |
3,112.0 |
3,087.0 |
3,013.4 |
|
| R2 |
3,045.0 |
3,045.0 |
3,007.3 |
|
| R1 |
3,020.0 |
3,020.0 |
3,001.1 |
3,032.5 |
| PP |
2,978.0 |
2,978.0 |
2,978.0 |
2,984.3 |
| S1 |
2,953.0 |
2,953.0 |
2,988.9 |
2,965.5 |
| S2 |
2,911.0 |
2,911.0 |
2,982.7 |
|
| S3 |
2,844.0 |
2,886.0 |
2,976.6 |
|
| S4 |
2,777.0 |
2,819.0 |
2,958.2 |
|
|
| 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 |
3,088.0 |
2,933.0 |
155.0 |
5.2% |
69.4 |
2.3% |
40% |
False |
False |
1,930,946 |
| 10 |
3,227.0 |
2,933.0 |
294.0 |
9.8% |
69.7 |
2.3% |
21% |
False |
False |
1,619,173 |
| 20 |
3,293.0 |
2,933.0 |
360.0 |
12.0% |
59.3 |
2.0% |
17% |
False |
False |
1,295,749 |
| 40 |
3,293.0 |
2,933.0 |
360.0 |
12.0% |
48.1 |
1.6% |
17% |
False |
False |
775,197 |
| 60 |
3,293.0 |
2,933.0 |
360.0 |
12.0% |
47.6 |
1.6% |
17% |
False |
False |
519,037 |
| 80 |
3,293.0 |
2,933.0 |
360.0 |
12.0% |
44.4 |
1.5% |
17% |
False |
False |
389,351 |
| 100 |
3,306.0 |
2,933.0 |
373.0 |
12.5% |
39.8 |
1.3% |
17% |
False |
False |
311,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,287.8 |
|
2.618 |
3,178.4 |
|
1.618 |
3,111.4 |
|
1.000 |
3,070.0 |
|
0.618 |
3,044.4 |
|
HIGH |
3,003.0 |
|
0.618 |
2,977.4 |
|
0.500 |
2,969.5 |
|
0.382 |
2,961.6 |
|
LOW |
2,936.0 |
|
0.618 |
2,894.6 |
|
1.000 |
2,869.0 |
|
1.618 |
2,827.6 |
|
2.618 |
2,760.6 |
|
4.250 |
2,651.3 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,986.5 |
2,989.7 |
| PP |
2,978.0 |
2,984.3 |
| S1 |
2,969.5 |
2,979.0 |
|