| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,972.0 |
2,987.0 |
15.0 |
0.5% |
3,150.0 |
| High |
3,003.0 |
2,997.0 |
-6.0 |
-0.2% |
3,177.0 |
| Low |
2,936.0 |
2,841.0 |
-95.0 |
-3.2% |
2,970.0 |
| Close |
2,995.0 |
2,882.0 |
-113.0 |
-3.8% |
2,984.0 |
| Range |
67.0 |
156.0 |
89.0 |
132.8% |
207.0 |
| ATR |
59.8 |
66.6 |
6.9 |
11.5% |
0.0 |
| Volume |
2,611,782 |
3,006,900 |
395,118 |
15.1% |
8,220,143 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,374.7 |
3,284.3 |
2,967.8 |
|
| R3 |
3,218.7 |
3,128.3 |
2,924.9 |
|
| R2 |
3,062.7 |
3,062.7 |
2,910.6 |
|
| R1 |
2,972.3 |
2,972.3 |
2,896.3 |
2,939.5 |
| PP |
2,906.7 |
2,906.7 |
2,906.7 |
2,890.3 |
| S1 |
2,816.3 |
2,816.3 |
2,867.7 |
2,783.5 |
| S2 |
2,750.7 |
2,750.7 |
2,853.4 |
|
| S3 |
2,594.7 |
2,660.3 |
2,839.1 |
|
| S4 |
2,438.7 |
2,504.3 |
2,796.2 |
|
|
| 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 |
3,085.0 |
2,841.0 |
244.0 |
8.5% |
89.2 |
3.1% |
17% |
False |
True |
2,136,040 |
| 10 |
3,188.0 |
2,841.0 |
347.0 |
12.0% |
78.8 |
2.7% |
12% |
False |
True |
1,730,775 |
| 20 |
3,293.0 |
2,841.0 |
452.0 |
15.7% |
65.6 |
2.3% |
9% |
False |
True |
1,407,950 |
| 40 |
3,293.0 |
2,841.0 |
452.0 |
15.7% |
51.7 |
1.8% |
9% |
False |
True |
848,746 |
| 60 |
3,293.0 |
2,841.0 |
452.0 |
15.7% |
49.5 |
1.7% |
9% |
False |
True |
569,150 |
| 80 |
3,293.0 |
2,841.0 |
452.0 |
15.7% |
46.0 |
1.6% |
9% |
False |
True |
426,934 |
| 100 |
3,306.0 |
2,841.0 |
465.0 |
16.1% |
41.2 |
1.4% |
9% |
False |
True |
341,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,660.0 |
|
2.618 |
3,405.4 |
|
1.618 |
3,249.4 |
|
1.000 |
3,153.0 |
|
0.618 |
3,093.4 |
|
HIGH |
2,997.0 |
|
0.618 |
2,937.4 |
|
0.500 |
2,919.0 |
|
0.382 |
2,900.6 |
|
LOW |
2,841.0 |
|
0.618 |
2,744.6 |
|
1.000 |
2,685.0 |
|
1.618 |
2,588.6 |
|
2.618 |
2,432.6 |
|
4.250 |
2,178.0 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,919.0 |
2,924.5 |
| PP |
2,906.7 |
2,910.3 |
| S1 |
2,894.3 |
2,896.2 |
|