| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,987.0 |
2,899.0 |
-88.0 |
-2.9% |
3,150.0 |
| High |
2,997.0 |
2,917.0 |
-80.0 |
-2.7% |
3,177.0 |
| Low |
2,841.0 |
2,771.0 |
-70.0 |
-2.5% |
2,970.0 |
| Close |
2,882.0 |
2,872.0 |
-10.0 |
-0.3% |
2,984.0 |
| Range |
156.0 |
146.0 |
-10.0 |
-6.4% |
207.0 |
| ATR |
66.6 |
72.3 |
5.7 |
8.5% |
0.0 |
| Volume |
3,006,900 |
1,954,428 |
-1,052,472 |
-35.0% |
8,220,143 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,291.3 |
3,227.7 |
2,952.3 |
|
| R3 |
3,145.3 |
3,081.7 |
2,912.2 |
|
| R2 |
2,999.3 |
2,999.3 |
2,898.8 |
|
| R1 |
2,935.7 |
2,935.7 |
2,885.4 |
2,894.5 |
| PP |
2,853.3 |
2,853.3 |
2,853.3 |
2,832.8 |
| S1 |
2,789.7 |
2,789.7 |
2,858.6 |
2,748.5 |
| S2 |
2,707.3 |
2,707.3 |
2,845.2 |
|
| S3 |
2,561.3 |
2,643.7 |
2,831.9 |
|
| S4 |
2,415.3 |
2,497.7 |
2,791.7 |
|
|
| 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 |
3,025.0 |
2,771.0 |
254.0 |
8.8% |
99.8 |
3.5% |
40% |
False |
True |
2,152,608 |
| 10 |
3,177.0 |
2,771.0 |
406.0 |
14.1% |
83.3 |
2.9% |
25% |
False |
True |
1,858,419 |
| 20 |
3,293.0 |
2,771.0 |
522.0 |
18.2% |
71.3 |
2.5% |
19% |
False |
True |
1,448,949 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
18.2% |
54.6 |
1.9% |
19% |
False |
True |
896,760 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
18.2% |
51.5 |
1.8% |
19% |
False |
True |
601,718 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
18.2% |
47.5 |
1.7% |
19% |
False |
True |
451,362 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
18.6% |
42.6 |
1.5% |
19% |
False |
True |
361,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,537.5 |
|
2.618 |
3,299.2 |
|
1.618 |
3,153.2 |
|
1.000 |
3,063.0 |
|
0.618 |
3,007.2 |
|
HIGH |
2,917.0 |
|
0.618 |
2,861.2 |
|
0.500 |
2,844.0 |
|
0.382 |
2,826.8 |
|
LOW |
2,771.0 |
|
0.618 |
2,680.8 |
|
1.000 |
2,625.0 |
|
1.618 |
2,534.8 |
|
2.618 |
2,388.8 |
|
4.250 |
2,150.5 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,862.7 |
2,887.0 |
| PP |
2,853.3 |
2,882.0 |
| S1 |
2,844.0 |
2,877.0 |
|