| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,899.0 |
2,860.0 |
-39.0 |
-1.3% |
2,950.0 |
| High |
2,917.0 |
2,957.0 |
40.0 |
1.4% |
3,008.0 |
| Low |
2,771.0 |
2,851.0 |
80.0 |
2.9% |
2,771.0 |
| Close |
2,872.0 |
2,950.0 |
78.0 |
2.7% |
2,950.0 |
| Range |
146.0 |
106.0 |
-40.0 |
-27.4% |
237.0 |
| ATR |
72.3 |
74.7 |
2.4 |
3.3% |
0.0 |
| Volume |
1,954,428 |
1,198,086 |
-756,342 |
-38.7% |
10,494,701 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,237.3 |
3,199.7 |
3,008.3 |
|
| R3 |
3,131.3 |
3,093.7 |
2,979.2 |
|
| R2 |
3,025.3 |
3,025.3 |
2,969.4 |
|
| R1 |
2,987.7 |
2,987.7 |
2,959.7 |
3,006.5 |
| PP |
2,919.3 |
2,919.3 |
2,919.3 |
2,928.8 |
| S1 |
2,881.7 |
2,881.7 |
2,940.3 |
2,900.5 |
| S2 |
2,813.3 |
2,813.3 |
2,930.6 |
|
| S3 |
2,707.3 |
2,775.7 |
2,920.9 |
|
| S4 |
2,601.3 |
2,669.7 |
2,891.7 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,620.7 |
3,522.3 |
3,080.4 |
|
| R3 |
3,383.7 |
3,285.3 |
3,015.2 |
|
| R2 |
3,146.7 |
3,146.7 |
2,993.5 |
|
| R1 |
3,048.3 |
3,048.3 |
2,971.7 |
3,068.5 |
| PP |
2,909.7 |
2,909.7 |
2,909.7 |
2,919.8 |
| S1 |
2,811.3 |
2,811.3 |
2,928.3 |
2,831.5 |
| S2 |
2,672.7 |
2,672.7 |
2,906.6 |
|
| S3 |
2,435.7 |
2,574.3 |
2,884.8 |
|
| S4 |
2,198.7 |
2,337.3 |
2,819.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,008.0 |
2,771.0 |
237.0 |
8.0% |
110.0 |
3.7% |
76% |
False |
False |
2,098,940 |
| 10 |
3,177.0 |
2,771.0 |
406.0 |
13.8% |
90.1 |
3.1% |
44% |
False |
False |
1,871,484 |
| 20 |
3,263.0 |
2,771.0 |
492.0 |
16.7% |
74.4 |
2.5% |
36% |
False |
False |
1,477,567 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.7% |
56.2 |
1.9% |
34% |
False |
False |
926,571 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.7% |
52.4 |
1.8% |
34% |
False |
False |
621,516 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.7% |
48.2 |
1.6% |
34% |
False |
False |
466,331 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
18.1% |
43.5 |
1.5% |
33% |
False |
False |
373,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,407.5 |
|
2.618 |
3,234.5 |
|
1.618 |
3,128.5 |
|
1.000 |
3,063.0 |
|
0.618 |
3,022.5 |
|
HIGH |
2,957.0 |
|
0.618 |
2,916.5 |
|
0.500 |
2,904.0 |
|
0.382 |
2,891.5 |
|
LOW |
2,851.0 |
|
0.618 |
2,785.5 |
|
1.000 |
2,745.0 |
|
1.618 |
2,679.5 |
|
2.618 |
2,573.5 |
|
4.250 |
2,400.5 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,934.7 |
2,928.0 |
| PP |
2,919.3 |
2,906.0 |
| S1 |
2,904.0 |
2,884.0 |
|