| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,860.0 |
2,954.0 |
94.0 |
3.3% |
2,950.0 |
| High |
2,957.0 |
2,963.0 |
6.0 |
0.2% |
3,008.0 |
| Low |
2,851.0 |
2,899.0 |
48.0 |
1.7% |
2,771.0 |
| Close |
2,950.0 |
2,922.0 |
-28.0 |
-0.9% |
2,950.0 |
| Range |
106.0 |
64.0 |
-42.0 |
-39.6% |
237.0 |
| ATR |
74.7 |
74.0 |
-0.8 |
-1.0% |
0.0 |
| Volume |
1,198,086 |
1,438,108 |
240,022 |
20.0% |
10,494,701 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,120.0 |
3,085.0 |
2,957.2 |
|
| R3 |
3,056.0 |
3,021.0 |
2,939.6 |
|
| R2 |
2,992.0 |
2,992.0 |
2,933.7 |
|
| R1 |
2,957.0 |
2,957.0 |
2,927.9 |
2,942.5 |
| PP |
2,928.0 |
2,928.0 |
2,928.0 |
2,920.8 |
| S1 |
2,893.0 |
2,893.0 |
2,916.1 |
2,878.5 |
| S2 |
2,864.0 |
2,864.0 |
2,910.3 |
|
| S3 |
2,800.0 |
2,829.0 |
2,904.4 |
|
| S4 |
2,736.0 |
2,765.0 |
2,886.8 |
|
|
| 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 |
3,003.0 |
2,771.0 |
232.0 |
7.9% |
107.8 |
3.7% |
65% |
False |
False |
2,041,860 |
| 10 |
3,115.0 |
2,771.0 |
344.0 |
11.8% |
89.5 |
3.1% |
44% |
False |
False |
1,885,050 |
| 20 |
3,249.0 |
2,771.0 |
478.0 |
16.4% |
76.0 |
2.6% |
32% |
False |
False |
1,494,161 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.9% |
56.7 |
1.9% |
29% |
False |
False |
962,462 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.9% |
52.5 |
1.8% |
29% |
False |
False |
645,480 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.9% |
48.7 |
1.7% |
29% |
False |
False |
484,306 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
18.3% |
44.1 |
1.5% |
28% |
False |
False |
387,624 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
18.3% |
40.5 |
1.4% |
28% |
False |
False |
323,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,235.0 |
|
2.618 |
3,130.6 |
|
1.618 |
3,066.6 |
|
1.000 |
3,027.0 |
|
0.618 |
3,002.6 |
|
HIGH |
2,963.0 |
|
0.618 |
2,938.6 |
|
0.500 |
2,931.0 |
|
0.382 |
2,923.4 |
|
LOW |
2,899.0 |
|
0.618 |
2,859.4 |
|
1.000 |
2,835.0 |
|
1.618 |
2,795.4 |
|
2.618 |
2,731.4 |
|
4.250 |
2,627.0 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,931.0 |
2,903.7 |
| PP |
2,928.0 |
2,885.3 |
| S1 |
2,925.0 |
2,867.0 |
|