| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,954.0 |
2,918.0 |
-36.0 |
-1.2% |
2,950.0 |
| High |
2,963.0 |
3,003.0 |
40.0 |
1.3% |
3,008.0 |
| Low |
2,899.0 |
2,896.0 |
-3.0 |
-0.1% |
2,771.0 |
| Close |
2,922.0 |
2,983.0 |
61.0 |
2.1% |
2,950.0 |
| Range |
64.0 |
107.0 |
43.0 |
67.2% |
237.0 |
| ATR |
74.0 |
76.3 |
2.4 |
3.2% |
0.0 |
| Volume |
1,438,108 |
1,384,437 |
-53,671 |
-3.7% |
10,494,701 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,281.7 |
3,239.3 |
3,041.9 |
|
| R3 |
3,174.7 |
3,132.3 |
3,012.4 |
|
| R2 |
3,067.7 |
3,067.7 |
3,002.6 |
|
| R1 |
3,025.3 |
3,025.3 |
2,992.8 |
3,046.5 |
| PP |
2,960.7 |
2,960.7 |
2,960.7 |
2,971.3 |
| S1 |
2,918.3 |
2,918.3 |
2,973.2 |
2,939.5 |
| S2 |
2,853.7 |
2,853.7 |
2,963.4 |
|
| S3 |
2,746.7 |
2,811.3 |
2,953.6 |
|
| S4 |
2,639.7 |
2,704.3 |
2,924.2 |
|
|
| 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 |
7.8% |
115.8 |
3.9% |
91% |
True |
False |
1,796,391 |
| 10 |
3,088.0 |
2,771.0 |
317.0 |
10.6% |
92.6 |
3.1% |
67% |
False |
False |
1,863,669 |
| 20 |
3,249.0 |
2,771.0 |
478.0 |
16.0% |
78.5 |
2.6% |
44% |
False |
False |
1,519,053 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.5% |
58.4 |
2.0% |
41% |
False |
False |
997,045 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.5% |
53.6 |
1.8% |
41% |
False |
False |
668,546 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.5% |
49.6 |
1.7% |
41% |
False |
False |
501,611 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.9% |
45.0 |
1.5% |
40% |
False |
False |
401,468 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.9% |
41.1 |
1.4% |
40% |
False |
False |
334,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,457.8 |
|
2.618 |
3,283.1 |
|
1.618 |
3,176.1 |
|
1.000 |
3,110.0 |
|
0.618 |
3,069.1 |
|
HIGH |
3,003.0 |
|
0.618 |
2,962.1 |
|
0.500 |
2,949.5 |
|
0.382 |
2,936.9 |
|
LOW |
2,896.0 |
|
0.618 |
2,829.9 |
|
1.000 |
2,789.0 |
|
1.618 |
2,722.9 |
|
2.618 |
2,615.9 |
|
4.250 |
2,441.3 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,971.8 |
2,964.3 |
| PP |
2,960.7 |
2,945.7 |
| S1 |
2,949.5 |
2,927.0 |
|