| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,918.0 |
3,006.0 |
88.0 |
3.0% |
2,950.0 |
| High |
3,003.0 |
3,006.0 |
3.0 |
0.1% |
3,008.0 |
| Low |
2,896.0 |
2,962.0 |
66.0 |
2.3% |
2,771.0 |
| Close |
2,983.0 |
2,995.0 |
12.0 |
0.4% |
2,950.0 |
| Range |
107.0 |
44.0 |
-63.0 |
-58.9% |
237.0 |
| ATR |
76.3 |
74.0 |
-2.3 |
-3.0% |
0.0 |
| Volume |
1,384,437 |
1,351,076 |
-33,361 |
-2.4% |
10,494,701 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.7 |
3,101.3 |
3,019.2 |
|
| R3 |
3,075.7 |
3,057.3 |
3,007.1 |
|
| R2 |
3,031.7 |
3,031.7 |
3,003.1 |
|
| R1 |
3,013.3 |
3,013.3 |
2,999.0 |
3,000.5 |
| PP |
2,987.7 |
2,987.7 |
2,987.7 |
2,981.3 |
| S1 |
2,969.3 |
2,969.3 |
2,991.0 |
2,956.5 |
| S2 |
2,943.7 |
2,943.7 |
2,986.9 |
|
| S3 |
2,899.7 |
2,925.3 |
2,982.9 |
|
| S4 |
2,855.7 |
2,881.3 |
2,970.8 |
|
|
| 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 |
3,006.0 |
2,771.0 |
235.0 |
7.8% |
93.4 |
3.1% |
95% |
True |
False |
1,465,227 |
| 10 |
3,085.0 |
2,771.0 |
314.0 |
10.5% |
91.3 |
3.0% |
71% |
False |
False |
1,800,633 |
| 20 |
3,249.0 |
2,771.0 |
478.0 |
16.0% |
77.5 |
2.6% |
47% |
False |
False |
1,528,704 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.4% |
58.3 |
1.9% |
43% |
False |
False |
1,029,482 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.4% |
53.7 |
1.8% |
43% |
False |
False |
691,056 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.4% |
49.9 |
1.7% |
43% |
False |
False |
518,495 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.9% |
45.3 |
1.5% |
42% |
False |
False |
414,977 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.9% |
41.2 |
1.4% |
42% |
False |
False |
345,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,193.0 |
|
2.618 |
3,121.2 |
|
1.618 |
3,077.2 |
|
1.000 |
3,050.0 |
|
0.618 |
3,033.2 |
|
HIGH |
3,006.0 |
|
0.618 |
2,989.2 |
|
0.500 |
2,984.0 |
|
0.382 |
2,978.8 |
|
LOW |
2,962.0 |
|
0.618 |
2,934.8 |
|
1.000 |
2,918.0 |
|
1.618 |
2,890.8 |
|
2.618 |
2,846.8 |
|
4.250 |
2,775.0 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,991.3 |
2,980.3 |
| PP |
2,987.7 |
2,965.7 |
| S1 |
2,984.0 |
2,951.0 |
|