| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,006.0 |
2,976.0 |
-30.0 |
-1.0% |
2,950.0 |
| High |
3,006.0 |
3,043.0 |
37.0 |
1.2% |
3,008.0 |
| Low |
2,962.0 |
2,962.0 |
0.0 |
0.0% |
2,771.0 |
| Close |
2,995.0 |
3,034.0 |
39.0 |
1.3% |
2,950.0 |
| Range |
44.0 |
81.0 |
37.0 |
84.1% |
237.0 |
| ATR |
74.0 |
74.5 |
0.5 |
0.7% |
0.0 |
| Volume |
1,351,076 |
950,927 |
-400,149 |
-29.6% |
10,494,701 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,256.0 |
3,226.0 |
3,078.6 |
|
| R3 |
3,175.0 |
3,145.0 |
3,056.3 |
|
| R2 |
3,094.0 |
3,094.0 |
3,048.9 |
|
| R1 |
3,064.0 |
3,064.0 |
3,041.4 |
3,079.0 |
| PP |
3,013.0 |
3,013.0 |
3,013.0 |
3,020.5 |
| S1 |
2,983.0 |
2,983.0 |
3,026.6 |
2,998.0 |
| S2 |
2,932.0 |
2,932.0 |
3,019.2 |
|
| S3 |
2,851.0 |
2,902.0 |
3,011.7 |
|
| S4 |
2,770.0 |
2,821.0 |
2,989.5 |
|
|
| 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 |
3,043.0 |
2,851.0 |
192.0 |
6.3% |
80.4 |
2.6% |
95% |
True |
False |
1,264,526 |
| 10 |
3,043.0 |
2,771.0 |
272.0 |
9.0% |
90.1 |
3.0% |
97% |
True |
False |
1,708,567 |
| 20 |
3,231.0 |
2,771.0 |
460.0 |
15.2% |
78.1 |
2.6% |
57% |
False |
False |
1,530,486 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
59.8 |
2.0% |
50% |
False |
False |
1,052,533 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
54.2 |
1.8% |
50% |
False |
False |
706,864 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
50.6 |
1.7% |
50% |
False |
False |
530,380 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.6% |
45.9 |
1.5% |
49% |
False |
False |
424,487 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.6% |
41.8 |
1.4% |
49% |
False |
False |
353,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,387.3 |
|
2.618 |
3,255.1 |
|
1.618 |
3,174.1 |
|
1.000 |
3,124.0 |
|
0.618 |
3,093.1 |
|
HIGH |
3,043.0 |
|
0.618 |
3,012.1 |
|
0.500 |
3,002.5 |
|
0.382 |
2,992.9 |
|
LOW |
2,962.0 |
|
0.618 |
2,911.9 |
|
1.000 |
2,881.0 |
|
1.618 |
2,830.9 |
|
2.618 |
2,749.9 |
|
4.250 |
2,617.8 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,023.5 |
3,012.5 |
| PP |
3,013.0 |
2,991.0 |
| S1 |
3,002.5 |
2,969.5 |
|