| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
8,700.0 |
8,769.5 |
69.5 |
0.8% |
9,337.0 |
| High |
8,874.5 |
8,860.0 |
-14.5 |
-0.2% |
9,352.5 |
| Low |
8,682.0 |
8,700.5 |
18.5 |
0.2% |
8,765.5 |
| Close |
8,808.5 |
8,839.5 |
31.0 |
0.4% |
8,809.5 |
| Range |
192.5 |
159.5 |
-33.0 |
-17.1% |
587.0 |
| ATR |
166.8 |
166.3 |
-0.5 |
-0.3% |
0.0 |
| Volume |
169,053 |
242,459 |
73,406 |
43.4% |
885,013 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,278.5 |
9,218.5 |
8,927.2 |
|
| R3 |
9,119.0 |
9,059.0 |
8,883.4 |
|
| R2 |
8,959.5 |
8,959.5 |
8,868.7 |
|
| R1 |
8,899.5 |
8,899.5 |
8,854.1 |
8,929.5 |
| PP |
8,800.0 |
8,800.0 |
8,800.0 |
8,815.0 |
| S1 |
8,740.0 |
8,740.0 |
8,824.9 |
8,770.0 |
| S2 |
8,640.5 |
8,640.5 |
8,810.3 |
|
| S3 |
8,481.0 |
8,580.5 |
8,795.6 |
|
| S4 |
8,321.5 |
8,421.0 |
8,751.8 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,736.8 |
10,360.2 |
9,132.4 |
|
| R3 |
10,149.8 |
9,773.2 |
8,970.9 |
|
| R2 |
9,562.8 |
9,562.8 |
8,917.1 |
|
| R1 |
9,186.2 |
9,186.2 |
8,863.3 |
9,081.0 |
| PP |
8,975.8 |
8,975.8 |
8,975.8 |
8,923.3 |
| S1 |
8,599.2 |
8,599.2 |
8,755.7 |
8,494.0 |
| S2 |
8,388.8 |
8,388.8 |
8,701.9 |
|
| S3 |
7,801.8 |
8,012.2 |
8,648.1 |
|
| S4 |
7,214.8 |
7,425.2 |
8,486.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,143.5 |
8,682.0 |
461.5 |
5.2% |
193.6 |
2.2% |
34% |
False |
False |
196,539 |
| 10 |
9,523.5 |
8,682.0 |
841.5 |
9.5% |
188.4 |
2.1% |
19% |
False |
False |
160,961 |
| 20 |
9,896.0 |
8,682.0 |
1,214.0 |
13.7% |
159.4 |
1.8% |
13% |
False |
False |
134,844 |
| 40 |
9,896.0 |
8,682.0 |
1,214.0 |
13.7% |
133.7 |
1.5% |
13% |
False |
False |
71,367 |
| 60 |
9,896.0 |
8,682.0 |
1,214.0 |
13.7% |
138.2 |
1.6% |
13% |
False |
False |
47,699 |
| 80 |
10,051.0 |
8,682.0 |
1,369.0 |
15.5% |
128.4 |
1.5% |
12% |
False |
False |
35,834 |
| 100 |
10,057.5 |
8,682.0 |
1,375.5 |
15.6% |
113.1 |
1.3% |
11% |
False |
False |
28,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,537.9 |
|
2.618 |
9,277.6 |
|
1.618 |
9,118.1 |
|
1.000 |
9,019.5 |
|
0.618 |
8,958.6 |
|
HIGH |
8,860.0 |
|
0.618 |
8,799.1 |
|
0.500 |
8,780.3 |
|
0.382 |
8,761.4 |
|
LOW |
8,700.5 |
|
0.618 |
8,601.9 |
|
1.000 |
8,541.0 |
|
1.618 |
8,442.4 |
|
2.618 |
8,282.9 |
|
4.250 |
8,022.6 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
8,819.8 |
8,833.6 |
| PP |
8,800.0 |
8,827.7 |
| S1 |
8,780.3 |
8,821.8 |
|