| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
8,769.5 |
8,828.0 |
58.5 |
0.7% |
9,337.0 |
| High |
8,860.0 |
8,856.5 |
-3.5 |
0.0% |
9,352.5 |
| Low |
8,700.5 |
8,477.0 |
-223.5 |
-2.6% |
8,765.5 |
| Close |
8,839.5 |
8,575.0 |
-264.5 |
-3.0% |
8,809.5 |
| Range |
159.5 |
379.5 |
220.0 |
137.9% |
587.0 |
| ATR |
166.3 |
181.5 |
15.2 |
9.2% |
0.0 |
| Volume |
242,459 |
265,382 |
22,923 |
9.5% |
885,013 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,774.7 |
9,554.3 |
8,783.7 |
|
| R3 |
9,395.2 |
9,174.8 |
8,679.4 |
|
| R2 |
9,015.7 |
9,015.7 |
8,644.6 |
|
| R1 |
8,795.3 |
8,795.3 |
8,609.8 |
8,715.8 |
| PP |
8,636.2 |
8,636.2 |
8,636.2 |
8,596.4 |
| S1 |
8,415.8 |
8,415.8 |
8,540.2 |
8,336.3 |
| S2 |
8,256.7 |
8,256.7 |
8,505.4 |
|
| S3 |
7,877.2 |
8,036.3 |
8,470.6 |
|
| S4 |
7,497.7 |
7,656.8 |
8,366.3 |
|
|
| 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 |
8,477.0 |
666.5 |
7.8% |
236.1 |
2.8% |
15% |
False |
True |
208,484 |
| 10 |
9,523.5 |
8,477.0 |
1,046.5 |
12.2% |
217.0 |
2.5% |
9% |
False |
True |
173,948 |
| 20 |
9,896.0 |
8,477.0 |
1,419.0 |
16.5% |
173.9 |
2.0% |
7% |
False |
True |
144,887 |
| 40 |
9,896.0 |
8,477.0 |
1,419.0 |
16.5% |
141.4 |
1.6% |
7% |
False |
True |
77,996 |
| 60 |
9,896.0 |
8,477.0 |
1,419.0 |
16.5% |
142.3 |
1.7% |
7% |
False |
True |
52,121 |
| 80 |
10,051.0 |
8,477.0 |
1,574.0 |
18.4% |
131.7 |
1.5% |
6% |
False |
True |
39,150 |
| 100 |
10,057.5 |
8,477.0 |
1,580.5 |
18.4% |
116.3 |
1.4% |
6% |
False |
True |
31,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,469.4 |
|
2.618 |
9,850.0 |
|
1.618 |
9,470.5 |
|
1.000 |
9,236.0 |
|
0.618 |
9,091.0 |
|
HIGH |
8,856.5 |
|
0.618 |
8,711.5 |
|
0.500 |
8,666.8 |
|
0.382 |
8,622.0 |
|
LOW |
8,477.0 |
|
0.618 |
8,242.5 |
|
1.000 |
8,097.5 |
|
1.618 |
7,863.0 |
|
2.618 |
7,483.5 |
|
4.250 |
6,864.1 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
8,666.8 |
8,675.8 |
| PP |
8,636.2 |
8,642.2 |
| S1 |
8,605.6 |
8,608.6 |
|