| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
8,828.0 |
8,626.0 |
-202.0 |
-2.3% |
9,337.0 |
| High |
8,856.5 |
8,665.0 |
-191.5 |
-2.2% |
9,352.5 |
| Low |
8,477.0 |
8,350.0 |
-127.0 |
-1.5% |
8,765.5 |
| Close |
8,575.0 |
8,605.5 |
30.5 |
0.4% |
8,809.5 |
| Range |
379.5 |
315.0 |
-64.5 |
-17.0% |
587.0 |
| ATR |
181.5 |
191.1 |
9.5 |
5.3% |
0.0 |
| Volume |
265,382 |
184,928 |
-80,454 |
-30.3% |
885,013 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,485.2 |
9,360.3 |
8,778.8 |
|
| R3 |
9,170.2 |
9,045.3 |
8,692.1 |
|
| R2 |
8,855.2 |
8,855.2 |
8,663.3 |
|
| R1 |
8,730.3 |
8,730.3 |
8,634.4 |
8,635.3 |
| PP |
8,540.2 |
8,540.2 |
8,540.2 |
8,492.6 |
| S1 |
8,415.3 |
8,415.3 |
8,576.6 |
8,320.3 |
| S2 |
8,225.2 |
8,225.2 |
8,547.8 |
|
| S3 |
7,910.2 |
8,100.3 |
8,518.9 |
|
| S4 |
7,595.2 |
7,785.3 |
8,432.3 |
|
|
| 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 |
8,961.5 |
8,350.0 |
611.5 |
7.1% |
248.5 |
2.9% |
42% |
False |
True |
202,637 |
| 10 |
9,416.0 |
8,350.0 |
1,066.0 |
12.4% |
229.1 |
2.7% |
24% |
False |
True |
174,683 |
| 20 |
9,896.0 |
8,350.0 |
1,546.0 |
18.0% |
186.2 |
2.2% |
17% |
False |
True |
150,598 |
| 40 |
9,896.0 |
8,350.0 |
1,546.0 |
18.0% |
147.5 |
1.7% |
17% |
False |
True |
82,615 |
| 60 |
9,896.0 |
8,350.0 |
1,546.0 |
18.0% |
146.2 |
1.7% |
17% |
False |
True |
55,201 |
| 80 |
10,051.0 |
8,350.0 |
1,701.0 |
19.8% |
134.9 |
1.6% |
15% |
False |
True |
41,460 |
| 100 |
10,057.5 |
8,350.0 |
1,707.5 |
19.8% |
118.8 |
1.4% |
15% |
False |
True |
33,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,003.8 |
|
2.618 |
9,489.7 |
|
1.618 |
9,174.7 |
|
1.000 |
8,980.0 |
|
0.618 |
8,859.7 |
|
HIGH |
8,665.0 |
|
0.618 |
8,544.7 |
|
0.500 |
8,507.5 |
|
0.382 |
8,470.3 |
|
LOW |
8,350.0 |
|
0.618 |
8,155.3 |
|
1.000 |
8,035.0 |
|
1.618 |
7,840.3 |
|
2.618 |
7,525.3 |
|
4.250 |
7,011.3 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
8,572.8 |
8,605.3 |
| PP |
8,540.2 |
8,605.2 |
| S1 |
8,507.5 |
8,605.0 |
|