| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
8,626.0 |
8,580.5 |
-45.5 |
-0.5% |
8,700.0 |
| High |
8,665.0 |
8,857.5 |
192.5 |
2.2% |
8,874.5 |
| Low |
8,350.0 |
8,563.0 |
213.0 |
2.6% |
8,350.0 |
| Close |
8,605.5 |
8,843.0 |
237.5 |
2.8% |
8,843.0 |
| Range |
315.0 |
294.5 |
-20.5 |
-6.5% |
524.5 |
| ATR |
191.1 |
198.4 |
7.4 |
3.9% |
0.0 |
| Volume |
184,928 |
133,372 |
-51,556 |
-27.9% |
995,194 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,638.0 |
9,535.0 |
9,005.0 |
|
| R3 |
9,343.5 |
9,240.5 |
8,924.0 |
|
| R2 |
9,049.0 |
9,049.0 |
8,897.0 |
|
| R1 |
8,946.0 |
8,946.0 |
8,870.0 |
8,997.5 |
| PP |
8,754.5 |
8,754.5 |
8,754.5 |
8,780.3 |
| S1 |
8,651.5 |
8,651.5 |
8,816.0 |
8,703.0 |
| S2 |
8,460.0 |
8,460.0 |
8,789.0 |
|
| S3 |
8,165.5 |
8,357.0 |
8,762.0 |
|
| S4 |
7,871.0 |
8,062.5 |
8,681.0 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,262.7 |
10,077.3 |
9,131.5 |
|
| R3 |
9,738.2 |
9,552.8 |
8,987.2 |
|
| R2 |
9,213.7 |
9,213.7 |
8,939.2 |
|
| R1 |
9,028.3 |
9,028.3 |
8,891.1 |
9,121.0 |
| PP |
8,689.2 |
8,689.2 |
8,689.2 |
8,735.5 |
| S1 |
8,503.8 |
8,503.8 |
8,794.9 |
8,596.5 |
| S2 |
8,164.7 |
8,164.7 |
8,746.8 |
|
| S3 |
7,640.2 |
7,979.3 |
8,698.8 |
|
| S4 |
7,115.7 |
7,454.8 |
8,554.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,874.5 |
8,350.0 |
524.5 |
5.9% |
268.2 |
3.0% |
94% |
False |
False |
199,038 |
| 10 |
9,352.5 |
8,350.0 |
1,002.5 |
11.3% |
233.5 |
2.6% |
49% |
False |
False |
188,020 |
| 20 |
9,896.0 |
8,350.0 |
1,546.0 |
17.5% |
195.2 |
2.2% |
32% |
False |
False |
151,121 |
| 40 |
9,896.0 |
8,350.0 |
1,546.0 |
17.5% |
152.8 |
1.7% |
32% |
False |
False |
85,936 |
| 60 |
9,896.0 |
8,350.0 |
1,546.0 |
17.5% |
149.5 |
1.7% |
32% |
False |
False |
57,422 |
| 80 |
10,051.0 |
8,350.0 |
1,701.0 |
19.2% |
137.7 |
1.6% |
29% |
False |
False |
43,123 |
| 100 |
10,057.5 |
8,350.0 |
1,707.5 |
19.3% |
121.3 |
1.4% |
29% |
False |
False |
34,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,109.1 |
|
2.618 |
9,628.5 |
|
1.618 |
9,334.0 |
|
1.000 |
9,152.0 |
|
0.618 |
9,039.5 |
|
HIGH |
8,857.5 |
|
0.618 |
8,745.0 |
|
0.500 |
8,710.3 |
|
0.382 |
8,675.5 |
|
LOW |
8,563.0 |
|
0.618 |
8,381.0 |
|
1.000 |
8,268.5 |
|
1.618 |
8,086.5 |
|
2.618 |
7,792.0 |
|
4.250 |
7,311.4 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
8,798.8 |
8,763.3 |
| PP |
8,754.5 |
8,683.5 |
| S1 |
8,710.3 |
8,603.8 |
|