| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
8,580.5 |
8,870.0 |
289.5 |
3.4% |
8,700.0 |
| High |
8,857.5 |
8,885.0 |
27.5 |
0.3% |
8,874.5 |
| Low |
8,563.0 |
8,681.0 |
118.0 |
1.4% |
8,350.0 |
| Close |
8,843.0 |
8,721.5 |
-121.5 |
-1.4% |
8,843.0 |
| Range |
294.5 |
204.0 |
-90.5 |
-30.7% |
524.5 |
| ATR |
198.4 |
198.8 |
0.4 |
0.2% |
0.0 |
| Volume |
133,372 |
142,656 |
9,284 |
7.0% |
995,194 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,374.5 |
9,252.0 |
8,833.7 |
|
| R3 |
9,170.5 |
9,048.0 |
8,777.6 |
|
| R2 |
8,966.5 |
8,966.5 |
8,758.9 |
|
| R1 |
8,844.0 |
8,844.0 |
8,740.2 |
8,803.3 |
| PP |
8,762.5 |
8,762.5 |
8,762.5 |
8,742.1 |
| S1 |
8,640.0 |
8,640.0 |
8,702.8 |
8,599.3 |
| S2 |
8,558.5 |
8,558.5 |
8,684.1 |
|
| S3 |
8,354.5 |
8,436.0 |
8,665.4 |
|
| S4 |
8,150.5 |
8,232.0 |
8,609.3 |
|
|
| 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 |
8,885.0 |
8,350.0 |
535.0 |
6.1% |
270.5 |
3.1% |
69% |
True |
False |
193,759 |
| 10 |
9,182.0 |
8,350.0 |
832.0 |
9.5% |
233.3 |
2.7% |
45% |
False |
False |
187,316 |
| 20 |
9,817.0 |
8,350.0 |
1,467.0 |
16.8% |
199.7 |
2.3% |
25% |
False |
False |
154,094 |
| 40 |
9,896.0 |
8,350.0 |
1,546.0 |
17.7% |
154.8 |
1.8% |
24% |
False |
False |
89,495 |
| 60 |
9,896.0 |
8,350.0 |
1,546.0 |
17.7% |
150.8 |
1.7% |
24% |
False |
False |
59,798 |
| 80 |
10,051.0 |
8,350.0 |
1,701.0 |
19.5% |
138.6 |
1.6% |
22% |
False |
False |
44,904 |
| 100 |
10,057.5 |
8,350.0 |
1,707.5 |
19.6% |
123.3 |
1.4% |
22% |
False |
False |
35,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,752.0 |
|
2.618 |
9,419.1 |
|
1.618 |
9,215.1 |
|
1.000 |
9,089.0 |
|
0.618 |
9,011.1 |
|
HIGH |
8,885.0 |
|
0.618 |
8,807.1 |
|
0.500 |
8,783.0 |
|
0.382 |
8,758.9 |
|
LOW |
8,681.0 |
|
0.618 |
8,554.9 |
|
1.000 |
8,477.0 |
|
1.618 |
8,350.9 |
|
2.618 |
8,146.9 |
|
4.250 |
7,814.0 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
8,783.0 |
8,686.8 |
| PP |
8,762.5 |
8,652.2 |
| S1 |
8,742.0 |
8,617.5 |
|