| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
8,870.0 |
8,728.0 |
-142.0 |
-1.6% |
8,700.0 |
| High |
8,885.0 |
8,945.0 |
60.0 |
0.7% |
8,874.5 |
| Low |
8,681.0 |
8,641.5 |
-39.5 |
-0.5% |
8,350.0 |
| Close |
8,721.5 |
8,887.5 |
166.0 |
1.9% |
8,843.0 |
| Range |
204.0 |
303.5 |
99.5 |
48.8% |
524.5 |
| ATR |
198.8 |
206.3 |
7.5 |
3.8% |
0.0 |
| Volume |
142,656 |
118,583 |
-24,073 |
-16.9% |
995,194 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,735.2 |
9,614.8 |
9,054.4 |
|
| R3 |
9,431.7 |
9,311.3 |
8,971.0 |
|
| R2 |
9,128.2 |
9,128.2 |
8,943.1 |
|
| R1 |
9,007.8 |
9,007.8 |
8,915.3 |
9,068.0 |
| PP |
8,824.7 |
8,824.7 |
8,824.7 |
8,854.8 |
| S1 |
8,704.3 |
8,704.3 |
8,859.7 |
8,764.5 |
| S2 |
8,521.2 |
8,521.2 |
8,831.9 |
|
| S3 |
8,217.7 |
8,400.8 |
8,804.0 |
|
| S4 |
7,914.2 |
8,097.3 |
8,720.6 |
|
|
| 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 |
8,945.0 |
8,350.0 |
595.0 |
6.7% |
299.3 |
3.4% |
90% |
True |
False |
168,984 |
| 10 |
9,143.5 |
8,350.0 |
793.5 |
8.9% |
246.5 |
2.8% |
68% |
False |
False |
182,761 |
| 20 |
9,750.0 |
8,350.0 |
1,400.0 |
15.8% |
210.2 |
2.4% |
38% |
False |
False |
153,609 |
| 40 |
9,896.0 |
8,350.0 |
1,546.0 |
17.4% |
159.5 |
1.8% |
35% |
False |
False |
92,455 |
| 60 |
9,896.0 |
8,350.0 |
1,546.0 |
17.4% |
153.1 |
1.7% |
35% |
False |
False |
61,771 |
| 80 |
10,051.0 |
8,350.0 |
1,701.0 |
19.1% |
141.9 |
1.6% |
32% |
False |
False |
46,385 |
| 100 |
10,057.5 |
8,350.0 |
1,707.5 |
19.2% |
126.0 |
1.4% |
31% |
False |
False |
37,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,234.9 |
|
2.618 |
9,739.6 |
|
1.618 |
9,436.1 |
|
1.000 |
9,248.5 |
|
0.618 |
9,132.6 |
|
HIGH |
8,945.0 |
|
0.618 |
8,829.1 |
|
0.500 |
8,793.3 |
|
0.382 |
8,757.4 |
|
LOW |
8,641.5 |
|
0.618 |
8,453.9 |
|
1.000 |
8,338.0 |
|
1.618 |
8,150.4 |
|
2.618 |
7,846.9 |
|
4.250 |
7,351.6 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
8,856.1 |
8,843.0 |
| PP |
8,824.7 |
8,798.5 |
| S1 |
8,793.3 |
8,754.0 |
|