| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
8,728.0 |
8,948.0 |
220.0 |
2.5% |
8,700.0 |
| High |
8,945.0 |
8,962.5 |
17.5 |
0.2% |
8,874.5 |
| Low |
8,641.5 |
8,840.0 |
198.5 |
2.3% |
8,350.0 |
| Close |
8,887.5 |
8,925.5 |
38.0 |
0.4% |
8,843.0 |
| Range |
303.5 |
122.5 |
-181.0 |
-59.6% |
524.5 |
| ATR |
206.3 |
200.3 |
-6.0 |
-2.9% |
0.0 |
| Volume |
118,583 |
141,450 |
22,867 |
19.3% |
995,194 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,276.8 |
9,223.7 |
8,992.9 |
|
| R3 |
9,154.3 |
9,101.2 |
8,959.2 |
|
| R2 |
9,031.8 |
9,031.8 |
8,948.0 |
|
| R1 |
8,978.7 |
8,978.7 |
8,936.7 |
8,944.0 |
| PP |
8,909.3 |
8,909.3 |
8,909.3 |
8,892.0 |
| S1 |
8,856.2 |
8,856.2 |
8,914.3 |
8,821.5 |
| S2 |
8,786.8 |
8,786.8 |
8,903.0 |
|
| S3 |
8,664.3 |
8,733.7 |
8,891.8 |
|
| S4 |
8,541.8 |
8,611.2 |
8,858.1 |
|
|
| 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 |
8,962.5 |
8,350.0 |
612.5 |
6.9% |
247.9 |
2.8% |
94% |
True |
False |
144,197 |
| 10 |
9,143.5 |
8,350.0 |
793.5 |
8.9% |
242.0 |
2.7% |
73% |
False |
False |
176,341 |
| 20 |
9,725.0 |
8,350.0 |
1,375.0 |
15.4% |
207.4 |
2.3% |
42% |
False |
False |
155,195 |
| 40 |
9,896.0 |
8,350.0 |
1,546.0 |
17.3% |
160.0 |
1.8% |
37% |
False |
False |
95,986 |
| 60 |
9,896.0 |
8,350.0 |
1,546.0 |
17.3% |
152.9 |
1.7% |
37% |
False |
False |
64,124 |
| 80 |
10,051.0 |
8,350.0 |
1,701.0 |
19.1% |
142.4 |
1.6% |
34% |
False |
False |
48,152 |
| 100 |
10,057.5 |
8,350.0 |
1,707.5 |
19.1% |
126.8 |
1.4% |
34% |
False |
False |
38,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,483.1 |
|
2.618 |
9,283.2 |
|
1.618 |
9,160.7 |
|
1.000 |
9,085.0 |
|
0.618 |
9,038.2 |
|
HIGH |
8,962.5 |
|
0.618 |
8,915.7 |
|
0.500 |
8,901.3 |
|
0.382 |
8,886.8 |
|
LOW |
8,840.0 |
|
0.618 |
8,764.3 |
|
1.000 |
8,717.5 |
|
1.618 |
8,641.8 |
|
2.618 |
8,519.3 |
|
4.250 |
8,319.4 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
8,917.4 |
8,884.3 |
| PP |
8,909.3 |
8,843.2 |
| S1 |
8,901.3 |
8,802.0 |
|