| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
8,948.0 |
8,876.5 |
-71.5 |
-0.8% |
8,700.0 |
| High |
8,962.5 |
9,074.0 |
111.5 |
1.2% |
8,874.5 |
| Low |
8,840.0 |
8,817.0 |
-23.0 |
-0.3% |
8,350.0 |
| Close |
8,925.5 |
9,047.5 |
122.0 |
1.4% |
8,843.0 |
| Range |
122.5 |
257.0 |
134.5 |
109.8% |
524.5 |
| ATR |
200.3 |
204.4 |
4.0 |
2.0% |
0.0 |
| Volume |
141,450 |
100,532 |
-40,918 |
-28.9% |
995,194 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,750.5 |
9,656.0 |
9,188.9 |
|
| R3 |
9,493.5 |
9,399.0 |
9,118.2 |
|
| R2 |
9,236.5 |
9,236.5 |
9,094.6 |
|
| R1 |
9,142.0 |
9,142.0 |
9,071.1 |
9,189.3 |
| PP |
8,979.5 |
8,979.5 |
8,979.5 |
9,003.1 |
| S1 |
8,885.0 |
8,885.0 |
9,023.9 |
8,932.3 |
| S2 |
8,722.5 |
8,722.5 |
9,000.4 |
|
| S3 |
8,465.5 |
8,628.0 |
8,976.8 |
|
| S4 |
8,208.5 |
8,371.0 |
8,906.2 |
|
|
| 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 |
9,074.0 |
8,563.0 |
511.0 |
5.6% |
236.3 |
2.6% |
95% |
True |
False |
127,318 |
| 10 |
9,074.0 |
8,350.0 |
724.0 |
8.0% |
242.4 |
2.7% |
96% |
True |
False |
164,978 |
| 20 |
9,725.0 |
8,350.0 |
1,375.0 |
15.2% |
212.7 |
2.4% |
51% |
False |
False |
153,082 |
| 40 |
9,896.0 |
8,350.0 |
1,546.0 |
17.1% |
162.8 |
1.8% |
45% |
False |
False |
98,461 |
| 60 |
9,896.0 |
8,350.0 |
1,546.0 |
17.1% |
155.3 |
1.7% |
45% |
False |
False |
65,796 |
| 80 |
10,051.0 |
8,350.0 |
1,701.0 |
18.8% |
144.5 |
1.6% |
41% |
False |
False |
49,406 |
| 100 |
10,057.5 |
8,350.0 |
1,707.5 |
18.9% |
129.0 |
1.4% |
41% |
False |
False |
39,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,166.3 |
|
2.618 |
9,746.8 |
|
1.618 |
9,489.8 |
|
1.000 |
9,331.0 |
|
0.618 |
9,232.8 |
|
HIGH |
9,074.0 |
|
0.618 |
8,975.8 |
|
0.500 |
8,945.5 |
|
0.382 |
8,915.2 |
|
LOW |
8,817.0 |
|
0.618 |
8,658.2 |
|
1.000 |
8,560.0 |
|
1.618 |
8,401.2 |
|
2.618 |
8,144.2 |
|
4.250 |
7,724.8 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,013.5 |
8,984.3 |
| PP |
8,979.5 |
8,921.0 |
| S1 |
8,945.5 |
8,857.8 |
|