| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
8,876.5 |
8,995.5 |
119.0 |
1.3% |
8,870.0 |
| High |
9,074.0 |
9,044.0 |
-30.0 |
-0.3% |
9,074.0 |
| Low |
8,817.0 |
8,953.5 |
136.5 |
1.5% |
8,641.5 |
| Close |
9,047.5 |
8,994.0 |
-53.5 |
-0.6% |
8,994.0 |
| Range |
257.0 |
90.5 |
-166.5 |
-64.8% |
432.5 |
| ATR |
204.4 |
196.5 |
-7.9 |
-3.9% |
0.0 |
| Volume |
100,532 |
142,918 |
42,386 |
42.2% |
646,139 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,268.7 |
9,221.8 |
9,043.8 |
|
| R3 |
9,178.2 |
9,131.3 |
9,018.9 |
|
| R2 |
9,087.7 |
9,087.7 |
9,010.6 |
|
| R1 |
9,040.8 |
9,040.8 |
9,002.3 |
9,019.0 |
| PP |
8,997.2 |
8,997.2 |
8,997.2 |
8,986.3 |
| S1 |
8,950.3 |
8,950.3 |
8,985.7 |
8,928.5 |
| S2 |
8,906.7 |
8,906.7 |
8,977.4 |
|
| S3 |
8,816.2 |
8,859.8 |
8,969.1 |
|
| S4 |
8,725.7 |
8,769.3 |
8,944.2 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,200.7 |
10,029.8 |
9,231.9 |
|
| R3 |
9,768.2 |
9,597.3 |
9,112.9 |
|
| R2 |
9,335.7 |
9,335.7 |
9,073.3 |
|
| R1 |
9,164.8 |
9,164.8 |
9,033.6 |
9,250.3 |
| PP |
8,903.2 |
8,903.2 |
8,903.2 |
8,945.9 |
| S1 |
8,732.3 |
8,732.3 |
8,954.4 |
8,817.8 |
| S2 |
8,470.7 |
8,470.7 |
8,914.7 |
|
| S3 |
8,038.2 |
8,299.8 |
8,875.1 |
|
| S4 |
7,605.7 |
7,867.3 |
8,756.1 |
|
|
| 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 |
8,641.5 |
432.5 |
4.8% |
195.5 |
2.2% |
82% |
False |
False |
129,227 |
| 10 |
9,074.0 |
8,350.0 |
724.0 |
8.0% |
231.9 |
2.6% |
89% |
False |
False |
164,133 |
| 20 |
9,551.5 |
8,350.0 |
1,201.5 |
13.4% |
204.5 |
2.3% |
54% |
False |
False |
154,392 |
| 40 |
9,896.0 |
8,350.0 |
1,546.0 |
17.2% |
163.8 |
1.8% |
42% |
False |
False |
101,945 |
| 60 |
9,896.0 |
8,350.0 |
1,546.0 |
17.2% |
154.7 |
1.7% |
42% |
False |
False |
68,174 |
| 80 |
10,051.0 |
8,350.0 |
1,701.0 |
18.9% |
145.1 |
1.6% |
38% |
False |
False |
51,190 |
| 100 |
10,057.5 |
8,350.0 |
1,707.5 |
19.0% |
129.4 |
1.4% |
38% |
False |
False |
40,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,428.6 |
|
2.618 |
9,280.9 |
|
1.618 |
9,190.4 |
|
1.000 |
9,134.5 |
|
0.618 |
9,099.9 |
|
HIGH |
9,044.0 |
|
0.618 |
9,009.4 |
|
0.500 |
8,998.8 |
|
0.382 |
8,988.1 |
|
LOW |
8,953.5 |
|
0.618 |
8,897.6 |
|
1.000 |
8,863.0 |
|
1.618 |
8,807.1 |
|
2.618 |
8,716.6 |
|
4.250 |
8,568.9 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
8,998.8 |
8,977.8 |
| PP |
8,997.2 |
8,961.7 |
| S1 |
8,995.6 |
8,945.5 |
|