| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
15,285 |
15,085 |
-200 |
-1.3% |
15,950 |
| High |
15,425 |
15,195 |
-230 |
-1.5% |
16,005 |
| Low |
15,040 |
14,835 |
-205 |
-1.4% |
15,040 |
| Close |
15,090 |
14,865 |
-225 |
-1.5% |
15,090 |
| Range |
385 |
360 |
-25 |
-6.5% |
965 |
| ATR |
290 |
295 |
5 |
1.7% |
0 |
| Volume |
24,691 |
13,653 |
-11,038 |
-44.7% |
106,720 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,045 |
15,815 |
15,063 |
|
| R3 |
15,685 |
15,455 |
14,964 |
|
| R2 |
15,325 |
15,325 |
14,931 |
|
| R1 |
15,095 |
15,095 |
14,898 |
15,030 |
| PP |
14,965 |
14,965 |
14,965 |
14,933 |
| S1 |
14,735 |
14,735 |
14,832 |
14,670 |
| S2 |
14,605 |
14,605 |
14,799 |
|
| S3 |
14,245 |
14,375 |
14,766 |
|
| S4 |
13,885 |
14,015 |
14,667 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,273 |
17,647 |
15,621 |
|
| R3 |
17,308 |
16,682 |
15,356 |
|
| R2 |
16,343 |
16,343 |
15,267 |
|
| R1 |
15,717 |
15,717 |
15,179 |
15,548 |
| PP |
15,378 |
15,378 |
15,378 |
15,294 |
| S1 |
14,752 |
14,752 |
15,002 |
14,583 |
| S2 |
14,413 |
14,413 |
14,913 |
|
| S3 |
13,448 |
13,787 |
14,825 |
|
| S4 |
12,483 |
12,822 |
14,559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,950 |
14,835 |
1,115 |
7.5% |
403 |
2.7% |
3% |
False |
True |
21,187 |
| 10 |
16,315 |
14,835 |
1,480 |
10.0% |
382 |
2.6% |
2% |
False |
True |
20,982 |
| 20 |
16,455 |
14,835 |
1,620 |
10.9% |
304 |
2.0% |
2% |
False |
True |
16,924 |
| 40 |
16,455 |
14,835 |
1,620 |
10.9% |
224 |
1.5% |
2% |
False |
True |
11,786 |
| 60 |
16,455 |
14,725 |
1,730 |
11.6% |
185 |
1.2% |
8% |
False |
False |
7,862 |
| 80 |
16,455 |
14,725 |
1,730 |
11.6% |
145 |
1.0% |
8% |
False |
False |
5,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,725 |
|
2.618 |
16,138 |
|
1.618 |
15,778 |
|
1.000 |
15,555 |
|
0.618 |
15,418 |
|
HIGH |
15,195 |
|
0.618 |
15,058 |
|
0.500 |
15,015 |
|
0.382 |
14,973 |
|
LOW |
14,835 |
|
0.618 |
14,613 |
|
1.000 |
14,475 |
|
1.618 |
14,253 |
|
2.618 |
13,893 |
|
4.250 |
13,305 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,015 |
15,300 |
| PP |
14,965 |
15,155 |
| S1 |
14,915 |
15,010 |
|