| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
14,865 |
14,995 |
130 |
0.9% |
15,950 |
| High |
15,140 |
15,120 |
-20 |
-0.1% |
16,005 |
| Low |
14,825 |
14,510 |
-315 |
-2.1% |
15,040 |
| Close |
14,960 |
14,695 |
-265 |
-1.8% |
15,090 |
| Range |
315 |
610 |
295 |
93.7% |
965 |
| ATR |
296 |
319 |
22 |
7.6% |
0 |
| Volume |
24,666 |
41,158 |
16,492 |
66.9% |
106,720 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,605 |
16,260 |
15,031 |
|
| R3 |
15,995 |
15,650 |
14,863 |
|
| R2 |
15,385 |
15,385 |
14,807 |
|
| R1 |
15,040 |
15,040 |
14,751 |
14,908 |
| PP |
14,775 |
14,775 |
14,775 |
14,709 |
| S1 |
14,430 |
14,430 |
14,639 |
14,298 |
| S2 |
14,165 |
14,165 |
14,583 |
|
| S3 |
13,555 |
13,820 |
14,527 |
|
| S4 |
12,945 |
13,210 |
14,360 |
|
|
| 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 |
15,765 |
14,510 |
1,255 |
8.5% |
445 |
3.0% |
15% |
False |
True |
26,036 |
| 10 |
16,005 |
14,510 |
1,495 |
10.2% |
412 |
2.8% |
12% |
False |
True |
24,278 |
| 20 |
16,455 |
14,510 |
1,945 |
13.2% |
331 |
2.3% |
10% |
False |
True |
19,025 |
| 40 |
16,455 |
14,510 |
1,945 |
13.2% |
244 |
1.7% |
10% |
False |
True |
13,431 |
| 60 |
16,455 |
14,510 |
1,945 |
13.2% |
199 |
1.4% |
10% |
False |
True |
8,959 |
| 80 |
16,455 |
14,510 |
1,945 |
13.2% |
156 |
1.1% |
10% |
False |
True |
6,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,713 |
|
2.618 |
16,717 |
|
1.618 |
16,107 |
|
1.000 |
15,730 |
|
0.618 |
15,497 |
|
HIGH |
15,120 |
|
0.618 |
14,887 |
|
0.500 |
14,815 |
|
0.382 |
14,743 |
|
LOW |
14,510 |
|
0.618 |
14,133 |
|
1.000 |
13,900 |
|
1.618 |
13,523 |
|
2.618 |
12,913 |
|
4.250 |
11,918 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,815 |
14,853 |
| PP |
14,775 |
14,800 |
| S1 |
14,735 |
14,748 |
|