| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
14,995 |
14,710 |
-285 |
-1.9% |
15,950 |
| High |
15,120 |
14,840 |
-280 |
-1.9% |
16,005 |
| Low |
14,510 |
14,400 |
-110 |
-0.8% |
15,040 |
| Close |
14,695 |
14,710 |
15 |
0.1% |
15,090 |
| Range |
610 |
440 |
-170 |
-27.9% |
965 |
| ATR |
319 |
327 |
9 |
2.7% |
0 |
| Volume |
41,158 |
40,315 |
-843 |
-2.0% |
106,720 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,970 |
15,780 |
14,952 |
|
| R3 |
15,530 |
15,340 |
14,831 |
|
| R2 |
15,090 |
15,090 |
14,791 |
|
| R1 |
14,900 |
14,900 |
14,750 |
14,930 |
| PP |
14,650 |
14,650 |
14,650 |
14,665 |
| S1 |
14,460 |
14,460 |
14,670 |
14,490 |
| S2 |
14,210 |
14,210 |
14,629 |
|
| S3 |
13,770 |
14,020 |
14,589 |
|
| S4 |
13,330 |
13,580 |
14,468 |
|
|
| 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 |
15,425 |
14,400 |
1,025 |
7.0% |
422 |
2.9% |
30% |
False |
True |
28,896 |
| 10 |
16,005 |
14,400 |
1,605 |
10.9% |
401 |
2.7% |
19% |
False |
True |
24,733 |
| 20 |
16,455 |
14,400 |
2,055 |
14.0% |
342 |
2.3% |
15% |
False |
True |
20,369 |
| 40 |
16,455 |
14,400 |
2,055 |
14.0% |
251 |
1.7% |
15% |
False |
True |
14,438 |
| 60 |
16,455 |
14,400 |
2,055 |
14.0% |
207 |
1.4% |
15% |
False |
True |
9,631 |
| 80 |
16,455 |
14,400 |
2,055 |
14.0% |
161 |
1.1% |
15% |
False |
True |
7,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,710 |
|
2.618 |
15,992 |
|
1.618 |
15,552 |
|
1.000 |
15,280 |
|
0.618 |
15,112 |
|
HIGH |
14,840 |
|
0.618 |
14,672 |
|
0.500 |
14,620 |
|
0.382 |
14,568 |
|
LOW |
14,400 |
|
0.618 |
14,128 |
|
1.000 |
13,960 |
|
1.618 |
13,688 |
|
2.618 |
13,248 |
|
4.250 |
12,530 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,680 |
14,770 |
| PP |
14,650 |
14,750 |
| S1 |
14,620 |
14,730 |
|