| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
14,740 |
14,905 |
165 |
1.1% |
15,085 |
| High |
14,920 |
15,190 |
270 |
1.8% |
15,195 |
| Low |
14,545 |
14,905 |
360 |
2.5% |
14,400 |
| Close |
14,905 |
15,150 |
245 |
1.6% |
14,905 |
| Range |
375 |
285 |
-90 |
-24.0% |
795 |
| ATR |
331 |
328 |
-3 |
-1.0% |
0 |
| Volume |
29,983 |
23,006 |
-6,977 |
-23.3% |
149,775 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,937 |
15,828 |
15,307 |
|
| R3 |
15,652 |
15,543 |
15,229 |
|
| R2 |
15,367 |
15,367 |
15,202 |
|
| R1 |
15,258 |
15,258 |
15,176 |
15,313 |
| PP |
15,082 |
15,082 |
15,082 |
15,109 |
| S1 |
14,973 |
14,973 |
15,124 |
15,028 |
| S2 |
14,797 |
14,797 |
15,098 |
|
| S3 |
14,512 |
14,688 |
15,072 |
|
| S4 |
14,227 |
14,403 |
14,993 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,218 |
16,857 |
15,342 |
|
| R3 |
16,423 |
16,062 |
15,124 |
|
| R2 |
15,628 |
15,628 |
15,051 |
|
| R1 |
15,267 |
15,267 |
14,978 |
15,050 |
| PP |
14,833 |
14,833 |
14,833 |
14,725 |
| S1 |
14,472 |
14,472 |
14,832 |
14,255 |
| S2 |
14,038 |
14,038 |
14,759 |
|
| S3 |
13,243 |
13,677 |
14,687 |
|
| S4 |
12,448 |
12,882 |
14,468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,190 |
14,400 |
790 |
5.2% |
405 |
2.7% |
95% |
True |
False |
31,825 |
| 10 |
15,950 |
14,400 |
1,550 |
10.2% |
404 |
2.7% |
48% |
False |
False |
26,506 |
| 20 |
16,455 |
14,400 |
2,055 |
13.6% |
356 |
2.3% |
36% |
False |
False |
21,887 |
| 40 |
16,455 |
14,400 |
2,055 |
13.6% |
263 |
1.7% |
36% |
False |
False |
15,762 |
| 60 |
16,455 |
14,400 |
2,055 |
13.6% |
216 |
1.4% |
36% |
False |
False |
10,513 |
| 80 |
16,455 |
14,400 |
2,055 |
13.6% |
168 |
1.1% |
36% |
False |
False |
7,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,401 |
|
2.618 |
15,936 |
|
1.618 |
15,651 |
|
1.000 |
15,475 |
|
0.618 |
15,366 |
|
HIGH |
15,190 |
|
0.618 |
15,081 |
|
0.500 |
15,048 |
|
0.382 |
15,014 |
|
LOW |
14,905 |
|
0.618 |
14,729 |
|
1.000 |
14,620 |
|
1.618 |
14,444 |
|
2.618 |
14,159 |
|
4.250 |
13,694 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,116 |
15,032 |
| PP |
15,082 |
14,913 |
| S1 |
15,048 |
14,795 |
|