| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
15,195 |
15,125 |
-70 |
-0.5% |
15,085 |
| High |
15,225 |
15,310 |
85 |
0.6% |
15,195 |
| Low |
14,785 |
15,030 |
245 |
1.7% |
14,400 |
| Close |
15,115 |
15,140 |
25 |
0.2% |
14,905 |
| Range |
440 |
280 |
-160 |
-36.4% |
795 |
| ATR |
336 |
332 |
-4 |
-1.2% |
0 |
| Volume |
24,420 |
20,508 |
-3,912 |
-16.0% |
149,775 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,000 |
15,850 |
15,294 |
|
| R3 |
15,720 |
15,570 |
15,217 |
|
| R2 |
15,440 |
15,440 |
15,191 |
|
| R1 |
15,290 |
15,290 |
15,166 |
15,365 |
| PP |
15,160 |
15,160 |
15,160 |
15,198 |
| S1 |
15,010 |
15,010 |
15,114 |
15,085 |
| S2 |
14,880 |
14,880 |
15,089 |
|
| S3 |
14,600 |
14,730 |
15,063 |
|
| S4 |
14,320 |
14,450 |
14,986 |
|
|
| 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 |
15,310 |
14,400 |
910 |
6.0% |
364 |
2.4% |
81% |
True |
False |
27,646 |
| 10 |
15,765 |
14,400 |
1,365 |
9.0% |
405 |
2.7% |
54% |
False |
False |
26,841 |
| 20 |
16,455 |
14,400 |
2,055 |
13.6% |
369 |
2.4% |
36% |
False |
False |
23,136 |
| 40 |
16,455 |
14,400 |
2,055 |
13.6% |
277 |
1.8% |
36% |
False |
False |
16,883 |
| 60 |
16,455 |
14,400 |
2,055 |
13.6% |
226 |
1.5% |
36% |
False |
False |
11,262 |
| 80 |
16,455 |
14,400 |
2,055 |
13.6% |
177 |
1.2% |
36% |
False |
False |
8,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,500 |
|
2.618 |
16,043 |
|
1.618 |
15,763 |
|
1.000 |
15,590 |
|
0.618 |
15,483 |
|
HIGH |
15,310 |
|
0.618 |
15,203 |
|
0.500 |
15,170 |
|
0.382 |
15,137 |
|
LOW |
15,030 |
|
0.618 |
14,857 |
|
1.000 |
14,750 |
|
1.618 |
14,577 |
|
2.618 |
14,297 |
|
4.250 |
13,840 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,170 |
15,109 |
| PP |
15,160 |
15,078 |
| S1 |
15,150 |
15,048 |
|