| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,903 |
16,541 |
-362 |
-2.1% |
16,923 |
| High |
16,949 |
16,682 |
-267 |
-1.6% |
17,020 |
| Low |
16,537 |
16,427 |
-110 |
-0.7% |
16,427 |
| Close |
16,610 |
16,437 |
-173 |
-1.0% |
16,437 |
| Range |
412 |
255 |
-157 |
-38.1% |
593 |
| ATR |
204 |
208 |
4 |
1.8% |
0 |
| Volume |
342,630 |
309,178 |
-33,452 |
-9.8% |
1,273,023 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,280 |
17,114 |
16,577 |
|
| R3 |
17,025 |
16,859 |
16,507 |
|
| R2 |
16,770 |
16,770 |
16,484 |
|
| R1 |
16,604 |
16,604 |
16,461 |
16,560 |
| PP |
16,515 |
16,515 |
16,515 |
16,493 |
| S1 |
16,349 |
16,349 |
16,414 |
16,305 |
| S2 |
16,260 |
16,260 |
16,390 |
|
| S3 |
16,005 |
16,094 |
16,367 |
|
| S4 |
15,750 |
15,839 |
16,297 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,407 |
18,015 |
16,763 |
|
| R3 |
17,814 |
17,422 |
16,600 |
|
| R2 |
17,221 |
17,221 |
16,546 |
|
| R1 |
16,829 |
16,829 |
16,491 |
16,729 |
| PP |
16,628 |
16,628 |
16,628 |
16,578 |
| S1 |
16,236 |
16,236 |
16,383 |
16,136 |
| S2 |
16,035 |
16,035 |
16,328 |
|
| S3 |
15,442 |
15,643 |
16,274 |
|
| S4 |
14,849 |
15,050 |
16,111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,020 |
16,427 |
593 |
3.6% |
295 |
1.8% |
2% |
False |
True |
254,604 |
| 10 |
17,063 |
16,427 |
636 |
3.9% |
252 |
1.5% |
2% |
False |
True |
221,238 |
| 20 |
17,279 |
16,427 |
852 |
5.2% |
211 |
1.3% |
1% |
False |
True |
189,741 |
| 40 |
17,279 |
16,427 |
852 |
5.2% |
160 |
1.0% |
1% |
False |
True |
100,067 |
| 60 |
17,279 |
16,143 |
1,136 |
6.9% |
148 |
0.9% |
26% |
False |
False |
66,730 |
| 80 |
17,279 |
16,143 |
1,136 |
6.9% |
132 |
0.8% |
26% |
False |
False |
50,051 |
| 100 |
17,279 |
16,143 |
1,136 |
6.9% |
112 |
0.7% |
26% |
False |
False |
40,042 |
| 120 |
17,279 |
16,143 |
1,136 |
6.9% |
101 |
0.6% |
26% |
False |
False |
33,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,766 |
|
2.618 |
17,350 |
|
1.618 |
17,095 |
|
1.000 |
16,937 |
|
0.618 |
16,840 |
|
HIGH |
16,682 |
|
0.618 |
16,585 |
|
0.500 |
16,555 |
|
0.382 |
16,525 |
|
LOW |
16,427 |
|
0.618 |
16,270 |
|
1.000 |
16,172 |
|
1.618 |
16,015 |
|
2.618 |
15,760 |
|
4.250 |
15,343 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,555 |
16,688 |
| PP |
16,515 |
16,604 |
| S1 |
16,476 |
16,521 |
|