| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,420 |
16,227 |
-193 |
-1.2% |
16,923 |
| High |
16,526 |
16,385 |
-141 |
-0.9% |
17,020 |
| Low |
16,216 |
16,195 |
-21 |
-0.1% |
16,427 |
| Close |
16,232 |
16,255 |
23 |
0.1% |
16,437 |
| Range |
310 |
190 |
-120 |
-38.7% |
593 |
| ATR |
215 |
213 |
-2 |
-0.8% |
0 |
| Volume |
306,767 |
304,542 |
-2,225 |
-0.7% |
1,273,023 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,848 |
16,742 |
16,360 |
|
| R3 |
16,658 |
16,552 |
16,307 |
|
| R2 |
16,468 |
16,468 |
16,290 |
|
| R1 |
16,362 |
16,362 |
16,273 |
16,415 |
| PP |
16,278 |
16,278 |
16,278 |
16,305 |
| S1 |
16,172 |
16,172 |
16,238 |
16,225 |
| S2 |
16,088 |
16,088 |
16,220 |
|
| S3 |
15,898 |
15,982 |
16,203 |
|
| S4 |
15,708 |
15,792 |
16,151 |
|
|
| 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 |
16,949 |
16,195 |
754 |
4.6% |
303 |
1.9% |
8% |
False |
True |
302,576 |
| 10 |
17,020 |
16,195 |
825 |
5.1% |
270 |
1.7% |
7% |
False |
True |
248,286 |
| 20 |
17,279 |
16,195 |
1,084 |
6.7% |
220 |
1.4% |
6% |
False |
True |
203,854 |
| 40 |
17,279 |
16,195 |
1,084 |
6.7% |
165 |
1.0% |
6% |
False |
True |
115,342 |
| 60 |
17,279 |
16,143 |
1,136 |
7.0% |
152 |
0.9% |
10% |
False |
False |
76,918 |
| 80 |
17,279 |
16,143 |
1,136 |
7.0% |
136 |
0.8% |
10% |
False |
False |
57,693 |
| 100 |
17,279 |
16,143 |
1,136 |
7.0% |
116 |
0.7% |
10% |
False |
False |
46,155 |
| 120 |
17,279 |
16,143 |
1,136 |
7.0% |
105 |
0.6% |
10% |
False |
False |
38,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,193 |
|
2.618 |
16,883 |
|
1.618 |
16,693 |
|
1.000 |
16,575 |
|
0.618 |
16,503 |
|
HIGH |
16,385 |
|
0.618 |
16,313 |
|
0.500 |
16,290 |
|
0.382 |
16,268 |
|
LOW |
16,195 |
|
0.618 |
16,078 |
|
1.000 |
16,005 |
|
1.618 |
15,888 |
|
2.618 |
15,698 |
|
4.250 |
15,388 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,290 |
16,439 |
| PP |
16,278 |
16,377 |
| S1 |
16,267 |
16,316 |
|