| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,007 |
16,033 |
26 |
0.2% |
16,420 |
| High |
16,136 |
16,347 |
211 |
1.3% |
16,526 |
| Low |
15,785 |
16,020 |
235 |
1.5% |
15,769 |
| Close |
16,015 |
16,309 |
294 |
1.8% |
16,309 |
| Range |
351 |
327 |
-24 |
-6.8% |
757 |
| ATR |
246 |
252 |
6 |
2.5% |
0 |
| Volume |
430,281 |
266,749 |
-163,532 |
-38.0% |
1,844,559 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,206 |
17,085 |
16,489 |
|
| R3 |
16,879 |
16,758 |
16,399 |
|
| R2 |
16,552 |
16,552 |
16,369 |
|
| R1 |
16,431 |
16,431 |
16,339 |
16,492 |
| PP |
16,225 |
16,225 |
16,225 |
16,256 |
| S1 |
16,104 |
16,104 |
16,279 |
16,165 |
| S2 |
15,898 |
15,898 |
16,249 |
|
| S3 |
15,571 |
15,777 |
16,219 |
|
| S4 |
15,244 |
15,450 |
16,129 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,472 |
18,148 |
16,725 |
|
| R3 |
17,715 |
17,391 |
16,517 |
|
| R2 |
16,958 |
16,958 |
16,448 |
|
| R1 |
16,634 |
16,634 |
16,379 |
16,418 |
| PP |
16,201 |
16,201 |
16,201 |
16,093 |
| S1 |
15,877 |
15,877 |
16,240 |
15,661 |
| S2 |
15,444 |
15,444 |
16,170 |
|
| S3 |
14,687 |
15,120 |
16,101 |
|
| S4 |
13,930 |
14,363 |
15,893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,526 |
15,769 |
757 |
4.6% |
348 |
2.1% |
71% |
False |
False |
368,911 |
| 10 |
17,020 |
15,769 |
1,251 |
7.7% |
321 |
2.0% |
43% |
False |
False |
311,758 |
| 20 |
17,210 |
15,769 |
1,441 |
8.8% |
264 |
1.6% |
37% |
False |
False |
243,042 |
| 40 |
17,279 |
15,769 |
1,510 |
9.3% |
187 |
1.1% |
36% |
False |
False |
146,128 |
| 60 |
17,279 |
15,769 |
1,510 |
9.3% |
170 |
1.0% |
36% |
False |
False |
97,470 |
| 80 |
17,279 |
15,769 |
1,510 |
9.3% |
149 |
0.9% |
36% |
False |
False |
73,107 |
| 100 |
17,279 |
15,769 |
1,510 |
9.3% |
128 |
0.8% |
36% |
False |
False |
58,487 |
| 120 |
17,279 |
15,769 |
1,510 |
9.3% |
113 |
0.7% |
36% |
False |
False |
48,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,737 |
|
2.618 |
17,203 |
|
1.618 |
16,876 |
|
1.000 |
16,674 |
|
0.618 |
16,549 |
|
HIGH |
16,347 |
|
0.618 |
16,222 |
|
0.500 |
16,184 |
|
0.382 |
16,145 |
|
LOW |
16,020 |
|
0.618 |
15,818 |
|
1.000 |
15,693 |
|
1.618 |
15,491 |
|
2.618 |
15,164 |
|
4.250 |
14,630 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,267 |
16,225 |
| PP |
16,225 |
16,142 |
| S1 |
16,184 |
16,058 |
|