| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,334 |
16,359 |
25 |
0.2% |
16,420 |
| High |
16,419 |
16,560 |
141 |
0.9% |
16,526 |
| Low |
16,163 |
16,209 |
46 |
0.3% |
15,769 |
| Close |
16,331 |
16,547 |
216 |
1.3% |
16,309 |
| Range |
256 |
351 |
95 |
37.1% |
757 |
| ATR |
252 |
259 |
7 |
2.8% |
0 |
| Volume |
180,953 |
181,758 |
805 |
0.4% |
1,844,559 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,492 |
17,370 |
16,740 |
|
| R3 |
17,141 |
17,019 |
16,644 |
|
| R2 |
16,790 |
16,790 |
16,611 |
|
| R1 |
16,668 |
16,668 |
16,579 |
16,729 |
| PP |
16,439 |
16,439 |
16,439 |
16,469 |
| S1 |
16,317 |
16,317 |
16,515 |
16,378 |
| S2 |
16,088 |
16,088 |
16,483 |
|
| S3 |
15,737 |
15,966 |
16,451 |
|
| S4 |
15,386 |
15,615 |
16,354 |
|
|
| 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 |
16,560 |
15,769 |
791 |
4.8% |
369 |
2.2% |
98% |
True |
False |
319,192 |
| 10 |
16,949 |
15,769 |
1,180 |
7.1% |
336 |
2.0% |
66% |
False |
False |
310,884 |
| 20 |
17,149 |
15,769 |
1,380 |
8.3% |
278 |
1.7% |
56% |
False |
False |
246,269 |
| 40 |
17,279 |
15,769 |
1,510 |
9.1% |
198 |
1.2% |
52% |
False |
False |
155,179 |
| 60 |
17,279 |
15,769 |
1,510 |
9.1% |
176 |
1.1% |
52% |
False |
False |
103,515 |
| 80 |
17,279 |
15,769 |
1,510 |
9.1% |
155 |
0.9% |
52% |
False |
False |
77,640 |
| 100 |
17,279 |
15,769 |
1,510 |
9.1% |
134 |
0.8% |
52% |
False |
False |
62,114 |
| 120 |
17,279 |
15,769 |
1,510 |
9.1% |
118 |
0.7% |
52% |
False |
False |
51,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,052 |
|
2.618 |
17,479 |
|
1.618 |
17,128 |
|
1.000 |
16,911 |
|
0.618 |
16,777 |
|
HIGH |
16,560 |
|
0.618 |
16,426 |
|
0.500 |
16,385 |
|
0.382 |
16,343 |
|
LOW |
16,209 |
|
0.618 |
15,992 |
|
1.000 |
15,858 |
|
1.618 |
15,641 |
|
2.618 |
15,290 |
|
4.250 |
14,717 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,493 |
16,461 |
| PP |
16,439 |
16,376 |
| S1 |
16,385 |
16,290 |
|