| 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 |
16,359 |
16,546 |
187 |
1.1% |
16,420 |
| High |
16,560 |
16,598 |
38 |
0.2% |
16,526 |
| Low |
16,209 |
16,383 |
174 |
1.1% |
15,769 |
| Close |
16,547 |
16,425 |
-122 |
-0.7% |
16,309 |
| Range |
351 |
215 |
-136 |
-38.7% |
757 |
| ATR |
259 |
256 |
-3 |
-1.2% |
0 |
| Volume |
181,758 |
192,923 |
11,165 |
6.1% |
1,844,559 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,114 |
16,984 |
16,543 |
|
| R3 |
16,899 |
16,769 |
16,484 |
|
| R2 |
16,684 |
16,684 |
16,465 |
|
| R1 |
16,554 |
16,554 |
16,445 |
16,512 |
| PP |
16,469 |
16,469 |
16,469 |
16,447 |
| S1 |
16,339 |
16,339 |
16,405 |
16,297 |
| S2 |
16,254 |
16,254 |
16,386 |
|
| S3 |
16,039 |
16,124 |
16,366 |
|
| S4 |
15,824 |
15,909 |
16,307 |
|
|
| 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 |
16,598 |
15,785 |
813 |
4.9% |
300 |
1.8% |
79% |
True |
False |
250,532 |
| 10 |
16,949 |
15,769 |
1,180 |
7.2% |
323 |
2.0% |
56% |
False |
False |
305,200 |
| 20 |
17,149 |
15,769 |
1,380 |
8.4% |
278 |
1.7% |
48% |
False |
False |
248,847 |
| 40 |
17,279 |
15,769 |
1,510 |
9.2% |
201 |
1.2% |
43% |
False |
False |
159,985 |
| 60 |
17,279 |
15,769 |
1,510 |
9.2% |
177 |
1.1% |
43% |
False |
False |
106,730 |
| 80 |
17,279 |
15,769 |
1,510 |
9.2% |
157 |
1.0% |
43% |
False |
False |
80,052 |
| 100 |
17,279 |
15,769 |
1,510 |
9.2% |
136 |
0.8% |
43% |
False |
False |
64,043 |
| 120 |
17,279 |
15,769 |
1,510 |
9.2% |
120 |
0.7% |
43% |
False |
False |
53,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,512 |
|
2.618 |
17,161 |
|
1.618 |
16,946 |
|
1.000 |
16,813 |
|
0.618 |
16,731 |
|
HIGH |
16,598 |
|
0.618 |
16,516 |
|
0.500 |
16,491 |
|
0.382 |
16,465 |
|
LOW |
16,383 |
|
0.618 |
16,250 |
|
1.000 |
16,168 |
|
1.618 |
16,035 |
|
2.618 |
15,820 |
|
4.250 |
15,469 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,491 |
16,410 |
| PP |
16,469 |
16,395 |
| S1 |
16,447 |
16,381 |
|