| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,112.3 |
1,095.0 |
-17.3 |
-1.6% |
1,137.1 |
| High |
1,117.7 |
1,098.4 |
-19.3 |
-1.7% |
1,139.3 |
| Low |
1,094.1 |
1,077.1 |
-17.0 |
-1.6% |
1,100.2 |
| Close |
1,096.6 |
1,082.1 |
-14.5 |
-1.3% |
1,114.1 |
| Range |
23.6 |
21.3 |
-2.3 |
-9.7% |
39.1 |
| ATR |
16.1 |
16.5 |
0.4 |
2.3% |
0.0 |
| Volume |
180,484 |
248,938 |
68,454 |
37.9% |
728,205 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,149.8 |
1,137.3 |
1,093.8 |
|
| R3 |
1,128.5 |
1,116.0 |
1,088.0 |
|
| R2 |
1,107.3 |
1,107.3 |
1,086.0 |
|
| R1 |
1,094.8 |
1,094.8 |
1,084.0 |
1,090.3 |
| PP |
1,085.8 |
1,085.8 |
1,085.8 |
1,083.8 |
| S1 |
1,073.3 |
1,073.3 |
1,080.3 |
1,069.0 |
| S2 |
1,064.5 |
1,064.5 |
1,078.3 |
|
| S3 |
1,043.3 |
1,052.0 |
1,076.3 |
|
| S4 |
1,022.0 |
1,030.8 |
1,070.5 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.3 |
1,213.8 |
1,135.5 |
|
| R3 |
1,196.0 |
1,174.8 |
1,124.8 |
|
| R2 |
1,157.0 |
1,157.0 |
1,121.3 |
|
| R1 |
1,135.5 |
1,135.5 |
1,117.8 |
1,126.8 |
| PP |
1,117.8 |
1,117.8 |
1,117.8 |
1,113.5 |
| S1 |
1,096.5 |
1,096.5 |
1,110.5 |
1,087.5 |
| S2 |
1,078.8 |
1,078.8 |
1,107.0 |
|
| S3 |
1,039.8 |
1,057.3 |
1,103.3 |
|
| S4 |
1,000.5 |
1,018.3 |
1,092.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,124.6 |
1,077.1 |
47.5 |
4.4% |
19.3 |
1.8% |
11% |
False |
True |
171,541 |
| 10 |
1,161.5 |
1,077.1 |
84.4 |
7.8% |
18.5 |
1.7% |
6% |
False |
True |
156,656 |
| 20 |
1,176.0 |
1,077.1 |
98.9 |
9.1% |
17.0 |
1.6% |
5% |
False |
True |
124,396 |
| 40 |
1,182.2 |
1,077.1 |
105.1 |
9.7% |
14.3 |
1.3% |
5% |
False |
True |
62,269 |
| 60 |
1,182.2 |
1,077.1 |
105.1 |
9.7% |
14.0 |
1.3% |
5% |
False |
True |
41,530 |
| 80 |
1,205.4 |
1,077.1 |
128.3 |
11.9% |
12.3 |
1.1% |
4% |
False |
True |
31,154 |
| 100 |
1,205.4 |
1,077.1 |
128.3 |
11.9% |
9.8 |
0.9% |
4% |
False |
True |
24,923 |
| 120 |
1,205.4 |
1,077.1 |
128.3 |
11.9% |
8.0 |
0.7% |
4% |
False |
True |
20,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,189.0 |
|
2.618 |
1,154.3 |
|
1.618 |
1,132.8 |
|
1.000 |
1,119.8 |
|
0.618 |
1,111.5 |
|
HIGH |
1,098.5 |
|
0.618 |
1,090.3 |
|
0.500 |
1,087.8 |
|
0.382 |
1,085.3 |
|
LOW |
1,077.0 |
|
0.618 |
1,064.0 |
|
1.000 |
1,055.8 |
|
1.618 |
1,042.8 |
|
2.618 |
1,021.3 |
|
4.250 |
986.5 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,087.8 |
1,097.5 |
| PP |
1,085.8 |
1,092.3 |
| S1 |
1,084.0 |
1,087.3 |
|