| 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 |
1,080.5 |
1,093.0 |
12.5 |
1.2% |
1,046.8 |
| High |
1,097.3 |
1,111.4 |
14.1 |
1.3% |
1,095.8 |
| Low |
1,070.6 |
1,086.3 |
15.7 |
1.5% |
1,038.6 |
| Close |
1,092.3 |
1,110.4 |
18.1 |
1.7% |
1,078.7 |
| Range |
26.7 |
25.1 |
-1.6 |
-6.0% |
57.2 |
| ATR |
24.0 |
24.1 |
0.1 |
0.3% |
0.0 |
| Volume |
105,367 |
123,907 |
18,540 |
17.6% |
1,218,705 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.0 |
1,169.3 |
1,124.3 |
|
| R3 |
1,153.0 |
1,144.3 |
1,117.3 |
|
| R2 |
1,127.8 |
1,127.8 |
1,115.0 |
|
| R1 |
1,119.0 |
1,119.0 |
1,112.8 |
1,123.5 |
| PP |
1,102.8 |
1,102.8 |
1,102.8 |
1,105.0 |
| S1 |
1,094.0 |
1,094.0 |
1,108.0 |
1,098.3 |
| S2 |
1,077.5 |
1,077.5 |
1,105.8 |
|
| S3 |
1,052.5 |
1,069.0 |
1,103.5 |
|
| S4 |
1,027.5 |
1,043.8 |
1,096.5 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.8 |
1,217.8 |
1,110.3 |
|
| R3 |
1,185.5 |
1,160.8 |
1,094.5 |
|
| R2 |
1,128.3 |
1,128.3 |
1,089.3 |
|
| R1 |
1,103.5 |
1,103.5 |
1,084.0 |
1,115.8 |
| PP |
1,071.0 |
1,071.0 |
1,071.0 |
1,077.3 |
| S1 |
1,046.3 |
1,046.3 |
1,073.5 |
1,058.8 |
| S2 |
1,013.8 |
1,013.8 |
1,068.3 |
|
| S3 |
956.8 |
989.0 |
1,063.0 |
|
| S4 |
899.5 |
931.8 |
1,047.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,111.4 |
1,038.8 |
72.6 |
6.5% |
30.3 |
2.7% |
99% |
True |
False |
201,782 |
| 10 |
1,111.4 |
1,038.6 |
72.8 |
6.6% |
30.5 |
2.7% |
99% |
True |
False |
210,474 |
| 20 |
1,124.7 |
1,038.6 |
86.1 |
7.8% |
24.8 |
2.2% |
83% |
False |
False |
187,208 |
| 40 |
1,182.2 |
1,038.6 |
143.6 |
12.9% |
19.8 |
1.8% |
50% |
False |
False |
131,255 |
| 60 |
1,182.2 |
1,038.6 |
143.6 |
12.9% |
17.5 |
1.6% |
50% |
False |
False |
87,525 |
| 80 |
1,205.4 |
1,038.6 |
166.8 |
15.0% |
16.3 |
1.5% |
43% |
False |
False |
65,657 |
| 100 |
1,205.4 |
1,038.6 |
166.8 |
15.0% |
13.5 |
1.2% |
43% |
False |
False |
52,529 |
| 120 |
1,205.4 |
1,038.6 |
166.8 |
15.0% |
11.3 |
1.0% |
43% |
False |
False |
43,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,218.0 |
|
2.618 |
1,177.0 |
|
1.618 |
1,152.0 |
|
1.000 |
1,136.5 |
|
0.618 |
1,127.0 |
|
HIGH |
1,111.5 |
|
0.618 |
1,101.8 |
|
0.500 |
1,098.8 |
|
0.382 |
1,096.0 |
|
LOW |
1,086.3 |
|
0.618 |
1,070.8 |
|
1.000 |
1,061.3 |
|
1.618 |
1,045.8 |
|
2.618 |
1,020.5 |
|
4.250 |
979.5 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,106.5 |
1,104.0 |
| PP |
1,102.8 |
1,097.5 |
| S1 |
1,098.8 |
1,091.0 |
|