| 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 |
1,093.0 |
1,108.8 |
15.8 |
1.4% |
1,046.8 |
| High |
1,111.4 |
1,114.7 |
3.3 |
0.3% |
1,095.8 |
| Low |
1,086.3 |
1,092.4 |
6.1 |
0.6% |
1,038.6 |
| Close |
1,110.4 |
1,095.2 |
-15.2 |
-1.4% |
1,078.7 |
| Range |
25.1 |
22.3 |
-2.8 |
-11.2% |
57.2 |
| ATR |
24.1 |
24.0 |
-0.1 |
-0.5% |
0.0 |
| Volume |
123,907 |
131,267 |
7,360 |
5.9% |
1,218,705 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,167.8 |
1,153.8 |
1,107.5 |
|
| R3 |
1,145.3 |
1,131.5 |
1,101.3 |
|
| R2 |
1,123.0 |
1,123.0 |
1,099.3 |
|
| R1 |
1,109.3 |
1,109.3 |
1,097.3 |
1,105.0 |
| PP |
1,100.8 |
1,100.8 |
1,100.8 |
1,098.8 |
| S1 |
1,086.8 |
1,086.8 |
1,093.3 |
1,082.8 |
| S2 |
1,078.5 |
1,078.5 |
1,091.0 |
|
| S3 |
1,056.3 |
1,064.5 |
1,089.0 |
|
| S4 |
1,033.8 |
1,042.3 |
1,083.0 |
|
|
| 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 |
1,114.7 |
1,046.8 |
67.9 |
6.2% |
27.8 |
2.5% |
71% |
True |
False |
162,908 |
| 10 |
1,114.7 |
1,038.6 |
76.1 |
6.9% |
29.3 |
2.7% |
74% |
True |
False |
202,939 |
| 20 |
1,124.6 |
1,038.6 |
86.0 |
7.9% |
25.3 |
2.3% |
66% |
False |
False |
187,474 |
| 40 |
1,182.2 |
1,038.6 |
143.6 |
13.1% |
20.0 |
1.8% |
39% |
False |
False |
134,520 |
| 60 |
1,182.2 |
1,038.6 |
143.6 |
13.1% |
17.5 |
1.6% |
39% |
False |
False |
89,713 |
| 80 |
1,200.0 |
1,038.6 |
161.4 |
14.7% |
16.3 |
1.5% |
35% |
False |
False |
67,297 |
| 100 |
1,205.4 |
1,038.6 |
166.8 |
15.2% |
13.8 |
1.3% |
34% |
False |
False |
53,841 |
| 120 |
1,205.4 |
1,038.6 |
166.8 |
15.2% |
11.5 |
1.0% |
34% |
False |
False |
44,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,209.5 |
|
2.618 |
1,173.0 |
|
1.618 |
1,150.8 |
|
1.000 |
1,137.0 |
|
0.618 |
1,128.5 |
|
HIGH |
1,114.8 |
|
0.618 |
1,106.3 |
|
0.500 |
1,103.5 |
|
0.382 |
1,101.0 |
|
LOW |
1,092.5 |
|
0.618 |
1,078.5 |
|
1.000 |
1,070.0 |
|
1.618 |
1,056.3 |
|
2.618 |
1,034.0 |
|
4.250 |
997.5 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,103.5 |
1,094.3 |
| PP |
1,100.8 |
1,093.5 |
| S1 |
1,098.0 |
1,092.8 |
|