| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
6,443.5 |
6,512.0 |
68.5 |
1.1% |
6,629.5 |
| High |
6,516.5 |
6,561.0 |
44.5 |
0.7% |
6,644.5 |
| Low |
6,442.5 |
6,504.0 |
61.5 |
1.0% |
6,397.5 |
| Close |
6,498.5 |
6,526.5 |
28.0 |
0.4% |
6,498.5 |
| Range |
74.0 |
57.0 |
-17.0 |
-23.0% |
247.0 |
| ATR |
74.0 |
73.1 |
-0.8 |
-1.1% |
0.0 |
| Volume |
112,546 |
133,185 |
20,639 |
18.3% |
576,294 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,701.5 |
6,671.0 |
6,558.0 |
|
| R3 |
6,644.5 |
6,614.0 |
6,542.0 |
|
| R2 |
6,587.5 |
6,587.5 |
6,537.0 |
|
| R1 |
6,557.0 |
6,557.0 |
6,531.5 |
6,572.0 |
| PP |
6,530.5 |
6,530.5 |
6,530.5 |
6,538.0 |
| S1 |
6,500.0 |
6,500.0 |
6,521.5 |
6,515.0 |
| S2 |
6,473.5 |
6,473.5 |
6,516.0 |
|
| S3 |
6,416.5 |
6,443.0 |
6,511.0 |
|
| S4 |
6,359.5 |
6,386.0 |
6,495.0 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,254.5 |
7,123.5 |
6,634.5 |
|
| R3 |
7,007.5 |
6,876.5 |
6,566.5 |
|
| R2 |
6,760.5 |
6,760.5 |
6,544.0 |
|
| R1 |
6,629.5 |
6,629.5 |
6,521.0 |
6,571.5 |
| PP |
6,513.5 |
6,513.5 |
6,513.5 |
6,484.5 |
| S1 |
6,382.5 |
6,382.5 |
6,476.0 |
6,324.5 |
| S2 |
6,266.5 |
6,266.5 |
6,453.0 |
|
| S3 |
6,019.5 |
6,135.5 |
6,430.5 |
|
| S4 |
5,772.5 |
5,888.5 |
6,362.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,633.0 |
6,397.5 |
235.5 |
3.6% |
85.5 |
1.3% |
55% |
False |
False |
123,092 |
| 10 |
6,757.5 |
6,397.5 |
360.0 |
5.5% |
88.0 |
1.3% |
36% |
False |
False |
111,572 |
| 20 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
73.5 |
1.1% |
27% |
False |
False |
112,331 |
| 40 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
55.5 |
0.8% |
27% |
False |
False |
57,216 |
| 60 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
46.5 |
0.7% |
27% |
False |
False |
38,156 |
| 80 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
36.5 |
0.6% |
27% |
False |
False |
28,629 |
| 100 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
30.0 |
0.5% |
27% |
False |
False |
22,910 |
| 120 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
25.0 |
0.4% |
27% |
False |
False |
19,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,803.0 |
|
2.618 |
6,710.0 |
|
1.618 |
6,653.0 |
|
1.000 |
6,618.0 |
|
0.618 |
6,596.0 |
|
HIGH |
6,561.0 |
|
0.618 |
6,539.0 |
|
0.500 |
6,532.5 |
|
0.382 |
6,526.0 |
|
LOW |
6,504.0 |
|
0.618 |
6,469.0 |
|
1.000 |
6,447.0 |
|
1.618 |
6,412.0 |
|
2.618 |
6,355.0 |
|
4.250 |
6,262.0 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,532.5 |
6,511.0 |
| PP |
6,530.5 |
6,495.0 |
| S1 |
6,528.5 |
6,479.0 |
|