| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
6,425.0 |
6,512.0 |
87.0 |
1.4% |
6,629.5 |
| High |
6,525.0 |
6,530.5 |
5.5 |
0.1% |
6,644.5 |
| Low |
6,424.0 |
6,345.5 |
-78.5 |
-1.2% |
6,397.5 |
| Close |
6,468.5 |
6,408.0 |
-60.5 |
-0.9% |
6,498.5 |
| Range |
101.0 |
185.0 |
84.0 |
83.2% |
247.0 |
| ATR |
78.1 |
85.7 |
7.6 |
9.8% |
0.0 |
| Volume |
159,614 |
176,792 |
17,178 |
10.8% |
576,294 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,983.0 |
6,880.5 |
6,510.0 |
|
| R3 |
6,798.0 |
6,695.5 |
6,459.0 |
|
| R2 |
6,613.0 |
6,613.0 |
6,442.0 |
|
| R1 |
6,510.5 |
6,510.5 |
6,425.0 |
6,469.0 |
| PP |
6,428.0 |
6,428.0 |
6,428.0 |
6,407.5 |
| S1 |
6,325.5 |
6,325.5 |
6,391.0 |
6,284.0 |
| S2 |
6,243.0 |
6,243.0 |
6,374.0 |
|
| S3 |
6,058.0 |
6,140.5 |
6,357.0 |
|
| S4 |
5,873.0 |
5,955.5 |
6,306.0 |
|
|
| 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 |
6,561.0 |
6,345.5 |
215.5 |
3.4% |
107.0 |
1.7% |
29% |
False |
True |
143,966 |
| 10 |
6,660.0 |
6,345.5 |
314.5 |
4.9% |
96.5 |
1.5% |
20% |
False |
True |
126,704 |
| 20 |
6,875.0 |
6,345.5 |
529.5 |
8.3% |
84.5 |
1.3% |
12% |
False |
True |
129,122 |
| 40 |
6,875.0 |
6,345.5 |
529.5 |
8.3% |
63.5 |
1.0% |
12% |
False |
True |
69,068 |
| 60 |
6,875.0 |
6,345.5 |
529.5 |
8.3% |
51.5 |
0.8% |
12% |
False |
True |
46,057 |
| 80 |
6,875.0 |
6,345.5 |
529.5 |
8.3% |
41.0 |
0.6% |
12% |
False |
True |
34,547 |
| 100 |
6,875.0 |
6,345.5 |
529.5 |
8.3% |
34.0 |
0.5% |
12% |
False |
True |
27,649 |
| 120 |
6,875.0 |
6,345.5 |
529.5 |
8.3% |
28.5 |
0.4% |
12% |
False |
True |
23,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,317.0 |
|
2.618 |
7,015.0 |
|
1.618 |
6,830.0 |
|
1.000 |
6,715.5 |
|
0.618 |
6,645.0 |
|
HIGH |
6,530.5 |
|
0.618 |
6,460.0 |
|
0.500 |
6,438.0 |
|
0.382 |
6,416.0 |
|
LOW |
6,345.5 |
|
0.618 |
6,231.0 |
|
1.000 |
6,160.5 |
|
1.618 |
6,046.0 |
|
2.618 |
5,861.0 |
|
4.250 |
5,559.0 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,438.0 |
6,443.0 |
| PP |
6,428.0 |
6,431.0 |
| S1 |
6,418.0 |
6,419.5 |
|