| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
6,294.5 |
6,360.5 |
66.0 |
1.0% |
6,512.0 |
| High |
6,384.5 |
6,374.0 |
-10.5 |
-0.2% |
6,561.0 |
| Low |
6,275.0 |
6,124.0 |
-151.0 |
-2.4% |
6,253.5 |
| Close |
6,373.0 |
6,188.5 |
-184.5 |
-2.9% |
6,322.0 |
| Range |
109.5 |
250.0 |
140.5 |
128.3% |
307.5 |
| ATR |
94.0 |
105.2 |
11.1 |
11.8% |
0.0 |
| Volume |
241,985 |
315,956 |
73,971 |
30.6% |
754,723 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,979.0 |
6,833.5 |
6,326.0 |
|
| R3 |
6,729.0 |
6,583.5 |
6,257.0 |
|
| R2 |
6,479.0 |
6,479.0 |
6,234.5 |
|
| R1 |
6,333.5 |
6,333.5 |
6,211.5 |
6,281.0 |
| PP |
6,229.0 |
6,229.0 |
6,229.0 |
6,202.5 |
| S1 |
6,083.5 |
6,083.5 |
6,165.5 |
6,031.0 |
| S2 |
5,979.0 |
5,979.0 |
6,142.5 |
|
| S3 |
5,729.0 |
5,833.5 |
6,120.0 |
|
| S4 |
5,479.0 |
5,583.5 |
6,051.0 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,301.5 |
7,119.0 |
6,491.0 |
|
| R3 |
6,994.0 |
6,811.5 |
6,406.5 |
|
| R2 |
6,686.5 |
6,686.5 |
6,378.5 |
|
| R1 |
6,504.0 |
6,504.0 |
6,350.0 |
6,441.5 |
| PP |
6,379.0 |
6,379.0 |
6,379.0 |
6,347.5 |
| S1 |
6,196.5 |
6,196.5 |
6,294.0 |
6,134.0 |
| S2 |
6,071.5 |
6,071.5 |
6,265.5 |
|
| S3 |
5,764.0 |
5,889.0 |
6,237.5 |
|
| S4 |
5,456.5 |
5,581.5 |
6,153.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,530.5 |
6,124.0 |
406.5 |
6.6% |
159.0 |
2.6% |
16% |
False |
True |
207,572 |
| 10 |
6,561.0 |
6,124.0 |
437.0 |
7.1% |
128.0 |
2.1% |
15% |
False |
True |
167,438 |
| 20 |
6,875.0 |
6,124.0 |
751.0 |
12.1% |
105.0 |
1.7% |
9% |
False |
True |
140,316 |
| 40 |
6,875.0 |
6,124.0 |
751.0 |
12.1% |
75.0 |
1.2% |
9% |
False |
True |
90,589 |
| 60 |
6,875.0 |
6,124.0 |
751.0 |
12.1% |
60.5 |
1.0% |
9% |
False |
True |
60,399 |
| 80 |
6,875.0 |
6,124.0 |
751.0 |
12.1% |
48.5 |
0.8% |
9% |
False |
True |
45,309 |
| 100 |
6,875.0 |
6,124.0 |
751.0 |
12.1% |
39.5 |
0.6% |
9% |
False |
True |
36,259 |
| 120 |
6,875.0 |
6,124.0 |
751.0 |
12.1% |
33.5 |
0.5% |
9% |
False |
True |
30,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,436.5 |
|
2.618 |
7,028.5 |
|
1.618 |
6,778.5 |
|
1.000 |
6,624.0 |
|
0.618 |
6,528.5 |
|
HIGH |
6,374.0 |
|
0.618 |
6,278.5 |
|
0.500 |
6,249.0 |
|
0.382 |
6,219.5 |
|
LOW |
6,124.0 |
|
0.618 |
5,969.5 |
|
1.000 |
5,874.0 |
|
1.618 |
5,719.5 |
|
2.618 |
5,469.5 |
|
4.250 |
5,061.5 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,249.0 |
6,254.0 |
| PP |
6,229.0 |
6,232.5 |
| S1 |
6,208.5 |
6,210.5 |
|