| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
6,360.5 |
6,200.5 |
-160.0 |
-2.5% |
6,512.0 |
| High |
6,374.0 |
6,255.0 |
-119.0 |
-1.9% |
6,561.0 |
| Low |
6,124.0 |
6,042.5 |
-81.5 |
-1.3% |
6,253.5 |
| Close |
6,188.5 |
6,174.5 |
-14.0 |
-0.2% |
6,322.0 |
| Range |
250.0 |
212.5 |
-37.5 |
-15.0% |
307.5 |
| ATR |
105.2 |
112.9 |
7.7 |
7.3% |
0.0 |
| Volume |
315,956 |
166,843 |
-149,113 |
-47.2% |
754,723 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,795.0 |
6,697.0 |
6,291.5 |
|
| R3 |
6,582.5 |
6,484.5 |
6,233.0 |
|
| R2 |
6,370.0 |
6,370.0 |
6,213.5 |
|
| R1 |
6,272.0 |
6,272.0 |
6,194.0 |
6,215.0 |
| PP |
6,157.5 |
6,157.5 |
6,157.5 |
6,128.5 |
| S1 |
6,059.5 |
6,059.5 |
6,155.0 |
6,002.0 |
| S2 |
5,945.0 |
5,945.0 |
6,135.5 |
|
| S3 |
5,732.5 |
5,847.0 |
6,116.0 |
|
| S4 |
5,520.0 |
5,634.5 |
6,057.5 |
|
|
| 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 |
6,384.5 |
6,042.5 |
342.0 |
5.5% |
164.5 |
2.7% |
39% |
False |
True |
205,582 |
| 10 |
6,561.0 |
6,042.5 |
518.5 |
8.4% |
136.0 |
2.2% |
25% |
False |
True |
174,774 |
| 20 |
6,875.0 |
6,042.5 |
832.5 |
13.5% |
113.0 |
1.8% |
16% |
False |
True |
141,980 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
13.5% |
79.5 |
1.3% |
16% |
False |
True |
94,741 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
13.5% |
63.5 |
1.0% |
16% |
False |
True |
63,180 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
13.5% |
51.5 |
0.8% |
16% |
False |
True |
47,395 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
13.5% |
42.0 |
0.7% |
16% |
False |
True |
37,927 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
13.5% |
35.0 |
0.6% |
16% |
False |
True |
31,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,158.0 |
|
2.618 |
6,811.5 |
|
1.618 |
6,599.0 |
|
1.000 |
6,467.5 |
|
0.618 |
6,386.5 |
|
HIGH |
6,255.0 |
|
0.618 |
6,174.0 |
|
0.500 |
6,149.0 |
|
0.382 |
6,123.5 |
|
LOW |
6,042.5 |
|
0.618 |
5,911.0 |
|
1.000 |
5,830.0 |
|
1.618 |
5,698.5 |
|
2.618 |
5,486.0 |
|
4.250 |
5,139.5 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,166.0 |
6,213.5 |
| PP |
6,157.5 |
6,200.5 |
| S1 |
6,149.0 |
6,187.5 |
|