| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
6,300.0 |
6,247.0 |
-53.0 |
-0.8% |
6,252.5 |
| High |
6,315.0 |
6,372.0 |
57.0 |
0.9% |
6,384.5 |
| Low |
6,200.0 |
6,198.5 |
-1.5 |
0.0% |
6,042.5 |
| Close |
6,240.0 |
6,344.5 |
104.5 |
1.7% |
6,279.5 |
| Range |
115.0 |
173.5 |
58.5 |
50.9% |
342.0 |
| ATR |
115.2 |
119.3 |
4.2 |
3.6% |
0.0 |
| Volume |
166,843 |
119,818 |
-47,025 |
-28.2% |
999,101 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,825.5 |
6,758.5 |
6,440.0 |
|
| R3 |
6,652.0 |
6,585.0 |
6,392.0 |
|
| R2 |
6,478.5 |
6,478.5 |
6,376.5 |
|
| R1 |
6,411.5 |
6,411.5 |
6,360.5 |
6,445.0 |
| PP |
6,305.0 |
6,305.0 |
6,305.0 |
6,322.0 |
| S1 |
6,238.0 |
6,238.0 |
6,328.5 |
6,271.5 |
| S2 |
6,131.5 |
6,131.5 |
6,312.5 |
|
| S3 |
5,958.0 |
6,064.5 |
6,297.0 |
|
| S4 |
5,784.5 |
5,891.0 |
6,249.0 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,261.5 |
7,112.5 |
6,467.5 |
|
| R3 |
6,919.5 |
6,770.5 |
6,373.5 |
|
| R2 |
6,577.5 |
6,577.5 |
6,342.0 |
|
| R1 |
6,428.5 |
6,428.5 |
6,311.0 |
6,503.0 |
| PP |
6,235.5 |
6,235.5 |
6,235.5 |
6,273.0 |
| S1 |
6,086.5 |
6,086.5 |
6,248.0 |
6,161.0 |
| S2 |
5,893.5 |
5,893.5 |
6,217.0 |
|
| S3 |
5,551.5 |
5,744.5 |
6,185.5 |
|
| S4 |
5,209.5 |
5,402.5 |
6,091.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,374.0 |
6,042.5 |
331.5 |
5.2% |
179.5 |
2.8% |
91% |
False |
False |
177,617 |
| 10 |
6,530.5 |
6,042.5 |
488.0 |
7.7% |
154.5 |
2.4% |
62% |
False |
False |
176,960 |
| 20 |
6,702.5 |
6,042.5 |
660.0 |
10.4% |
120.0 |
1.9% |
46% |
False |
False |
145,652 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
88.0 |
1.4% |
36% |
False |
False |
104,860 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
70.0 |
1.1% |
36% |
False |
False |
69,934 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
57.0 |
0.9% |
36% |
False |
False |
52,461 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
46.0 |
0.7% |
36% |
False |
False |
41,980 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
39.0 |
0.6% |
36% |
False |
False |
34,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,109.5 |
|
2.618 |
6,826.0 |
|
1.618 |
6,652.5 |
|
1.000 |
6,545.5 |
|
0.618 |
6,479.0 |
|
HIGH |
6,372.0 |
|
0.618 |
6,305.5 |
|
0.500 |
6,285.0 |
|
0.382 |
6,265.0 |
|
LOW |
6,198.5 |
|
0.618 |
6,091.5 |
|
1.000 |
6,025.0 |
|
1.618 |
5,918.0 |
|
2.618 |
5,744.5 |
|
4.250 |
5,461.0 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,325.0 |
6,316.0 |
| PP |
6,305.0 |
6,287.5 |
| S1 |
6,285.0 |
6,259.0 |
|