| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
6,247.0 |
6,368.5 |
121.5 |
1.9% |
6,252.5 |
| High |
6,372.0 |
6,384.5 |
12.5 |
0.2% |
6,384.5 |
| Low |
6,198.5 |
6,311.0 |
112.5 |
1.8% |
6,042.5 |
| Close |
6,344.5 |
6,369.0 |
24.5 |
0.4% |
6,279.5 |
| Range |
173.5 |
73.5 |
-100.0 |
-57.6% |
342.0 |
| ATR |
119.3 |
116.1 |
-3.3 |
-2.7% |
0.0 |
| Volume |
119,818 |
103,858 |
-15,960 |
-13.3% |
999,101 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,575.5 |
6,545.5 |
6,409.5 |
|
| R3 |
6,502.0 |
6,472.0 |
6,389.0 |
|
| R2 |
6,428.5 |
6,428.5 |
6,382.5 |
|
| R1 |
6,398.5 |
6,398.5 |
6,375.5 |
6,413.5 |
| PP |
6,355.0 |
6,355.0 |
6,355.0 |
6,362.0 |
| S1 |
6,325.0 |
6,325.0 |
6,362.5 |
6,340.0 |
| S2 |
6,281.5 |
6,281.5 |
6,355.5 |
|
| S3 |
6,208.0 |
6,251.5 |
6,349.0 |
|
| S4 |
6,134.5 |
6,178.0 |
6,328.5 |
|
|
| 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 |
6,384.5 |
6,042.5 |
342.0 |
5.4% |
144.0 |
2.3% |
95% |
True |
False |
135,197 |
| 10 |
6,530.5 |
6,042.5 |
488.0 |
7.7% |
151.5 |
2.4% |
67% |
False |
False |
171,385 |
| 20 |
6,702.5 |
6,042.5 |
660.0 |
10.4% |
120.0 |
1.9% |
49% |
False |
False |
144,905 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
89.5 |
1.4% |
39% |
False |
False |
107,420 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
71.0 |
1.1% |
39% |
False |
False |
71,665 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
57.5 |
0.9% |
39% |
False |
False |
53,759 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
47.0 |
0.7% |
39% |
False |
False |
43,018 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
39.5 |
0.6% |
39% |
False |
False |
35,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,697.0 |
|
2.618 |
6,577.0 |
|
1.618 |
6,503.5 |
|
1.000 |
6,458.0 |
|
0.618 |
6,430.0 |
|
HIGH |
6,384.5 |
|
0.618 |
6,356.5 |
|
0.500 |
6,348.0 |
|
0.382 |
6,339.0 |
|
LOW |
6,311.0 |
|
0.618 |
6,265.5 |
|
1.000 |
6,237.5 |
|
1.618 |
6,192.0 |
|
2.618 |
6,118.5 |
|
4.250 |
5,998.5 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,362.0 |
6,343.0 |
| PP |
6,355.0 |
6,317.5 |
| S1 |
6,348.0 |
6,291.5 |
|