| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
6,368.5 |
6,331.0 |
-37.5 |
-0.6% |
6,252.5 |
| High |
6,384.5 |
6,409.0 |
24.5 |
0.4% |
6,384.5 |
| Low |
6,311.0 |
6,292.0 |
-19.0 |
-0.3% |
6,042.5 |
| Close |
6,369.0 |
6,396.5 |
27.5 |
0.4% |
6,279.5 |
| Range |
73.5 |
117.0 |
43.5 |
59.2% |
342.0 |
| ATR |
116.1 |
116.1 |
0.1 |
0.1% |
0.0 |
| Volume |
103,858 |
103,830 |
-28 |
0.0% |
999,101 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,717.0 |
6,673.5 |
6,461.0 |
|
| R3 |
6,600.0 |
6,556.5 |
6,428.5 |
|
| R2 |
6,483.0 |
6,483.0 |
6,418.0 |
|
| R1 |
6,439.5 |
6,439.5 |
6,407.0 |
6,461.0 |
| PP |
6,366.0 |
6,366.0 |
6,366.0 |
6,376.5 |
| S1 |
6,322.5 |
6,322.5 |
6,386.0 |
6,344.0 |
| S2 |
6,249.0 |
6,249.0 |
6,375.0 |
|
| S3 |
6,132.0 |
6,205.5 |
6,364.5 |
|
| S4 |
6,015.0 |
6,088.5 |
6,332.0 |
|
|
| 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 |
6,409.0 |
6,146.0 |
263.0 |
4.1% |
125.0 |
2.0% |
95% |
True |
False |
122,595 |
| 10 |
6,409.0 |
6,042.5 |
366.5 |
5.7% |
145.0 |
2.3% |
97% |
True |
False |
164,088 |
| 20 |
6,660.0 |
6,042.5 |
617.5 |
9.7% |
120.5 |
1.9% |
57% |
False |
False |
145,396 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
92.0 |
1.4% |
43% |
False |
False |
109,897 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
72.5 |
1.1% |
43% |
False |
False |
73,395 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
59.0 |
0.9% |
43% |
False |
False |
55,056 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
48.0 |
0.8% |
43% |
False |
False |
44,056 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
40.5 |
0.6% |
43% |
False |
False |
36,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,906.0 |
|
2.618 |
6,715.5 |
|
1.618 |
6,598.5 |
|
1.000 |
6,526.0 |
|
0.618 |
6,481.5 |
|
HIGH |
6,409.0 |
|
0.618 |
6,364.5 |
|
0.500 |
6,350.5 |
|
0.382 |
6,336.5 |
|
LOW |
6,292.0 |
|
0.618 |
6,219.5 |
|
1.000 |
6,175.0 |
|
1.618 |
6,102.5 |
|
2.618 |
5,985.5 |
|
4.250 |
5,795.0 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,381.0 |
6,365.5 |
| PP |
6,366.0 |
6,334.5 |
| S1 |
6,350.5 |
6,304.0 |
|