| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
6,331.0 |
6,383.5 |
52.5 |
0.8% |
6,300.0 |
| High |
6,409.0 |
6,393.0 |
-16.0 |
-0.2% |
6,409.0 |
| Low |
6,292.0 |
6,347.0 |
55.0 |
0.9% |
6,198.5 |
| Close |
6,396.5 |
6,365.0 |
-31.5 |
-0.5% |
6,365.0 |
| Range |
117.0 |
46.0 |
-71.0 |
-60.7% |
210.5 |
| ATR |
116.1 |
111.4 |
-4.8 |
-4.1% |
0.0 |
| Volume |
103,830 |
96,730 |
-7,100 |
-6.8% |
591,079 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,506.5 |
6,481.5 |
6,390.5 |
|
| R3 |
6,460.5 |
6,435.5 |
6,377.5 |
|
| R2 |
6,414.5 |
6,414.5 |
6,373.5 |
|
| R1 |
6,389.5 |
6,389.5 |
6,369.0 |
6,379.0 |
| PP |
6,368.5 |
6,368.5 |
6,368.5 |
6,363.0 |
| S1 |
6,343.5 |
6,343.5 |
6,361.0 |
6,333.0 |
| S2 |
6,322.5 |
6,322.5 |
6,356.5 |
|
| S3 |
6,276.5 |
6,297.5 |
6,352.5 |
|
| S4 |
6,230.5 |
6,251.5 |
6,339.5 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,955.5 |
6,871.0 |
6,481.0 |
|
| R3 |
6,745.0 |
6,660.5 |
6,423.0 |
|
| R2 |
6,534.5 |
6,534.5 |
6,403.5 |
|
| R1 |
6,450.0 |
6,450.0 |
6,384.5 |
6,492.0 |
| PP |
6,324.0 |
6,324.0 |
6,324.0 |
6,345.5 |
| S1 |
6,239.5 |
6,239.5 |
6,345.5 |
6,282.0 |
| S2 |
6,113.5 |
6,113.5 |
6,326.5 |
|
| S3 |
5,903.0 |
6,029.0 |
6,307.0 |
|
| S4 |
5,692.5 |
5,818.5 |
6,249.0 |
|
|
| 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 |
6,198.5 |
210.5 |
3.3% |
105.0 |
1.6% |
79% |
False |
False |
118,215 |
| 10 |
6,409.0 |
6,042.5 |
366.5 |
5.8% |
136.5 |
2.1% |
88% |
False |
False |
159,018 |
| 20 |
6,644.5 |
6,042.5 |
602.0 |
9.5% |
119.5 |
1.9% |
54% |
False |
False |
146,059 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
92.0 |
1.4% |
39% |
False |
False |
112,308 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
72.0 |
1.1% |
39% |
False |
False |
75,007 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
59.5 |
0.9% |
39% |
False |
False |
56,265 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
48.5 |
0.8% |
39% |
False |
False |
45,023 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
41.0 |
0.6% |
39% |
False |
False |
37,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,588.5 |
|
2.618 |
6,513.5 |
|
1.618 |
6,467.5 |
|
1.000 |
6,439.0 |
|
0.618 |
6,421.5 |
|
HIGH |
6,393.0 |
|
0.618 |
6,375.5 |
|
0.500 |
6,370.0 |
|
0.382 |
6,364.5 |
|
LOW |
6,347.0 |
|
0.618 |
6,318.5 |
|
1.000 |
6,301.0 |
|
1.618 |
6,272.5 |
|
2.618 |
6,226.5 |
|
4.250 |
6,151.5 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,370.0 |
6,360.0 |
| PP |
6,368.5 |
6,355.5 |
| S1 |
6,366.5 |
6,350.5 |
|