| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,208.5 |
1,214.3 |
5.8 |
0.5% |
1,216.7 |
| High |
1,219.9 |
1,224.0 |
4.1 |
0.3% |
1,236.9 |
| Low |
1,206.1 |
1,209.9 |
3.8 |
0.3% |
1,208.8 |
| Close |
1,216.1 |
1,215.7 |
-0.4 |
0.0% |
1,216.1 |
| Range |
13.8 |
14.1 |
0.3 |
2.2% |
28.1 |
| ATR |
13.3 |
13.4 |
0.1 |
0.4% |
0.0 |
| Volume |
3,328 |
1,026 |
-2,302 |
-69.2% |
14,867 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.8 |
1,251.4 |
1,223.5 |
|
| R3 |
1,244.7 |
1,237.3 |
1,219.6 |
|
| R2 |
1,230.6 |
1,230.6 |
1,218.3 |
|
| R1 |
1,223.2 |
1,223.2 |
1,217.0 |
1,226.9 |
| PP |
1,216.5 |
1,216.5 |
1,216.5 |
1,218.4 |
| S1 |
1,209.1 |
1,209.1 |
1,214.4 |
1,212.8 |
| S2 |
1,202.4 |
1,202.4 |
1,213.1 |
|
| S3 |
1,188.3 |
1,195.0 |
1,211.8 |
|
| S4 |
1,174.2 |
1,180.9 |
1,207.9 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.9 |
1,288.6 |
1,231.6 |
|
| R3 |
1,276.8 |
1,260.5 |
1,223.8 |
|
| R2 |
1,248.7 |
1,248.7 |
1,221.3 |
|
| R1 |
1,232.4 |
1,232.4 |
1,218.7 |
1,226.5 |
| PP |
1,220.6 |
1,220.6 |
1,220.6 |
1,217.7 |
| S1 |
1,204.3 |
1,204.3 |
1,213.5 |
1,198.4 |
| S2 |
1,192.5 |
1,192.5 |
1,210.9 |
|
| S3 |
1,164.4 |
1,176.2 |
1,208.4 |
|
| S4 |
1,136.3 |
1,148.1 |
1,200.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,229.9 |
1,205.0 |
24.9 |
2.0% |
13.4 |
1.1% |
43% |
False |
False |
2,078 |
| 10 |
1,236.9 |
1,205.0 |
31.9 |
2.6% |
13.6 |
1.1% |
34% |
False |
False |
2,386 |
| 20 |
1,275.1 |
1,205.0 |
70.1 |
5.8% |
13.3 |
1.1% |
15% |
False |
False |
2,498 |
| 40 |
1,323.0 |
1,205.0 |
118.0 |
9.7% |
12.1 |
1.0% |
9% |
False |
False |
1,898 |
| 60 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
12.5 |
1.0% |
8% |
False |
False |
1,605 |
| 80 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
12.1 |
1.0% |
8% |
False |
False |
1,319 |
| 100 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
10.5 |
0.9% |
8% |
False |
False |
1,111 |
| 120 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
9.7 |
0.8% |
8% |
False |
False |
934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.9 |
|
2.618 |
1,260.9 |
|
1.618 |
1,246.8 |
|
1.000 |
1,238.1 |
|
0.618 |
1,232.7 |
|
HIGH |
1,224.0 |
|
0.618 |
1,218.6 |
|
0.500 |
1,217.0 |
|
0.382 |
1,215.3 |
|
LOW |
1,209.9 |
|
0.618 |
1,201.2 |
|
1.000 |
1,195.8 |
|
1.618 |
1,187.1 |
|
2.618 |
1,173.0 |
|
4.250 |
1,150.0 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,217.0 |
1,215.3 |
| PP |
1,216.5 |
1,214.9 |
| S1 |
1,216.1 |
1,214.5 |
|