| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,192.1 |
1,207.1 |
15.0 |
1.3% |
1,218.2 |
| High |
1,210.0 |
1,214.5 |
4.5 |
0.4% |
1,224.0 |
| Low |
1,184.8 |
1,204.7 |
19.9 |
1.7% |
1,190.9 |
| Close |
1,207.9 |
1,213.0 |
5.1 |
0.4% |
1,193.5 |
| Range |
25.2 |
9.8 |
-15.4 |
-61.1% |
33.1 |
| ATR |
15.0 |
14.6 |
-0.4 |
-2.5% |
0.0 |
| Volume |
1,007 |
2,643 |
1,636 |
162.5% |
9,287 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,240.1 |
1,236.4 |
1,218.4 |
|
| R3 |
1,230.3 |
1,226.6 |
1,215.7 |
|
| R2 |
1,220.5 |
1,220.5 |
1,214.8 |
|
| R1 |
1,216.8 |
1,216.8 |
1,213.9 |
1,218.7 |
| PP |
1,210.7 |
1,210.7 |
1,210.7 |
1,211.7 |
| S1 |
1,207.0 |
1,207.0 |
1,212.1 |
1,208.9 |
| S2 |
1,200.9 |
1,200.9 |
1,211.2 |
|
| S3 |
1,191.1 |
1,197.2 |
1,210.3 |
|
| S4 |
1,181.3 |
1,187.4 |
1,207.6 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.1 |
1,280.9 |
1,211.7 |
|
| R3 |
1,269.0 |
1,247.8 |
1,202.6 |
|
| R2 |
1,235.9 |
1,235.9 |
1,199.6 |
|
| R1 |
1,214.7 |
1,214.7 |
1,196.5 |
1,208.8 |
| PP |
1,202.8 |
1,202.8 |
1,202.8 |
1,199.8 |
| S1 |
1,181.6 |
1,181.6 |
1,190.5 |
1,175.7 |
| S2 |
1,169.7 |
1,169.7 |
1,187.4 |
|
| S3 |
1,136.6 |
1,148.5 |
1,184.4 |
|
| S4 |
1,103.5 |
1,115.4 |
1,175.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,224.0 |
1,184.8 |
39.2 |
3.2% |
17.1 |
1.4% |
72% |
False |
False |
1,916 |
| 10 |
1,229.9 |
1,184.8 |
45.1 |
3.7% |
15.1 |
1.2% |
63% |
False |
False |
2,021 |
| 20 |
1,259.1 |
1,184.8 |
74.3 |
6.1% |
14.0 |
1.2% |
38% |
False |
False |
2,368 |
| 40 |
1,319.4 |
1,184.8 |
134.6 |
11.1% |
12.8 |
1.1% |
21% |
False |
False |
1,888 |
| 60 |
1,325.1 |
1,184.8 |
140.3 |
11.6% |
12.6 |
1.0% |
20% |
False |
False |
1,645 |
| 80 |
1,347.3 |
1,184.8 |
162.5 |
13.4% |
12.5 |
1.0% |
17% |
False |
False |
1,376 |
| 100 |
1,347.3 |
1,184.8 |
162.5 |
13.4% |
11.0 |
0.9% |
17% |
False |
False |
1,160 |
| 120 |
1,347.3 |
1,184.8 |
162.5 |
13.4% |
10.0 |
0.8% |
17% |
False |
False |
978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,256.2 |
|
2.618 |
1,240.2 |
|
1.618 |
1,230.4 |
|
1.000 |
1,224.3 |
|
0.618 |
1,220.6 |
|
HIGH |
1,214.5 |
|
0.618 |
1,210.8 |
|
0.500 |
1,209.6 |
|
0.382 |
1,208.4 |
|
LOW |
1,204.7 |
|
0.618 |
1,198.6 |
|
1.000 |
1,194.9 |
|
1.618 |
1,188.8 |
|
2.618 |
1,179.0 |
|
4.250 |
1,163.1 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,211.9 |
1,208.6 |
| PP |
1,210.7 |
1,204.1 |
| S1 |
1,209.6 |
1,199.7 |
|