| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,224.4 |
1,224.8 |
0.4 |
0.0% |
1,192.1 |
| High |
1,225.4 |
1,238.0 |
12.6 |
1.0% |
1,233.6 |
| Low |
1,218.8 |
1,224.8 |
6.0 |
0.5% |
1,184.8 |
| Close |
1,222.3 |
1,230.6 |
8.3 |
0.7% |
1,222.3 |
| Range |
6.6 |
13.2 |
6.6 |
100.0% |
48.8 |
| ATR |
15.2 |
15.2 |
0.0 |
0.3% |
0.0 |
| Volume |
1,446 |
2,759 |
1,313 |
90.8% |
10,115 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.7 |
1,263.9 |
1,237.9 |
|
| R3 |
1,257.5 |
1,250.7 |
1,234.2 |
|
| R2 |
1,244.3 |
1,244.3 |
1,233.0 |
|
| R1 |
1,237.5 |
1,237.5 |
1,231.8 |
1,240.9 |
| PP |
1,231.1 |
1,231.1 |
1,231.1 |
1,232.9 |
| S1 |
1,224.3 |
1,224.3 |
1,229.4 |
1,227.7 |
| S2 |
1,217.9 |
1,217.9 |
1,228.2 |
|
| S3 |
1,204.7 |
1,211.1 |
1,227.0 |
|
| S4 |
1,191.5 |
1,197.9 |
1,223.3 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,360.0 |
1,339.9 |
1,249.1 |
|
| R3 |
1,311.2 |
1,291.1 |
1,235.7 |
|
| R2 |
1,262.4 |
1,262.4 |
1,231.2 |
|
| R1 |
1,242.3 |
1,242.3 |
1,226.8 |
1,252.4 |
| PP |
1,213.6 |
1,213.6 |
1,213.6 |
1,218.6 |
| S1 |
1,193.5 |
1,193.5 |
1,217.8 |
1,203.6 |
| S2 |
1,164.8 |
1,164.8 |
1,213.4 |
|
| S3 |
1,116.0 |
1,144.7 |
1,208.9 |
|
| S4 |
1,067.2 |
1,095.9 |
1,195.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,238.0 |
1,204.7 |
33.3 |
2.7% |
12.4 |
1.0% |
78% |
True |
False |
2,373 |
| 10 |
1,238.0 |
1,184.8 |
53.2 |
4.3% |
15.4 |
1.3% |
86% |
True |
False |
2,031 |
| 20 |
1,243.7 |
1,184.8 |
58.9 |
4.8% |
14.1 |
1.1% |
78% |
False |
False |
2,136 |
| 40 |
1,305.5 |
1,184.8 |
120.7 |
9.8% |
12.9 |
1.1% |
38% |
False |
False |
1,995 |
| 60 |
1,323.0 |
1,184.8 |
138.2 |
11.2% |
12.5 |
1.0% |
33% |
False |
False |
1,744 |
| 80 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
12.4 |
1.0% |
28% |
False |
False |
1,474 |
| 100 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
11.5 |
0.9% |
28% |
False |
False |
1,217 |
| 120 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
10.2 |
0.8% |
28% |
False |
False |
1,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,294.1 |
|
2.618 |
1,272.6 |
|
1.618 |
1,259.4 |
|
1.000 |
1,251.2 |
|
0.618 |
1,246.2 |
|
HIGH |
1,238.0 |
|
0.618 |
1,233.0 |
|
0.500 |
1,231.4 |
|
0.382 |
1,229.8 |
|
LOW |
1,224.8 |
|
0.618 |
1,216.6 |
|
1.000 |
1,211.6 |
|
1.618 |
1,203.4 |
|
2.618 |
1,190.2 |
|
4.250 |
1,168.7 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,231.4 |
1,229.9 |
| PP |
1,231.1 |
1,229.1 |
| S1 |
1,230.9 |
1,228.4 |
|