| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,975.0 |
2,990.0 |
15.0 |
0.5% |
3,163.0 |
| High |
2,994.0 |
2,990.0 |
-4.0 |
-0.1% |
3,168.0 |
| Low |
2,931.0 |
2,839.0 |
-92.0 |
-3.1% |
2,965.0 |
| Close |
2,989.0 |
2,876.0 |
-113.0 |
-3.8% |
2,978.0 |
| Range |
63.0 |
151.0 |
88.0 |
139.7% |
203.0 |
| ATR |
55.1 |
62.0 |
6.8 |
12.4% |
0.0 |
| Volume |
1,795 |
5,645 |
3,850 |
214.5% |
7,440 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,354.7 |
3,266.3 |
2,959.1 |
|
| R3 |
3,203.7 |
3,115.3 |
2,917.5 |
|
| R2 |
3,052.7 |
3,052.7 |
2,903.7 |
|
| R1 |
2,964.3 |
2,964.3 |
2,889.8 |
2,933.0 |
| PP |
2,901.7 |
2,901.7 |
2,901.7 |
2,886.0 |
| S1 |
2,813.3 |
2,813.3 |
2,862.2 |
2,782.0 |
| S2 |
2,750.7 |
2,750.7 |
2,848.3 |
|
| S3 |
2,599.7 |
2,662.3 |
2,834.5 |
|
| S4 |
2,448.7 |
2,511.3 |
2,793.0 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,646.0 |
3,515.0 |
3,089.7 |
|
| R3 |
3,443.0 |
3,312.0 |
3,033.8 |
|
| R2 |
3,240.0 |
3,240.0 |
3,015.2 |
|
| R1 |
3,109.0 |
3,109.0 |
2,996.6 |
3,073.0 |
| PP |
3,037.0 |
3,037.0 |
3,037.0 |
3,019.0 |
| S1 |
2,906.0 |
2,906.0 |
2,959.4 |
2,870.0 |
| S2 |
2,834.0 |
2,834.0 |
2,940.8 |
|
| S3 |
2,631.0 |
2,703.0 |
2,922.2 |
|
| S4 |
2,428.0 |
2,500.0 |
2,866.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,075.0 |
2,839.0 |
236.0 |
8.2% |
84.8 |
2.9% |
16% |
False |
True |
2,893 |
| 10 |
3,177.0 |
2,839.0 |
338.0 |
11.8% |
74.1 |
2.6% |
11% |
False |
True |
1,581 |
| 20 |
3,285.0 |
2,839.0 |
446.0 |
15.5% |
61.0 |
2.1% |
8% |
False |
True |
1,904 |
| 40 |
3,285.0 |
2,839.0 |
446.0 |
15.5% |
44.4 |
1.5% |
8% |
False |
True |
1,427 |
| 60 |
3,285.0 |
2,839.0 |
446.0 |
15.5% |
41.1 |
1.4% |
8% |
False |
True |
1,111 |
| 80 |
3,285.0 |
2,839.0 |
446.0 |
15.5% |
36.4 |
1.3% |
8% |
False |
True |
838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,631.8 |
|
2.618 |
3,385.3 |
|
1.618 |
3,234.3 |
|
1.000 |
3,141.0 |
|
0.618 |
3,083.3 |
|
HIGH |
2,990.0 |
|
0.618 |
2,932.3 |
|
0.500 |
2,914.5 |
|
0.382 |
2,896.7 |
|
LOW |
2,839.0 |
|
0.618 |
2,745.7 |
|
1.000 |
2,688.0 |
|
1.618 |
2,594.7 |
|
2.618 |
2,443.7 |
|
4.250 |
2,197.3 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,914.5 |
2,920.0 |
| PP |
2,901.7 |
2,905.3 |
| S1 |
2,888.8 |
2,890.7 |
|