| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,990.0 |
2,897.0 |
-93.0 |
-3.1% |
3,163.0 |
| High |
2,990.0 |
2,910.0 |
-80.0 |
-2.7% |
3,168.0 |
| Low |
2,839.0 |
2,768.0 |
-71.0 |
-2.5% |
2,965.0 |
| Close |
2,876.0 |
2,866.0 |
-10.0 |
-0.3% |
2,978.0 |
| Range |
151.0 |
142.0 |
-9.0 |
-6.0% |
203.0 |
| ATR |
62.0 |
67.7 |
5.7 |
9.2% |
0.0 |
| Volume |
5,645 |
47,224 |
41,579 |
736.6% |
7,440 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,274.0 |
3,212.0 |
2,944.1 |
|
| R3 |
3,132.0 |
3,070.0 |
2,905.1 |
|
| R2 |
2,990.0 |
2,990.0 |
2,892.0 |
|
| R1 |
2,928.0 |
2,928.0 |
2,879.0 |
2,888.0 |
| PP |
2,848.0 |
2,848.0 |
2,848.0 |
2,828.0 |
| S1 |
2,786.0 |
2,786.0 |
2,853.0 |
2,746.0 |
| S2 |
2,706.0 |
2,706.0 |
2,840.0 |
|
| S3 |
2,564.0 |
2,644.0 |
2,827.0 |
|
| S4 |
2,422.0 |
2,502.0 |
2,787.9 |
|
|
| 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 |
3,015.0 |
2,768.0 |
247.0 |
8.6% |
95.4 |
3.3% |
40% |
False |
True |
12,201 |
| 10 |
3,168.0 |
2,768.0 |
400.0 |
14.0% |
78.9 |
2.8% |
25% |
False |
True |
6,253 |
| 20 |
3,285.0 |
2,768.0 |
517.0 |
18.0% |
67.0 |
2.3% |
19% |
False |
True |
3,859 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
18.0% |
47.2 |
1.6% |
19% |
False |
True |
2,605 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
18.0% |
42.7 |
1.5% |
19% |
False |
True |
1,898 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
18.0% |
37.9 |
1.3% |
19% |
False |
True |
1,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,513.5 |
|
2.618 |
3,281.8 |
|
1.618 |
3,139.8 |
|
1.000 |
3,052.0 |
|
0.618 |
2,997.8 |
|
HIGH |
2,910.0 |
|
0.618 |
2,855.8 |
|
0.500 |
2,839.0 |
|
0.382 |
2,822.2 |
|
LOW |
2,768.0 |
|
0.618 |
2,680.2 |
|
1.000 |
2,626.0 |
|
1.618 |
2,538.2 |
|
2.618 |
2,396.2 |
|
4.250 |
2,164.5 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,857.0 |
2,881.0 |
| PP |
2,848.0 |
2,876.0 |
| S1 |
2,839.0 |
2,871.0 |
|