| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,897.0 |
2,854.0 |
-43.0 |
-1.5% |
2,940.0 |
| High |
2,910.0 |
2,949.0 |
39.0 |
1.3% |
3,001.0 |
| Low |
2,768.0 |
2,852.0 |
84.0 |
3.0% |
2,768.0 |
| Close |
2,866.0 |
2,944.0 |
78.0 |
2.7% |
2,944.0 |
| Range |
142.0 |
97.0 |
-45.0 |
-31.7% |
233.0 |
| ATR |
67.7 |
69.8 |
2.1 |
3.1% |
0.0 |
| Volume |
47,224 |
3,091 |
-44,133 |
-93.5% |
57,993 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,206.0 |
3,172.0 |
2,997.4 |
|
| R3 |
3,109.0 |
3,075.0 |
2,970.7 |
|
| R2 |
3,012.0 |
3,012.0 |
2,961.8 |
|
| R1 |
2,978.0 |
2,978.0 |
2,952.9 |
2,995.0 |
| PP |
2,915.0 |
2,915.0 |
2,915.0 |
2,923.5 |
| S1 |
2,881.0 |
2,881.0 |
2,935.1 |
2,898.0 |
| S2 |
2,818.0 |
2,818.0 |
2,926.2 |
|
| S3 |
2,721.0 |
2,784.0 |
2,917.3 |
|
| S4 |
2,624.0 |
2,687.0 |
2,890.7 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,603.3 |
3,506.7 |
3,072.2 |
|
| R3 |
3,370.3 |
3,273.7 |
3,008.1 |
|
| R2 |
3,137.3 |
3,137.3 |
2,986.7 |
|
| R1 |
3,040.7 |
3,040.7 |
2,965.4 |
3,089.0 |
| PP |
2,904.3 |
2,904.3 |
2,904.3 |
2,928.5 |
| S1 |
2,807.7 |
2,807.7 |
2,922.6 |
2,856.0 |
| S2 |
2,671.3 |
2,671.3 |
2,901.3 |
|
| S3 |
2,438.3 |
2,574.7 |
2,879.9 |
|
| S4 |
2,205.3 |
2,341.7 |
2,815.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,001.0 |
2,768.0 |
233.0 |
7.9% |
104.8 |
3.6% |
76% |
False |
False |
11,598 |
| 10 |
3,168.0 |
2,768.0 |
400.0 |
13.6% |
85.1 |
2.9% |
44% |
False |
False |
6,543 |
| 20 |
3,255.0 |
2,768.0 |
487.0 |
16.5% |
69.9 |
2.4% |
36% |
False |
False |
3,960 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.6% |
48.8 |
1.7% |
34% |
False |
False |
2,682 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.6% |
43.9 |
1.5% |
34% |
False |
False |
1,949 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.6% |
38.8 |
1.3% |
34% |
False |
False |
1,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,361.3 |
|
2.618 |
3,202.9 |
|
1.618 |
3,105.9 |
|
1.000 |
3,046.0 |
|
0.618 |
3,008.9 |
|
HIGH |
2,949.0 |
|
0.618 |
2,911.9 |
|
0.500 |
2,900.5 |
|
0.382 |
2,889.1 |
|
LOW |
2,852.0 |
|
0.618 |
2,792.1 |
|
1.000 |
2,755.0 |
|
1.618 |
2,695.1 |
|
2.618 |
2,598.1 |
|
4.250 |
2,439.8 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,929.5 |
2,922.3 |
| PP |
2,915.0 |
2,900.7 |
| S1 |
2,900.5 |
2,879.0 |
|