| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,854.0 |
2,950.0 |
96.0 |
3.4% |
2,940.0 |
| High |
2,949.0 |
2,955.0 |
6.0 |
0.2% |
3,001.0 |
| Low |
2,852.0 |
2,896.0 |
44.0 |
1.5% |
2,768.0 |
| Close |
2,944.0 |
2,916.0 |
-28.0 |
-1.0% |
2,944.0 |
| Range |
97.0 |
59.0 |
-38.0 |
-39.2% |
233.0 |
| ATR |
69.8 |
69.0 |
-0.8 |
-1.1% |
0.0 |
| Volume |
3,091 |
255 |
-2,836 |
-91.8% |
57,993 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,099.3 |
3,066.7 |
2,948.5 |
|
| R3 |
3,040.3 |
3,007.7 |
2,932.2 |
|
| R2 |
2,981.3 |
2,981.3 |
2,926.8 |
|
| R1 |
2,948.7 |
2,948.7 |
2,921.4 |
2,935.5 |
| PP |
2,922.3 |
2,922.3 |
2,922.3 |
2,915.8 |
| S1 |
2,889.7 |
2,889.7 |
2,910.6 |
2,876.5 |
| S2 |
2,863.3 |
2,863.3 |
2,905.2 |
|
| S3 |
2,804.3 |
2,830.7 |
2,899.8 |
|
| S4 |
2,745.3 |
2,771.7 |
2,883.6 |
|
|
| 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 |
2,994.0 |
2,768.0 |
226.0 |
7.8% |
102.4 |
3.5% |
65% |
False |
False |
11,602 |
| 10 |
3,106.0 |
2,768.0 |
338.0 |
11.6% |
84.6 |
2.9% |
44% |
False |
False |
6,554 |
| 20 |
3,240.0 |
2,768.0 |
472.0 |
16.2% |
71.6 |
2.5% |
31% |
False |
False |
3,971 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.7% |
49.5 |
1.7% |
29% |
False |
False |
2,686 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.7% |
44.2 |
1.5% |
29% |
False |
False |
1,953 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.7% |
39.3 |
1.3% |
29% |
False |
False |
1,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,205.8 |
|
2.618 |
3,109.5 |
|
1.618 |
3,050.5 |
|
1.000 |
3,014.0 |
|
0.618 |
2,991.5 |
|
HIGH |
2,955.0 |
|
0.618 |
2,932.5 |
|
0.500 |
2,925.5 |
|
0.382 |
2,918.5 |
|
LOW |
2,896.0 |
|
0.618 |
2,859.5 |
|
1.000 |
2,837.0 |
|
1.618 |
2,800.5 |
|
2.618 |
2,741.5 |
|
4.250 |
2,645.3 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.5 |
2,897.8 |
| PP |
2,922.3 |
2,879.7 |
| S1 |
2,919.2 |
2,861.5 |
|