| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,950.0 |
2,916.0 |
-34.0 |
-1.2% |
2,940.0 |
| High |
2,955.0 |
2,992.0 |
37.0 |
1.3% |
3,001.0 |
| Low |
2,896.0 |
2,891.0 |
-5.0 |
-0.2% |
2,768.0 |
| Close |
2,916.0 |
2,977.0 |
61.0 |
2.1% |
2,944.0 |
| Range |
59.0 |
101.0 |
42.0 |
71.2% |
233.0 |
| ATR |
69.0 |
71.3 |
2.3 |
3.3% |
0.0 |
| Volume |
255 |
50,304 |
50,049 |
19,627.1% |
57,993 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,256.3 |
3,217.7 |
3,032.6 |
|
| R3 |
3,155.3 |
3,116.7 |
3,004.8 |
|
| R2 |
3,054.3 |
3,054.3 |
2,995.5 |
|
| R1 |
3,015.7 |
3,015.7 |
2,986.3 |
3,035.0 |
| PP |
2,953.3 |
2,953.3 |
2,953.3 |
2,963.0 |
| S1 |
2,914.7 |
2,914.7 |
2,967.7 |
2,934.0 |
| S2 |
2,852.3 |
2,852.3 |
2,958.5 |
|
| S3 |
2,751.3 |
2,813.7 |
2,949.2 |
|
| S4 |
2,650.3 |
2,712.7 |
2,921.5 |
|
|
| 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 |
2,992.0 |
2,768.0 |
224.0 |
7.5% |
110.0 |
3.7% |
93% |
True |
False |
21,303 |
| 10 |
3,080.0 |
2,768.0 |
312.0 |
10.5% |
87.6 |
2.9% |
67% |
False |
False |
11,551 |
| 20 |
3,240.0 |
2,768.0 |
472.0 |
15.9% |
73.9 |
2.5% |
44% |
False |
False |
6,218 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.4% |
51.0 |
1.7% |
40% |
False |
False |
3,943 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.4% |
45.9 |
1.5% |
40% |
False |
False |
2,792 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.4% |
40.4 |
1.4% |
40% |
False |
False |
2,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,421.3 |
|
2.618 |
3,256.4 |
|
1.618 |
3,155.4 |
|
1.000 |
3,093.0 |
|
0.618 |
3,054.4 |
|
HIGH |
2,992.0 |
|
0.618 |
2,953.4 |
|
0.500 |
2,941.5 |
|
0.382 |
2,929.6 |
|
LOW |
2,891.0 |
|
0.618 |
2,828.6 |
|
1.000 |
2,790.0 |
|
1.618 |
2,727.6 |
|
2.618 |
2,626.6 |
|
4.250 |
2,461.8 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,965.2 |
2,958.7 |
| PP |
2,953.3 |
2,940.3 |
| S1 |
2,941.5 |
2,922.0 |
|