| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
2,916.0 |
3,002.0 |
86.0 |
2.9% |
2,940.0 |
| High |
2,992.0 |
3,002.0 |
10.0 |
0.3% |
3,001.0 |
| Low |
2,891.0 |
2,959.0 |
68.0 |
2.4% |
2,768.0 |
| Close |
2,977.0 |
2,991.0 |
14.0 |
0.5% |
2,944.0 |
| Range |
101.0 |
43.0 |
-58.0 |
-57.4% |
233.0 |
| ATR |
71.3 |
69.3 |
-2.0 |
-2.8% |
0.0 |
| Volume |
50,304 |
111,408 |
61,104 |
121.5% |
57,993 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,113.0 |
3,095.0 |
3,014.7 |
|
| R3 |
3,070.0 |
3,052.0 |
3,002.8 |
|
| R2 |
3,027.0 |
3,027.0 |
2,998.9 |
|
| R1 |
3,009.0 |
3,009.0 |
2,994.9 |
2,996.5 |
| PP |
2,984.0 |
2,984.0 |
2,984.0 |
2,977.8 |
| S1 |
2,966.0 |
2,966.0 |
2,987.1 |
2,953.5 |
| S2 |
2,941.0 |
2,941.0 |
2,983.1 |
|
| S3 |
2,898.0 |
2,923.0 |
2,979.2 |
|
| S4 |
2,855.0 |
2,880.0 |
2,967.4 |
|
|
| 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 |
3,002.0 |
2,768.0 |
234.0 |
7.8% |
88.4 |
3.0% |
95% |
True |
False |
42,456 |
| 10 |
3,075.0 |
2,768.0 |
307.0 |
10.3% |
86.6 |
2.9% |
73% |
False |
False |
22,674 |
| 20 |
3,240.0 |
2,768.0 |
472.0 |
15.8% |
73.0 |
2.4% |
47% |
False |
False |
11,493 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.3% |
51.8 |
1.7% |
43% |
False |
False |
6,727 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.3% |
46.0 |
1.5% |
43% |
False |
False |
4,648 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.3% |
40.8 |
1.4% |
43% |
False |
False |
3,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,184.8 |
|
2.618 |
3,114.6 |
|
1.618 |
3,071.6 |
|
1.000 |
3,045.0 |
|
0.618 |
3,028.6 |
|
HIGH |
3,002.0 |
|
0.618 |
2,985.6 |
|
0.500 |
2,980.5 |
|
0.382 |
2,975.4 |
|
LOW |
2,959.0 |
|
0.618 |
2,932.4 |
|
1.000 |
2,916.0 |
|
1.618 |
2,889.4 |
|
2.618 |
2,846.4 |
|
4.250 |
2,776.3 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,987.5 |
2,976.2 |
| PP |
2,984.0 |
2,961.3 |
| S1 |
2,980.5 |
2,946.5 |
|