| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,002.0 |
2,972.0 |
-30.0 |
-1.0% |
2,940.0 |
| High |
3,002.0 |
3,036.0 |
34.0 |
1.1% |
3,001.0 |
| Low |
2,959.0 |
2,961.0 |
2.0 |
0.1% |
2,768.0 |
| Close |
2,991.0 |
3,030.0 |
39.0 |
1.3% |
2,944.0 |
| Range |
43.0 |
75.0 |
32.0 |
74.4% |
233.0 |
| ATR |
69.3 |
69.7 |
0.4 |
0.6% |
0.0 |
| Volume |
111,408 |
13,499 |
-97,909 |
-87.9% |
57,993 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,234.0 |
3,207.0 |
3,071.3 |
|
| R3 |
3,159.0 |
3,132.0 |
3,050.6 |
|
| R2 |
3,084.0 |
3,084.0 |
3,043.8 |
|
| R1 |
3,057.0 |
3,057.0 |
3,036.9 |
3,070.5 |
| PP |
3,009.0 |
3,009.0 |
3,009.0 |
3,015.8 |
| S1 |
2,982.0 |
2,982.0 |
3,023.1 |
2,995.5 |
| S2 |
2,934.0 |
2,934.0 |
3,016.3 |
|
| S3 |
2,859.0 |
2,907.0 |
3,009.4 |
|
| S4 |
2,784.0 |
2,832.0 |
2,988.8 |
|
|
| 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 |
3,036.0 |
2,852.0 |
184.0 |
6.1% |
75.0 |
2.5% |
97% |
True |
False |
35,711 |
| 10 |
3,036.0 |
2,768.0 |
268.0 |
8.8% |
85.2 |
2.8% |
98% |
True |
False |
23,956 |
| 20 |
3,221.0 |
2,768.0 |
453.0 |
15.0% |
73.5 |
2.4% |
58% |
False |
False |
12,140 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
53.1 |
1.8% |
51% |
False |
False |
7,047 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
46.4 |
1.5% |
51% |
False |
False |
4,871 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
41.2 |
1.4% |
51% |
False |
False |
3,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,354.8 |
|
2.618 |
3,232.4 |
|
1.618 |
3,157.4 |
|
1.000 |
3,111.0 |
|
0.618 |
3,082.4 |
|
HIGH |
3,036.0 |
|
0.618 |
3,007.4 |
|
0.500 |
2,998.5 |
|
0.382 |
2,989.7 |
|
LOW |
2,961.0 |
|
0.618 |
2,914.7 |
|
1.000 |
2,886.0 |
|
1.618 |
2,839.7 |
|
2.618 |
2,764.7 |
|
4.250 |
2,642.3 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,019.5 |
3,007.8 |
| PP |
3,009.0 |
2,985.7 |
| S1 |
2,998.5 |
2,963.5 |
|