| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,049.9 |
1,049.9 |
0.0 |
0.0% |
1,100.0 |
| High |
1,051.0 |
1,082.9 |
31.9 |
3.0% |
1,100.0 |
| Low |
1,038.9 |
1,044.9 |
6.0 |
0.6% |
1,041.8 |
| Close |
1,059.8 |
1,078.3 |
18.5 |
1.7% |
1,044.4 |
| Range |
12.1 |
38.0 |
25.9 |
214.0% |
58.2 |
| ATR |
15.7 |
17.3 |
1.6 |
10.1% |
0.0 |
| Volume |
11 |
23 |
12 |
109.1% |
199 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,182.8 |
1,168.5 |
1,099.3 |
|
| R3 |
1,144.8 |
1,130.5 |
1,088.8 |
|
| R2 |
1,106.8 |
1,106.8 |
1,085.3 |
|
| R1 |
1,092.5 |
1,092.5 |
1,081.8 |
1,099.5 |
| PP |
1,068.8 |
1,068.8 |
1,068.8 |
1,072.3 |
| S1 |
1,054.5 |
1,054.5 |
1,074.8 |
1,061.5 |
| S2 |
1,030.8 |
1,030.8 |
1,071.3 |
|
| S3 |
992.8 |
1,016.5 |
1,067.8 |
|
| S4 |
954.8 |
978.5 |
1,057.5 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,236.8 |
1,198.8 |
1,076.5 |
|
| R3 |
1,178.5 |
1,140.5 |
1,060.5 |
|
| R2 |
1,120.3 |
1,120.3 |
1,055.0 |
|
| R1 |
1,082.3 |
1,082.3 |
1,049.8 |
1,072.3 |
| PP |
1,062.0 |
1,062.0 |
1,062.0 |
1,057.0 |
| S1 |
1,024.3 |
1,024.3 |
1,039.0 |
1,014.0 |
| S2 |
1,003.8 |
1,003.8 |
1,033.8 |
|
| S3 |
945.8 |
966.0 |
1,028.5 |
|
| S4 |
887.5 |
907.8 |
1,012.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,082.9 |
1,038.8 |
44.1 |
4.1% |
21.0 |
1.9% |
90% |
True |
False |
18 |
| 10 |
1,100.0 |
1,038.8 |
61.2 |
5.7% |
18.3 |
1.7% |
65% |
False |
False |
30 |
| 20 |
1,135.8 |
1,038.8 |
97.0 |
9.0% |
15.0 |
1.4% |
41% |
False |
False |
29 |
| 40 |
1,168.1 |
1,038.8 |
129.3 |
12.0% |
7.5 |
0.7% |
31% |
False |
False |
15 |
| 60 |
1,168.1 |
1,038.8 |
129.3 |
12.0% |
5.0 |
0.5% |
31% |
False |
False |
64 |
| 80 |
1,195.6 |
1,038.8 |
156.8 |
14.5% |
3.8 |
0.3% |
25% |
False |
False |
434 |
| 100 |
1,195.6 |
1,038.8 |
156.8 |
14.5% |
3.0 |
0.3% |
25% |
False |
False |
422 |
| 120 |
1,195.6 |
1,038.8 |
156.8 |
14.5% |
2.5 |
0.2% |
25% |
False |
False |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,244.5 |
|
2.618 |
1,182.5 |
|
1.618 |
1,144.5 |
|
1.000 |
1,121.0 |
|
0.618 |
1,106.5 |
|
HIGH |
1,083.0 |
|
0.618 |
1,068.5 |
|
0.500 |
1,064.0 |
|
0.382 |
1,059.5 |
|
LOW |
1,045.0 |
|
0.618 |
1,021.5 |
|
1.000 |
1,007.0 |
|
1.618 |
983.5 |
|
2.618 |
945.5 |
|
4.250 |
883.5 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,073.5 |
1,072.5 |
| PP |
1,068.8 |
1,066.8 |
| S1 |
1,064.0 |
1,061.0 |
|