| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,859.25 |
1,869.75 |
10.50 |
0.6% |
1,952.75 |
| High |
1,884.75 |
1,874.50 |
-10.25 |
-0.5% |
1,963.00 |
| Low |
1,857.00 |
1,805.00 |
-52.00 |
-2.8% |
1,885.50 |
| Close |
1,867.00 |
1,838.75 |
-28.25 |
-1.5% |
1,886.50 |
| Range |
27.75 |
69.50 |
41.75 |
150.5% |
77.50 |
| ATR |
26.78 |
29.83 |
3.05 |
11.4% |
0.00 |
| Volume |
5,171 |
5,763 |
592 |
11.4% |
16,871 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.00 |
2,012.75 |
1,877.00 |
|
| R3 |
1,978.50 |
1,943.25 |
1,857.75 |
|
| R2 |
1,909.00 |
1,909.00 |
1,851.50 |
|
| R1 |
1,873.75 |
1,873.75 |
1,845.00 |
1,856.50 |
| PP |
1,839.50 |
1,839.50 |
1,839.50 |
1,830.75 |
| S1 |
1,804.25 |
1,804.25 |
1,832.50 |
1,787.00 |
| S2 |
1,770.00 |
1,770.00 |
1,826.00 |
|
| S3 |
1,700.50 |
1,734.75 |
1,819.75 |
|
| S4 |
1,631.00 |
1,665.25 |
1,800.50 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.25 |
2,092.75 |
1,929.00 |
|
| R3 |
2,066.75 |
2,015.25 |
1,907.75 |
|
| R2 |
1,989.25 |
1,989.25 |
1,900.75 |
|
| R1 |
1,937.75 |
1,937.75 |
1,893.50 |
1,924.75 |
| PP |
1,911.75 |
1,911.75 |
1,911.75 |
1,905.00 |
| S1 |
1,860.25 |
1,860.25 |
1,879.50 |
1,847.25 |
| S2 |
1,834.25 |
1,834.25 |
1,872.25 |
|
| S3 |
1,756.75 |
1,782.75 |
1,865.25 |
|
| S4 |
1,679.25 |
1,705.25 |
1,844.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,960.25 |
1,805.00 |
155.25 |
8.4% |
46.00 |
2.5% |
22% |
False |
True |
4,828 |
| 10 |
1,963.00 |
1,805.00 |
158.00 |
8.6% |
38.25 |
2.1% |
21% |
False |
True |
3,946 |
| 20 |
2,006.50 |
1,805.00 |
201.50 |
11.0% |
30.00 |
1.6% |
17% |
False |
True |
2,639 |
| 40 |
2,006.50 |
1,805.00 |
201.50 |
11.0% |
21.00 |
1.1% |
17% |
False |
True |
1,432 |
| 60 |
2,006.50 |
1,805.00 |
201.50 |
11.0% |
19.25 |
1.0% |
17% |
False |
True |
970 |
| 80 |
2,006.50 |
1,805.00 |
201.50 |
11.0% |
17.25 |
0.9% |
17% |
False |
True |
735 |
| 100 |
2,006.50 |
1,805.00 |
201.50 |
11.0% |
15.00 |
0.8% |
17% |
False |
True |
590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.00 |
|
2.618 |
2,056.50 |
|
1.618 |
1,987.00 |
|
1.000 |
1,944.00 |
|
0.618 |
1,917.50 |
|
HIGH |
1,874.50 |
|
0.618 |
1,848.00 |
|
0.500 |
1,839.75 |
|
0.382 |
1,831.50 |
|
LOW |
1,805.00 |
|
0.618 |
1,762.00 |
|
1.000 |
1,735.50 |
|
1.618 |
1,692.50 |
|
2.618 |
1,623.00 |
|
4.250 |
1,509.50 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,839.75 |
1,851.50 |
| PP |
1,839.50 |
1,847.25 |
| S1 |
1,839.00 |
1,843.00 |
|