| 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 |
1,869.75 |
1,839.75 |
-30.00 |
-1.6% |
1,952.75 |
| High |
1,874.50 |
1,861.75 |
-12.75 |
-0.7% |
1,963.00 |
| Low |
1,805.00 |
1,808.25 |
3.25 |
0.2% |
1,885.50 |
| Close |
1,838.75 |
1,842.50 |
3.75 |
0.2% |
1,886.50 |
| Range |
69.50 |
53.50 |
-16.00 |
-23.0% |
77.50 |
| ATR |
29.83 |
31.52 |
1.69 |
5.7% |
0.00 |
| Volume |
5,763 |
11,763 |
6,000 |
104.1% |
16,871 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,998.00 |
1,973.75 |
1,872.00 |
|
| R3 |
1,944.50 |
1,920.25 |
1,857.25 |
|
| R2 |
1,891.00 |
1,891.00 |
1,852.25 |
|
| R1 |
1,866.75 |
1,866.75 |
1,847.50 |
1,879.00 |
| PP |
1,837.50 |
1,837.50 |
1,837.50 |
1,843.50 |
| S1 |
1,813.25 |
1,813.25 |
1,837.50 |
1,825.50 |
| S2 |
1,784.00 |
1,784.00 |
1,832.75 |
|
| S3 |
1,730.50 |
1,759.75 |
1,827.75 |
|
| S4 |
1,677.00 |
1,706.25 |
1,813.00 |
|
|
| 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 |
1,923.25 |
1,805.00 |
118.25 |
6.4% |
46.00 |
2.5% |
32% |
False |
False |
6,149 |
| 10 |
1,963.00 |
1,805.00 |
158.00 |
8.6% |
40.75 |
2.2% |
24% |
False |
False |
4,756 |
| 20 |
2,006.50 |
1,805.00 |
201.50 |
10.9% |
32.00 |
1.7% |
19% |
False |
False |
3,202 |
| 40 |
2,006.50 |
1,805.00 |
201.50 |
10.9% |
22.25 |
1.2% |
19% |
False |
False |
1,724 |
| 60 |
2,006.50 |
1,805.00 |
201.50 |
10.9% |
20.00 |
1.1% |
19% |
False |
False |
1,165 |
| 80 |
2,006.50 |
1,805.00 |
201.50 |
10.9% |
17.75 |
1.0% |
19% |
False |
False |
882 |
| 100 |
2,006.50 |
1,805.00 |
201.50 |
10.9% |
15.50 |
0.8% |
19% |
False |
False |
708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,089.00 |
|
2.618 |
2,001.75 |
|
1.618 |
1,948.25 |
|
1.000 |
1,915.25 |
|
0.618 |
1,894.75 |
|
HIGH |
1,861.75 |
|
0.618 |
1,841.25 |
|
0.500 |
1,835.00 |
|
0.382 |
1,828.75 |
|
LOW |
1,808.25 |
|
0.618 |
1,775.25 |
|
1.000 |
1,754.75 |
|
1.618 |
1,721.75 |
|
2.618 |
1,668.25 |
|
4.250 |
1,581.00 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,840.00 |
1,845.00 |
| PP |
1,837.50 |
1,844.00 |
| S1 |
1,835.00 |
1,843.25 |
|