| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,215.6 |
1,190.0 |
-25.6 |
-2.1% |
1,219.5 |
| High |
1,215.6 |
1,210.0 |
-5.6 |
-0.5% |
1,223.2 |
| Low |
1,192.4 |
1,185.8 |
-6.6 |
-0.6% |
1,192.4 |
| Close |
1,194.1 |
1,208.5 |
14.4 |
1.2% |
1,194.1 |
| Range |
23.2 |
24.2 |
1.0 |
4.3% |
30.8 |
| ATR |
12.3 |
13.1 |
0.9 |
6.9% |
0.0 |
| Volume |
1,289 |
1,134 |
-155 |
-12.0% |
6,691 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.0 |
1,265.5 |
1,221.8 |
|
| R3 |
1,249.8 |
1,241.3 |
1,215.2 |
|
| R2 |
1,225.6 |
1,225.6 |
1,212.9 |
|
| R1 |
1,217.1 |
1,217.1 |
1,210.7 |
1,221.4 |
| PP |
1,201.4 |
1,201.4 |
1,201.4 |
1,203.6 |
| S1 |
1,192.9 |
1,192.9 |
1,206.3 |
1,197.2 |
| S2 |
1,177.2 |
1,177.2 |
1,204.1 |
|
| S3 |
1,153.0 |
1,168.7 |
1,201.8 |
|
| S4 |
1,128.8 |
1,144.5 |
1,195.2 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,295.6 |
1,275.7 |
1,211.0 |
|
| R3 |
1,264.8 |
1,244.9 |
1,202.6 |
|
| R2 |
1,234.0 |
1,234.0 |
1,199.7 |
|
| R1 |
1,214.1 |
1,214.1 |
1,196.9 |
1,208.7 |
| PP |
1,203.2 |
1,203.2 |
1,203.2 |
1,200.5 |
| S1 |
1,183.3 |
1,183.3 |
1,191.3 |
1,177.9 |
| S2 |
1,172.4 |
1,172.4 |
1,188.5 |
|
| S3 |
1,141.6 |
1,152.5 |
1,185.6 |
|
| S4 |
1,110.8 |
1,121.7 |
1,177.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,222.6 |
1,185.8 |
36.8 |
3.0% |
16.5 |
1.4% |
62% |
False |
True |
1,393 |
| 10 |
1,234.8 |
1,185.8 |
49.0 |
4.1% |
14.3 |
1.2% |
46% |
False |
True |
1,229 |
| 20 |
1,259.1 |
1,185.8 |
73.3 |
6.1% |
12.3 |
1.0% |
31% |
False |
True |
1,452 |
| 40 |
1,320.2 |
1,185.8 |
134.4 |
11.1% |
10.3 |
0.9% |
17% |
False |
True |
1,210 |
| 60 |
1,331.5 |
1,185.8 |
145.7 |
12.1% |
9.6 |
0.8% |
16% |
False |
True |
916 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
13.4% |
8.6 |
0.7% |
14% |
False |
True |
722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,312.9 |
|
2.618 |
1,273.4 |
|
1.618 |
1,249.2 |
|
1.000 |
1,234.2 |
|
0.618 |
1,225.0 |
|
HIGH |
1,210.0 |
|
0.618 |
1,200.8 |
|
0.500 |
1,197.9 |
|
0.382 |
1,195.0 |
|
LOW |
1,185.8 |
|
0.618 |
1,170.8 |
|
1.000 |
1,161.6 |
|
1.618 |
1,146.6 |
|
2.618 |
1,122.4 |
|
4.250 |
1,083.0 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,205.0 |
1,207.1 |
| PP |
1,201.4 |
1,205.6 |
| S1 |
1,197.9 |
1,204.2 |
|