| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,206.0 |
1,214.0 |
8.0 |
0.7% |
1,219.5 |
| High |
1,215.0 |
1,225.0 |
10.0 |
0.8% |
1,223.2 |
| Low |
1,206.0 |
1,207.2 |
1.2 |
0.1% |
1,192.4 |
| Close |
1,213.6 |
1,207.2 |
-6.4 |
-0.5% |
1,194.1 |
| Range |
9.0 |
17.8 |
8.8 |
97.8% |
30.8 |
| ATR |
12.8 |
13.2 |
0.4 |
2.8% |
0.0 |
| Volume |
892 |
2,090 |
1,198 |
134.3% |
6,691 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,266.5 |
1,254.7 |
1,217.0 |
|
| R3 |
1,248.7 |
1,236.9 |
1,212.1 |
|
| R2 |
1,230.9 |
1,230.9 |
1,210.5 |
|
| R1 |
1,219.1 |
1,219.1 |
1,208.8 |
1,216.1 |
| PP |
1,213.1 |
1,213.1 |
1,213.1 |
1,211.7 |
| S1 |
1,201.3 |
1,201.3 |
1,205.6 |
1,198.3 |
| S2 |
1,195.3 |
1,195.3 |
1,203.9 |
|
| S3 |
1,177.5 |
1,183.5 |
1,202.3 |
|
| S4 |
1,159.7 |
1,165.7 |
1,197.4 |
|
|
| 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 |
1,225.0 |
1,185.8 |
39.2 |
3.2% |
16.8 |
1.4% |
55% |
True |
False |
1,271 |
| 10 |
1,228.7 |
1,185.8 |
42.9 |
3.6% |
14.6 |
1.2% |
50% |
False |
False |
1,362 |
| 20 |
1,251.3 |
1,185.8 |
65.5 |
5.4% |
12.9 |
1.1% |
33% |
False |
False |
1,216 |
| 40 |
1,319.3 |
1,185.8 |
133.5 |
11.1% |
10.7 |
0.9% |
16% |
False |
False |
1,238 |
| 60 |
1,324.3 |
1,185.8 |
138.5 |
11.5% |
9.4 |
0.8% |
15% |
False |
False |
959 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
13.4% |
8.9 |
0.7% |
13% |
False |
False |
759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,300.7 |
|
2.618 |
1,271.6 |
|
1.618 |
1,253.8 |
|
1.000 |
1,242.8 |
|
0.618 |
1,236.0 |
|
HIGH |
1,225.0 |
|
0.618 |
1,218.2 |
|
0.500 |
1,216.1 |
|
0.382 |
1,214.0 |
|
LOW |
1,207.2 |
|
0.618 |
1,196.2 |
|
1.000 |
1,189.4 |
|
1.618 |
1,178.4 |
|
2.618 |
1,160.6 |
|
4.250 |
1,131.6 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,216.1 |
1,206.6 |
| PP |
1,213.1 |
1,206.0 |
| S1 |
1,210.2 |
1,205.4 |
|