| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,214.0 |
1,222.0 |
8.0 |
0.7% |
1,219.5 |
| High |
1,225.0 |
1,234.2 |
9.2 |
0.8% |
1,223.2 |
| Low |
1,207.2 |
1,222.0 |
14.8 |
1.2% |
1,192.4 |
| Close |
1,207.2 |
1,226.5 |
19.3 |
1.6% |
1,194.1 |
| Range |
17.8 |
12.2 |
-5.6 |
-31.5% |
30.8 |
| ATR |
13.2 |
14.2 |
1.0 |
7.5% |
0.0 |
| Volume |
2,090 |
2,768 |
678 |
32.4% |
6,691 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,264.2 |
1,257.5 |
1,233.2 |
|
| R3 |
1,252.0 |
1,245.3 |
1,229.9 |
|
| R2 |
1,239.8 |
1,239.8 |
1,228.7 |
|
| R1 |
1,233.1 |
1,233.1 |
1,227.6 |
1,236.5 |
| PP |
1,227.6 |
1,227.6 |
1,227.6 |
1,229.2 |
| S1 |
1,220.9 |
1,220.9 |
1,225.4 |
1,224.3 |
| S2 |
1,215.4 |
1,215.4 |
1,224.3 |
|
| S3 |
1,203.2 |
1,208.7 |
1,223.1 |
|
| S4 |
1,191.0 |
1,196.5 |
1,219.8 |
|
|
| 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 |
1,234.2 |
1,185.8 |
48.4 |
3.9% |
17.3 |
1.4% |
84% |
True |
False |
1,634 |
| 10 |
1,234.2 |
1,185.8 |
48.4 |
3.9% |
14.2 |
1.2% |
84% |
True |
False |
1,563 |
| 20 |
1,244.6 |
1,185.8 |
58.8 |
4.8% |
12.8 |
1.0% |
69% |
False |
False |
1,261 |
| 40 |
1,319.3 |
1,185.8 |
133.5 |
10.9% |
10.9 |
0.9% |
30% |
False |
False |
1,284 |
| 60 |
1,324.3 |
1,185.8 |
138.5 |
11.3% |
9.6 |
0.8% |
29% |
False |
False |
1,004 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
13.2% |
9.0 |
0.7% |
25% |
False |
False |
792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,286.1 |
|
2.618 |
1,266.1 |
|
1.618 |
1,253.9 |
|
1.000 |
1,246.4 |
|
0.618 |
1,241.7 |
|
HIGH |
1,234.2 |
|
0.618 |
1,229.5 |
|
0.500 |
1,228.1 |
|
0.382 |
1,226.7 |
|
LOW |
1,222.0 |
|
0.618 |
1,214.5 |
|
1.000 |
1,209.8 |
|
1.618 |
1,202.3 |
|
2.618 |
1,190.1 |
|
4.250 |
1,170.2 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,228.1 |
1,224.4 |
| PP |
1,227.6 |
1,222.2 |
| S1 |
1,227.0 |
1,220.1 |
|