| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,223.8 |
1,230.0 |
6.2 |
0.5% |
1,190.0 |
| High |
1,224.6 |
1,238.1 |
13.5 |
1.1% |
1,234.2 |
| Low |
1,219.5 |
1,228.3 |
8.8 |
0.7% |
1,185.8 |
| Close |
1,222.9 |
1,231.1 |
8.2 |
0.7% |
1,222.9 |
| Range |
5.1 |
9.8 |
4.7 |
92.2% |
48.4 |
| ATR |
13.7 |
13.8 |
0.1 |
0.8% |
0.0 |
| Volume |
1,089 |
1,748 |
659 |
60.5% |
7,973 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.9 |
1,256.3 |
1,236.5 |
|
| R3 |
1,252.1 |
1,246.5 |
1,233.8 |
|
| R2 |
1,242.3 |
1,242.3 |
1,232.9 |
|
| R1 |
1,236.7 |
1,236.7 |
1,232.0 |
1,239.5 |
| PP |
1,232.5 |
1,232.5 |
1,232.5 |
1,233.9 |
| S1 |
1,226.9 |
1,226.9 |
1,230.2 |
1,229.7 |
| S2 |
1,222.7 |
1,222.7 |
1,229.3 |
|
| S3 |
1,212.9 |
1,217.1 |
1,228.4 |
|
| S4 |
1,203.1 |
1,207.3 |
1,225.7 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.5 |
1,339.6 |
1,249.5 |
|
| R3 |
1,311.1 |
1,291.2 |
1,236.2 |
|
| R2 |
1,262.7 |
1,262.7 |
1,231.8 |
|
| R1 |
1,242.8 |
1,242.8 |
1,227.3 |
1,252.8 |
| PP |
1,214.3 |
1,214.3 |
1,214.3 |
1,219.3 |
| S1 |
1,194.4 |
1,194.4 |
1,218.5 |
1,204.4 |
| S2 |
1,165.9 |
1,165.9 |
1,214.0 |
|
| S3 |
1,117.5 |
1,146.0 |
1,209.6 |
|
| S4 |
1,069.1 |
1,097.6 |
1,196.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,238.1 |
1,206.0 |
32.1 |
2.6% |
10.8 |
0.9% |
78% |
True |
False |
1,717 |
| 10 |
1,238.1 |
1,185.8 |
52.3 |
4.2% |
13.6 |
1.1% |
87% |
True |
False |
1,555 |
| 20 |
1,244.6 |
1,185.8 |
58.8 |
4.8% |
12.7 |
1.0% |
77% |
False |
False |
1,309 |
| 40 |
1,305.6 |
1,185.8 |
119.8 |
9.7% |
10.7 |
0.9% |
38% |
False |
False |
1,305 |
| 60 |
1,321.1 |
1,185.8 |
135.3 |
11.0% |
9.5 |
0.8% |
33% |
False |
False |
1,040 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
13.1% |
8.8 |
0.7% |
28% |
False |
False |
827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,279.8 |
|
2.618 |
1,263.8 |
|
1.618 |
1,254.0 |
|
1.000 |
1,247.9 |
|
0.618 |
1,244.2 |
|
HIGH |
1,238.1 |
|
0.618 |
1,234.4 |
|
0.500 |
1,233.2 |
|
0.382 |
1,232.0 |
|
LOW |
1,228.3 |
|
0.618 |
1,222.2 |
|
1.000 |
1,218.5 |
|
1.618 |
1,212.4 |
|
2.618 |
1,202.6 |
|
4.250 |
1,186.7 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,233.2 |
1,230.3 |
| PP |
1,232.5 |
1,229.6 |
| S1 |
1,231.8 |
1,228.8 |
|