| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,237.6 |
1,232.7 |
-4.9 |
-0.4% |
1,190.0 |
| High |
1,238.5 |
1,249.3 |
10.8 |
0.9% |
1,234.2 |
| Low |
1,232.9 |
1,224.2 |
-8.7 |
-0.7% |
1,185.8 |
| Close |
1,235.4 |
1,246.0 |
10.6 |
0.9% |
1,222.9 |
| Range |
5.6 |
25.1 |
19.5 |
348.2% |
48.4 |
| ATR |
13.3 |
14.2 |
0.8 |
6.3% |
0.0 |
| Volume |
1,306 |
442 |
-864 |
-66.2% |
7,973 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.1 |
1,305.7 |
1,259.8 |
|
| R3 |
1,290.0 |
1,280.6 |
1,252.9 |
|
| R2 |
1,264.9 |
1,264.9 |
1,250.6 |
|
| R1 |
1,255.5 |
1,255.5 |
1,248.3 |
1,260.2 |
| PP |
1,239.8 |
1,239.8 |
1,239.8 |
1,242.2 |
| S1 |
1,230.4 |
1,230.4 |
1,243.7 |
1,235.1 |
| S2 |
1,214.7 |
1,214.7 |
1,241.4 |
|
| S3 |
1,189.6 |
1,205.3 |
1,239.1 |
|
| S4 |
1,164.5 |
1,180.2 |
1,232.2 |
|
|
| 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 |
1,249.3 |
1,219.5 |
29.8 |
2.4% |
11.6 |
0.9% |
89% |
True |
False |
1,470 |
| 10 |
1,249.3 |
1,185.8 |
63.5 |
5.1% |
14.2 |
1.1% |
95% |
True |
False |
1,371 |
| 20 |
1,249.3 |
1,185.8 |
63.5 |
5.1% |
12.9 |
1.0% |
95% |
True |
False |
1,284 |
| 40 |
1,299.0 |
1,185.8 |
113.2 |
9.1% |
11.2 |
0.9% |
53% |
False |
False |
1,317 |
| 60 |
1,321.1 |
1,185.8 |
135.3 |
10.9% |
9.9 |
0.8% |
44% |
False |
False |
1,066 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
13.0% |
9.1 |
0.7% |
37% |
False |
False |
848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.0 |
|
2.618 |
1,315.0 |
|
1.618 |
1,289.9 |
|
1.000 |
1,274.4 |
|
0.618 |
1,264.8 |
|
HIGH |
1,249.3 |
|
0.618 |
1,239.7 |
|
0.500 |
1,236.8 |
|
0.382 |
1,233.8 |
|
LOW |
1,224.2 |
|
0.618 |
1,208.7 |
|
1.000 |
1,199.1 |
|
1.618 |
1,183.6 |
|
2.618 |
1,158.5 |
|
4.250 |
1,117.5 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,242.9 |
1,242.9 |
| PP |
1,239.8 |
1,239.8 |
| S1 |
1,236.8 |
1,236.8 |
|