| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,238.9 |
1,237.0 |
-1.9 |
-0.2% |
1,230.0 |
| High |
1,241.1 |
1,248.2 |
7.1 |
0.6% |
1,249.3 |
| Low |
1,234.2 |
1,237.0 |
2.8 |
0.2% |
1,224.2 |
| Close |
1,240.3 |
1,246.0 |
5.7 |
0.5% |
1,240.3 |
| Range |
6.9 |
11.2 |
4.3 |
62.3% |
25.1 |
| ATR |
13.3 |
13.2 |
-0.2 |
-1.1% |
0.0 |
| Volume |
773 |
1,241 |
468 |
60.5% |
7,492 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.3 |
1,272.9 |
1,252.2 |
|
| R3 |
1,266.1 |
1,261.7 |
1,249.1 |
|
| R2 |
1,254.9 |
1,254.9 |
1,248.1 |
|
| R1 |
1,250.5 |
1,250.5 |
1,247.0 |
1,252.7 |
| PP |
1,243.7 |
1,243.7 |
1,243.7 |
1,244.9 |
| S1 |
1,239.3 |
1,239.3 |
1,245.0 |
1,241.5 |
| S2 |
1,232.5 |
1,232.5 |
1,243.9 |
|
| S3 |
1,221.3 |
1,228.1 |
1,242.9 |
|
| S4 |
1,210.1 |
1,216.9 |
1,239.8 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.2 |
1,301.9 |
1,254.1 |
|
| R3 |
1,288.1 |
1,276.8 |
1,247.2 |
|
| R2 |
1,263.0 |
1,263.0 |
1,244.9 |
|
| R1 |
1,251.7 |
1,251.7 |
1,242.6 |
1,257.4 |
| PP |
1,237.9 |
1,237.9 |
1,237.9 |
1,240.8 |
| S1 |
1,226.6 |
1,226.6 |
1,238.0 |
1,232.3 |
| S2 |
1,212.8 |
1,212.8 |
1,235.7 |
|
| S3 |
1,187.7 |
1,201.5 |
1,233.4 |
|
| S4 |
1,162.6 |
1,176.4 |
1,226.5 |
|
|
| 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 |
1,224.2 |
25.1 |
2.0% |
11.1 |
0.9% |
87% |
False |
False |
1,397 |
| 10 |
1,249.3 |
1,206.0 |
43.3 |
3.5% |
10.9 |
0.9% |
92% |
False |
False |
1,557 |
| 20 |
1,249.3 |
1,185.8 |
63.5 |
5.1% |
12.6 |
1.0% |
95% |
False |
False |
1,393 |
| 40 |
1,297.5 |
1,185.8 |
111.7 |
9.0% |
11.4 |
0.9% |
54% |
False |
False |
1,424 |
| 60 |
1,321.1 |
1,185.8 |
135.3 |
10.9% |
9.9 |
0.8% |
44% |
False |
False |
1,145 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
13.0% |
9.2 |
0.7% |
37% |
False |
False |
909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,295.8 |
|
2.618 |
1,277.5 |
|
1.618 |
1,266.3 |
|
1.000 |
1,259.4 |
|
0.618 |
1,255.1 |
|
HIGH |
1,248.2 |
|
0.618 |
1,243.9 |
|
0.500 |
1,242.6 |
|
0.382 |
1,241.3 |
|
LOW |
1,237.0 |
|
0.618 |
1,230.1 |
|
1.000 |
1,225.8 |
|
1.618 |
1,218.9 |
|
2.618 |
1,207.7 |
|
4.250 |
1,189.4 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,244.9 |
1,244.4 |
| PP |
1,243.7 |
1,242.8 |
| S1 |
1,242.6 |
1,241.2 |
|