| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,237.0 |
1,250.3 |
13.3 |
1.1% |
1,230.0 |
| High |
1,248.2 |
1,255.2 |
7.0 |
0.6% |
1,249.3 |
| Low |
1,237.0 |
1,249.4 |
12.4 |
1.0% |
1,224.2 |
| Close |
1,246.0 |
1,253.3 |
7.3 |
0.6% |
1,240.3 |
| Range |
11.2 |
5.8 |
-5.4 |
-48.2% |
25.1 |
| ATR |
13.2 |
12.9 |
-0.3 |
-2.2% |
0.0 |
| Volume |
1,241 |
1,247 |
6 |
0.5% |
7,492 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.0 |
1,267.5 |
1,256.5 |
|
| R3 |
1,264.2 |
1,261.7 |
1,254.9 |
|
| R2 |
1,258.4 |
1,258.4 |
1,254.4 |
|
| R1 |
1,255.9 |
1,255.9 |
1,253.8 |
1,257.2 |
| PP |
1,252.6 |
1,252.6 |
1,252.6 |
1,253.3 |
| S1 |
1,250.1 |
1,250.1 |
1,252.8 |
1,251.4 |
| S2 |
1,246.8 |
1,246.8 |
1,252.2 |
|
| S3 |
1,241.0 |
1,244.3 |
1,251.7 |
|
| S4 |
1,235.2 |
1,238.5 |
1,250.1 |
|
|
| 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 |
1,255.2 |
1,224.2 |
31.0 |
2.5% |
11.1 |
0.9% |
94% |
True |
False |
1,385 |
| 10 |
1,255.2 |
1,207.2 |
48.0 |
3.8% |
10.6 |
0.8% |
96% |
True |
False |
1,592 |
| 20 |
1,255.2 |
1,185.8 |
69.4 |
5.5% |
12.0 |
1.0% |
97% |
True |
False |
1,433 |
| 40 |
1,297.5 |
1,185.8 |
111.7 |
8.9% |
11.5 |
0.9% |
60% |
False |
False |
1,454 |
| 60 |
1,321.1 |
1,185.8 |
135.3 |
10.8% |
10.0 |
0.8% |
50% |
False |
False |
1,165 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
12.9% |
9.2 |
0.7% |
42% |
False |
False |
924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,279.9 |
|
2.618 |
1,270.4 |
|
1.618 |
1,264.6 |
|
1.000 |
1,261.0 |
|
0.618 |
1,258.8 |
|
HIGH |
1,255.2 |
|
0.618 |
1,253.0 |
|
0.500 |
1,252.3 |
|
0.382 |
1,251.6 |
|
LOW |
1,249.4 |
|
0.618 |
1,245.8 |
|
1.000 |
1,243.6 |
|
1.618 |
1,240.0 |
|
2.618 |
1,234.2 |
|
4.250 |
1,224.8 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,253.0 |
1,250.4 |
| PP |
1,252.6 |
1,247.6 |
| S1 |
1,252.3 |
1,244.7 |
|