| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,250.3 |
1,249.7 |
-0.6 |
0.0% |
1,230.0 |
| High |
1,255.2 |
1,251.2 |
-4.0 |
-0.3% |
1,249.3 |
| Low |
1,249.4 |
1,242.7 |
-6.7 |
-0.5% |
1,224.2 |
| Close |
1,253.3 |
1,247.2 |
-6.1 |
-0.5% |
1,240.3 |
| Range |
5.8 |
8.5 |
2.7 |
46.6% |
25.1 |
| ATR |
12.9 |
12.7 |
-0.2 |
-1.3% |
0.0 |
| Volume |
1,247 |
2,366 |
1,119 |
89.7% |
7,492 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,272.5 |
1,268.4 |
1,251.9 |
|
| R3 |
1,264.0 |
1,259.9 |
1,249.5 |
|
| R2 |
1,255.5 |
1,255.5 |
1,248.8 |
|
| R1 |
1,251.4 |
1,251.4 |
1,248.0 |
1,249.2 |
| PP |
1,247.0 |
1,247.0 |
1,247.0 |
1,246.0 |
| S1 |
1,242.9 |
1,242.9 |
1,246.4 |
1,240.7 |
| S2 |
1,238.5 |
1,238.5 |
1,245.6 |
|
| S3 |
1,230.0 |
1,234.4 |
1,244.9 |
|
| S4 |
1,221.5 |
1,225.9 |
1,242.5 |
|
|
| 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 |
1,234.2 |
21.0 |
1.7% |
7.8 |
0.6% |
62% |
False |
False |
1,770 |
| 10 |
1,255.2 |
1,219.5 |
35.7 |
2.9% |
9.7 |
0.8% |
78% |
False |
False |
1,620 |
| 20 |
1,255.2 |
1,185.8 |
69.4 |
5.6% |
12.1 |
1.0% |
88% |
False |
False |
1,491 |
| 40 |
1,297.5 |
1,185.8 |
111.7 |
9.0% |
11.4 |
0.9% |
55% |
False |
False |
1,511 |
| 60 |
1,321.1 |
1,185.8 |
135.3 |
10.8% |
9.9 |
0.8% |
45% |
False |
False |
1,170 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
12.9% |
9.2 |
0.7% |
38% |
False |
False |
952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,287.3 |
|
2.618 |
1,273.5 |
|
1.618 |
1,265.0 |
|
1.000 |
1,259.7 |
|
0.618 |
1,256.5 |
|
HIGH |
1,251.2 |
|
0.618 |
1,248.0 |
|
0.500 |
1,247.0 |
|
0.382 |
1,245.9 |
|
LOW |
1,242.7 |
|
0.618 |
1,237.4 |
|
1.000 |
1,234.2 |
|
1.618 |
1,228.9 |
|
2.618 |
1,220.4 |
|
4.250 |
1,206.6 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.1 |
1,246.8 |
| PP |
1,247.0 |
1,246.5 |
| S1 |
1,247.0 |
1,246.1 |
|