| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,249.7 |
1,244.6 |
-5.1 |
-0.4% |
1,230.0 |
| High |
1,251.2 |
1,244.6 |
-6.6 |
-0.5% |
1,249.3 |
| Low |
1,242.7 |
1,228.2 |
-14.5 |
-1.2% |
1,224.2 |
| Close |
1,247.2 |
1,230.6 |
-16.6 |
-1.3% |
1,240.3 |
| Range |
8.5 |
16.4 |
7.9 |
92.9% |
25.1 |
| ATR |
12.7 |
13.2 |
0.4 |
3.5% |
0.0 |
| Volume |
2,366 |
1,372 |
-994 |
-42.0% |
7,492 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.7 |
1,273.5 |
1,239.6 |
|
| R3 |
1,267.3 |
1,257.1 |
1,235.1 |
|
| R2 |
1,250.9 |
1,250.9 |
1,233.6 |
|
| R1 |
1,240.7 |
1,240.7 |
1,232.1 |
1,237.6 |
| PP |
1,234.5 |
1,234.5 |
1,234.5 |
1,232.9 |
| S1 |
1,224.3 |
1,224.3 |
1,229.1 |
1,221.2 |
| S2 |
1,218.1 |
1,218.1 |
1,227.6 |
|
| S3 |
1,201.7 |
1,207.9 |
1,226.1 |
|
| S4 |
1,185.3 |
1,191.5 |
1,221.6 |
|
|
| 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 |
1,228.2 |
27.0 |
2.2% |
9.8 |
0.8% |
9% |
False |
True |
1,399 |
| 10 |
1,255.2 |
1,219.5 |
35.7 |
2.9% |
10.1 |
0.8% |
31% |
False |
False |
1,480 |
| 20 |
1,255.2 |
1,185.8 |
69.4 |
5.6% |
12.1 |
1.0% |
65% |
False |
False |
1,522 |
| 40 |
1,297.5 |
1,185.8 |
111.7 |
9.1% |
11.7 |
0.9% |
40% |
False |
False |
1,534 |
| 60 |
1,321.1 |
1,185.8 |
135.3 |
11.0% |
10.1 |
0.8% |
33% |
False |
False |
1,190 |
| 80 |
1,347.2 |
1,185.8 |
161.4 |
13.1% |
9.3 |
0.8% |
28% |
False |
False |
968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,314.3 |
|
2.618 |
1,287.5 |
|
1.618 |
1,271.1 |
|
1.000 |
1,261.0 |
|
0.618 |
1,254.7 |
|
HIGH |
1,244.6 |
|
0.618 |
1,238.3 |
|
0.500 |
1,236.4 |
|
0.382 |
1,234.5 |
|
LOW |
1,228.2 |
|
0.618 |
1,218.1 |
|
1.000 |
1,211.8 |
|
1.618 |
1,201.7 |
|
2.618 |
1,185.3 |
|
4.250 |
1,158.5 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,236.4 |
1,241.7 |
| PP |
1,234.5 |
1,238.0 |
| S1 |
1,232.5 |
1,234.3 |
|