| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
5,278.0 |
5,206.0 |
-72.0 |
-1.4% |
5,323.0 |
| High |
5,315.0 |
5,210.0 |
-105.0 |
-2.0% |
5,333.0 |
| Low |
5,253.0 |
5,156.0 |
-97.0 |
-1.8% |
5,156.0 |
| Close |
5,279.0 |
5,158.0 |
-121.0 |
-2.3% |
5,158.0 |
| Range |
62.0 |
54.0 |
-8.0 |
-12.9% |
177.0 |
| ATR |
63.1 |
67.4 |
4.3 |
6.8% |
0.0 |
| Volume |
23,327 |
43,467 |
20,140 |
86.3% |
154,404 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,336.7 |
5,301.3 |
5,187.7 |
|
| R3 |
5,282.7 |
5,247.3 |
5,172.9 |
|
| R2 |
5,228.7 |
5,228.7 |
5,167.9 |
|
| R1 |
5,193.3 |
5,193.3 |
5,163.0 |
5,184.0 |
| PP |
5,174.7 |
5,174.7 |
5,174.7 |
5,170.0 |
| S1 |
5,139.3 |
5,139.3 |
5,153.1 |
5,130.0 |
| S2 |
5,120.7 |
5,120.7 |
5,148.1 |
|
| S3 |
5,066.7 |
5,085.3 |
5,143.2 |
|
| S4 |
5,012.7 |
5,031.3 |
5,128.3 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,746.7 |
5,629.3 |
5,255.4 |
|
| R3 |
5,569.7 |
5,452.3 |
5,206.7 |
|
| R2 |
5,392.7 |
5,392.7 |
5,190.5 |
|
| R1 |
5,275.3 |
5,275.3 |
5,174.2 |
5,245.5 |
| PP |
5,215.7 |
5,215.7 |
5,215.7 |
5,200.8 |
| S1 |
5,098.3 |
5,098.3 |
5,141.8 |
5,068.5 |
| S2 |
5,038.7 |
5,038.7 |
5,125.6 |
|
| S3 |
4,861.7 |
4,921.3 |
5,109.3 |
|
| S4 |
4,684.7 |
4,744.3 |
5,060.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,333.0 |
5,156.0 |
177.0 |
3.4% |
70.8 |
1.4% |
1% |
False |
True |
30,880 |
| 10 |
5,333.0 |
5,156.0 |
177.0 |
3.4% |
66.5 |
1.3% |
1% |
False |
True |
29,601 |
| 20 |
5,505.0 |
5,156.0 |
349.0 |
6.8% |
60.7 |
1.2% |
1% |
False |
True |
37,198 |
| 40 |
5,665.0 |
5,156.0 |
509.0 |
9.9% |
42.1 |
0.8% |
0% |
False |
True |
18,950 |
| 60 |
5,665.0 |
5,156.0 |
509.0 |
9.9% |
34.1 |
0.7% |
0% |
False |
True |
12,661 |
| 80 |
5,665.0 |
5,156.0 |
509.0 |
9.9% |
27.3 |
0.5% |
0% |
False |
True |
9,502 |
| 100 |
5,665.0 |
5,156.0 |
509.0 |
9.9% |
22.8 |
0.4% |
0% |
False |
True |
7,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,439.5 |
|
2.618 |
5,351.4 |
|
1.618 |
5,297.4 |
|
1.000 |
5,264.0 |
|
0.618 |
5,243.4 |
|
HIGH |
5,210.0 |
|
0.618 |
5,189.4 |
|
0.500 |
5,183.0 |
|
0.382 |
5,176.6 |
|
LOW |
5,156.0 |
|
0.618 |
5,122.6 |
|
1.000 |
5,102.0 |
|
1.618 |
5,068.6 |
|
2.618 |
5,014.6 |
|
4.250 |
4,926.5 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,183.0 |
5,235.5 |
| PP |
5,174.7 |
5,209.7 |
| S1 |
5,166.3 |
5,183.8 |
|