| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
5,094.0 |
5,100.0 |
6.0 |
0.1% |
5,323.0 |
| High |
5,151.0 |
5,203.0 |
52.0 |
1.0% |
5,333.0 |
| Low |
5,090.0 |
5,100.0 |
10.0 |
0.2% |
5,156.0 |
| Close |
5,137.0 |
5,179.0 |
42.0 |
0.8% |
5,158.0 |
| Range |
61.0 |
103.0 |
42.0 |
68.9% |
177.0 |
| ATR |
67.4 |
70.0 |
2.5 |
3.8% |
0.0 |
| Volume |
28,460 |
32,271 |
3,811 |
13.4% |
154,404 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,469.7 |
5,427.3 |
5,235.7 |
|
| R3 |
5,366.7 |
5,324.3 |
5,207.3 |
|
| R2 |
5,263.7 |
5,263.7 |
5,197.9 |
|
| R1 |
5,221.3 |
5,221.3 |
5,188.4 |
5,242.5 |
| PP |
5,160.7 |
5,160.7 |
5,160.7 |
5,171.3 |
| S1 |
5,118.3 |
5,118.3 |
5,169.6 |
5,139.5 |
| S2 |
5,057.7 |
5,057.7 |
5,160.1 |
|
| S3 |
4,954.7 |
5,015.3 |
5,150.7 |
|
| S4 |
4,851.7 |
4,912.3 |
5,122.4 |
|
|
| 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 |
5,315.0 |
5,090.0 |
225.0 |
4.3% |
65.8 |
1.3% |
40% |
False |
False |
31,186 |
| 10 |
5,333.0 |
5,090.0 |
243.0 |
4.7% |
73.0 |
1.4% |
37% |
False |
False |
29,747 |
| 20 |
5,466.0 |
5,090.0 |
376.0 |
7.3% |
64.7 |
1.2% |
24% |
False |
False |
31,647 |
| 40 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
45.9 |
0.9% |
15% |
False |
False |
20,465 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
36.8 |
0.7% |
15% |
False |
False |
13,672 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
29.1 |
0.6% |
15% |
False |
False |
10,261 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
24.5 |
0.5% |
15% |
False |
False |
8,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,640.8 |
|
2.618 |
5,472.7 |
|
1.618 |
5,369.7 |
|
1.000 |
5,306.0 |
|
0.618 |
5,266.7 |
|
HIGH |
5,203.0 |
|
0.618 |
5,163.7 |
|
0.500 |
5,151.5 |
|
0.382 |
5,139.3 |
|
LOW |
5,100.0 |
|
0.618 |
5,036.3 |
|
1.000 |
4,997.0 |
|
1.618 |
4,933.3 |
|
2.618 |
4,830.3 |
|
4.250 |
4,662.3 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,169.8 |
5,169.3 |
| PP |
5,160.7 |
5,159.7 |
| S1 |
5,151.5 |
5,150.0 |
|