| 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 |
5,366.0 |
5,351.0 |
-15.0 |
-0.3% |
5,094.0 |
| High |
5,379.0 |
5,376.0 |
-3.0 |
-0.1% |
5,293.0 |
| Low |
5,343.0 |
5,342.0 |
-1.0 |
0.0% |
5,090.0 |
| Close |
5,377.0 |
5,372.0 |
-5.0 |
-0.1% |
5,237.0 |
| Range |
36.0 |
34.0 |
-2.0 |
-5.6% |
203.0 |
| ATR |
69.2 |
66.7 |
-2.4 |
-3.5% |
0.0 |
| Volume |
26,312 |
24,275 |
-2,037 |
-7.7% |
159,935 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,465.3 |
5,452.7 |
5,390.7 |
|
| R3 |
5,431.3 |
5,418.7 |
5,381.4 |
|
| R2 |
5,397.3 |
5,397.3 |
5,378.2 |
|
| R1 |
5,384.7 |
5,384.7 |
5,375.1 |
5,391.0 |
| PP |
5,363.3 |
5,363.3 |
5,363.3 |
5,366.5 |
| S1 |
5,350.7 |
5,350.7 |
5,368.9 |
5,357.0 |
| S2 |
5,329.3 |
5,329.3 |
5,365.8 |
|
| S3 |
5,295.3 |
5,316.7 |
5,362.7 |
|
| S4 |
5,261.3 |
5,282.7 |
5,353.3 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,815.7 |
5,729.3 |
5,348.7 |
|
| R3 |
5,612.7 |
5,526.3 |
5,292.8 |
|
| R2 |
5,409.7 |
5,409.7 |
5,274.2 |
|
| R1 |
5,323.3 |
5,323.3 |
5,255.6 |
5,366.5 |
| PP |
5,206.7 |
5,206.7 |
5,206.7 |
5,228.3 |
| S1 |
5,120.3 |
5,120.3 |
5,218.4 |
5,163.5 |
| S2 |
5,003.7 |
5,003.7 |
5,199.8 |
|
| S3 |
4,800.7 |
4,917.3 |
5,181.2 |
|
| S4 |
4,597.7 |
4,714.3 |
5,125.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,379.0 |
5,233.0 |
146.0 |
2.7% |
39.2 |
0.7% |
95% |
False |
False |
23,791 |
| 10 |
5,379.0 |
5,090.0 |
289.0 |
5.4% |
57.6 |
1.1% |
98% |
False |
False |
29,899 |
| 20 |
5,379.0 |
5,090.0 |
289.0 |
5.4% |
60.9 |
1.1% |
98% |
False |
False |
28,831 |
| 40 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
51.8 |
1.0% |
49% |
False |
False |
25,321 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
40.0 |
0.7% |
49% |
False |
False |
16,907 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
33.4 |
0.6% |
49% |
False |
False |
12,694 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
27.5 |
0.5% |
49% |
False |
False |
10,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,520.5 |
|
2.618 |
5,465.0 |
|
1.618 |
5,431.0 |
|
1.000 |
5,410.0 |
|
0.618 |
5,397.0 |
|
HIGH |
5,376.0 |
|
0.618 |
5,363.0 |
|
0.500 |
5,359.0 |
|
0.382 |
5,355.0 |
|
LOW |
5,342.0 |
|
0.618 |
5,321.0 |
|
1.000 |
5,308.0 |
|
1.618 |
5,287.0 |
|
2.618 |
5,253.0 |
|
4.250 |
5,197.5 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,367.7 |
5,360.2 |
| PP |
5,363.3 |
5,348.3 |
| S1 |
5,359.0 |
5,336.5 |
|