| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
6,512.0 |
6,534.5 |
22.5 |
0.3% |
6,629.5 |
| High |
6,561.0 |
6,540.0 |
-21.0 |
-0.3% |
6,644.5 |
| Low |
6,504.0 |
6,422.0 |
-82.0 |
-1.3% |
6,397.5 |
| Close |
6,526.5 |
6,476.0 |
-50.5 |
-0.8% |
6,498.5 |
| Range |
57.0 |
118.0 |
61.0 |
107.0% |
247.0 |
| ATR |
73.1 |
76.3 |
3.2 |
4.4% |
0.0 |
| Volume |
133,185 |
137,693 |
4,508 |
3.4% |
576,294 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,833.5 |
6,772.5 |
6,541.0 |
|
| R3 |
6,715.5 |
6,654.5 |
6,508.5 |
|
| R2 |
6,597.5 |
6,597.5 |
6,497.5 |
|
| R1 |
6,536.5 |
6,536.5 |
6,487.0 |
6,508.0 |
| PP |
6,479.5 |
6,479.5 |
6,479.5 |
6,465.0 |
| S1 |
6,418.5 |
6,418.5 |
6,465.0 |
6,390.0 |
| S2 |
6,361.5 |
6,361.5 |
6,454.5 |
|
| S3 |
6,243.5 |
6,300.5 |
6,443.5 |
|
| S4 |
6,125.5 |
6,182.5 |
6,411.0 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,254.5 |
7,123.5 |
6,634.5 |
|
| R3 |
7,007.5 |
6,876.5 |
6,566.5 |
|
| R2 |
6,760.5 |
6,760.5 |
6,544.0 |
|
| R1 |
6,629.5 |
6,629.5 |
6,521.0 |
6,571.5 |
| PP |
6,513.5 |
6,513.5 |
6,513.5 |
6,484.5 |
| S1 |
6,382.5 |
6,382.5 |
6,476.0 |
6,324.5 |
| S2 |
6,266.5 |
6,266.5 |
6,453.0 |
|
| S3 |
6,019.5 |
6,135.5 |
6,430.5 |
|
| S4 |
5,772.5 |
5,888.5 |
6,362.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,594.0 |
6,397.5 |
196.5 |
3.0% |
95.0 |
1.5% |
40% |
False |
False |
128,222 |
| 10 |
6,702.5 |
6,397.5 |
305.0 |
4.7% |
86.0 |
1.3% |
26% |
False |
False |
114,343 |
| 20 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
78.0 |
1.2% |
16% |
False |
False |
118,031 |
| 40 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
57.5 |
0.9% |
16% |
False |
False |
60,658 |
| 60 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
48.0 |
0.7% |
16% |
False |
False |
40,451 |
| 80 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
37.5 |
0.6% |
16% |
False |
False |
30,347 |
| 100 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
31.0 |
0.5% |
16% |
False |
False |
24,286 |
| 120 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
26.0 |
0.4% |
16% |
False |
False |
20,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,041.5 |
|
2.618 |
6,849.0 |
|
1.618 |
6,731.0 |
|
1.000 |
6,658.0 |
|
0.618 |
6,613.0 |
|
HIGH |
6,540.0 |
|
0.618 |
6,495.0 |
|
0.500 |
6,481.0 |
|
0.382 |
6,467.0 |
|
LOW |
6,422.0 |
|
0.618 |
6,349.0 |
|
1.000 |
6,304.0 |
|
1.618 |
6,231.0 |
|
2.618 |
6,113.0 |
|
4.250 |
5,920.5 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,481.0 |
6,491.5 |
| PP |
6,479.5 |
6,486.5 |
| S1 |
6,477.5 |
6,481.0 |
|