| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,802.20 |
17,010.34 |
208.14 |
1.2% |
17,107.69 |
| High |
17,027.84 |
17,099.39 |
71.55 |
0.4% |
17,145.10 |
| Low |
16,802.20 |
16,930.38 |
128.18 |
0.8% |
16,674.04 |
| Close |
17,009.69 |
16,991.91 |
-17.78 |
-0.1% |
17,009.69 |
| Range |
225.64 |
169.01 |
-56.63 |
-25.1% |
471.06 |
| ATR |
154.53 |
155.56 |
1.03 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,514.26 |
17,422.09 |
17,084.87 |
|
| R3 |
17,345.25 |
17,253.08 |
17,038.39 |
|
| R2 |
17,176.24 |
17,176.24 |
17,022.90 |
|
| R1 |
17,084.07 |
17,084.07 |
17,007.40 |
17,045.65 |
| PP |
17,007.23 |
17,007.23 |
17,007.23 |
16,988.02 |
| S1 |
16,915.06 |
16,915.06 |
16,976.42 |
16,876.64 |
| S2 |
16,838.22 |
16,838.22 |
16,960.92 |
|
| S3 |
16,669.21 |
16,746.05 |
16,945.43 |
|
| S4 |
16,500.20 |
16,577.04 |
16,898.95 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,356.12 |
18,153.97 |
17,268.77 |
|
| R3 |
17,885.06 |
17,682.91 |
17,139.23 |
|
| R2 |
17,414.00 |
17,414.00 |
17,096.05 |
|
| R1 |
17,211.85 |
17,211.85 |
17,052.87 |
17,077.40 |
| PP |
16,942.94 |
16,942.94 |
16,942.94 |
16,875.72 |
| S1 |
16,740.79 |
16,740.79 |
16,966.51 |
16,606.34 |
| S2 |
16,471.88 |
16,471.88 |
16,923.33 |
|
| S3 |
16,000.82 |
16,269.73 |
16,880.15 |
|
| S4 |
15,529.76 |
15,798.67 |
16,750.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,145.10 |
16,674.04 |
471.06 |
2.8% |
194.18 |
1.1% |
67% |
False |
False |
|
| 10 |
17,226.60 |
16,674.04 |
552.56 |
3.3% |
191.19 |
1.1% |
58% |
False |
False |
|
| 20 |
17,350.64 |
16,674.04 |
676.60 |
4.0% |
152.66 |
0.9% |
47% |
False |
False |
|
| 40 |
17,350.64 |
16,518.06 |
832.58 |
4.9% |
125.40 |
0.7% |
57% |
False |
False |
|
| 60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
131.30 |
0.8% |
65% |
False |
False |
|
| 80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
123.22 |
0.7% |
65% |
False |
False |
|
| 100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
117.98 |
0.7% |
65% |
False |
False |
|
| 120 |
17,350.64 |
16,266.23 |
1,084.41 |
6.4% |
117.32 |
0.7% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,817.68 |
|
2.618 |
17,541.86 |
|
1.618 |
17,372.85 |
|
1.000 |
17,268.40 |
|
0.618 |
17,203.84 |
|
HIGH |
17,099.39 |
|
0.618 |
17,034.83 |
|
0.500 |
17,014.89 |
|
0.382 |
16,994.94 |
|
LOW |
16,930.38 |
|
0.618 |
16,825.93 |
|
1.000 |
16,761.37 |
|
1.618 |
16,656.92 |
|
2.618 |
16,487.91 |
|
4.250 |
16,212.09 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,014.89 |
16,956.85 |
| PP |
17,007.23 |
16,921.78 |
| S1 |
16,999.57 |
16,886.72 |
|