| 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 |
16,615.26 |
16,468.07 |
-147.19 |
-0.9% |
16,535.43 |
| High |
16,653.89 |
16,767.52 |
113.63 |
0.7% |
16,602.41 |
| Low |
16,459.85 |
16,468.07 |
8.22 |
0.0% |
15,855.12 |
| Close |
16,461.32 |
16,677.90 |
216.58 |
1.3% |
16,380.41 |
| Range |
194.04 |
299.45 |
105.41 |
54.3% |
747.29 |
| ATR |
218.85 |
225.09 |
6.24 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,536.18 |
17,406.49 |
16,842.60 |
|
| R3 |
17,236.73 |
17,107.04 |
16,760.25 |
|
| R2 |
16,937.28 |
16,937.28 |
16,732.80 |
|
| R1 |
16,807.59 |
16,807.59 |
16,705.35 |
16,872.44 |
| PP |
16,637.83 |
16,637.83 |
16,637.83 |
16,670.25 |
| S1 |
16,508.14 |
16,508.14 |
16,650.45 |
16,572.99 |
| S2 |
16,338.38 |
16,338.38 |
16,623.00 |
|
| S3 |
16,038.93 |
16,208.69 |
16,595.55 |
|
| S4 |
15,739.48 |
15,909.24 |
16,513.20 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,521.18 |
18,198.09 |
16,791.42 |
|
| R3 |
17,773.89 |
17,450.80 |
16,585.91 |
|
| R2 |
17,026.60 |
17,026.60 |
16,517.41 |
|
| R1 |
16,703.51 |
16,703.51 |
16,448.91 |
16,491.41 |
| PP |
16,279.31 |
16,279.31 |
16,279.31 |
16,173.27 |
| S1 |
15,956.22 |
15,956.22 |
16,311.91 |
15,744.12 |
| S2 |
15,532.02 |
15,532.02 |
16,243.41 |
|
| S3 |
14,784.73 |
15,208.93 |
16,174.91 |
|
| S4 |
14,037.44 |
14,461.64 |
15,969.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,767.52 |
16,118.39 |
649.13 |
3.9% |
231.72 |
1.4% |
86% |
True |
False |
|
| 10 |
16,767.52 |
15,855.12 |
912.40 |
5.5% |
258.83 |
1.6% |
90% |
True |
False |
|
| 20 |
17,148.15 |
15,855.12 |
1,293.03 |
7.8% |
244.45 |
1.5% |
64% |
False |
False |
|
| 40 |
17,350.64 |
15,855.12 |
1,495.52 |
9.0% |
182.19 |
1.1% |
55% |
False |
False |
|
| 60 |
17,350.64 |
15,855.12 |
1,495.52 |
9.0% |
163.92 |
1.0% |
55% |
False |
False |
|
| 80 |
17,350.64 |
15,855.12 |
1,495.52 |
9.0% |
151.54 |
0.9% |
55% |
False |
False |
|
| 100 |
17,350.64 |
15,855.12 |
1,495.52 |
9.0% |
140.57 |
0.8% |
55% |
False |
False |
|
| 120 |
17,350.64 |
15,855.12 |
1,495.52 |
9.0% |
134.43 |
0.8% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,040.18 |
|
2.618 |
17,551.48 |
|
1.618 |
17,252.03 |
|
1.000 |
17,066.97 |
|
0.618 |
16,952.58 |
|
HIGH |
16,767.52 |
|
0.618 |
16,653.13 |
|
0.500 |
16,617.80 |
|
0.382 |
16,582.46 |
|
LOW |
16,468.07 |
|
0.618 |
16,283.01 |
|
1.000 |
16,168.62 |
|
1.618 |
15,983.56 |
|
2.618 |
15,684.11 |
|
4.250 |
15,195.41 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,657.87 |
16,647.48 |
| PP |
16,637.83 |
16,617.06 |
| S1 |
16,617.80 |
16,586.65 |
|