| 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 |
5,323.0 |
5,300.0 |
-23.0 |
-0.4% |
5,298.0 |
| High |
5,333.0 |
5,315.0 |
-18.0 |
-0.3% |
5,330.0 |
| Low |
5,267.0 |
5,192.0 |
-75.0 |
-1.4% |
5,221.0 |
| Close |
5,279.0 |
5,258.0 |
-21.0 |
-0.4% |
5,319.0 |
| Range |
66.0 |
123.0 |
57.0 |
86.4% |
109.0 |
| ATR |
55.6 |
60.4 |
4.8 |
8.7% |
0.0 |
| Volume |
13,680 |
45,524 |
31,844 |
232.8% |
141,609 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,624.0 |
5,564.0 |
5,325.7 |
|
| R3 |
5,501.0 |
5,441.0 |
5,291.8 |
|
| R2 |
5,378.0 |
5,378.0 |
5,280.6 |
|
| R1 |
5,318.0 |
5,318.0 |
5,269.3 |
5,286.5 |
| PP |
5,255.0 |
5,255.0 |
5,255.0 |
5,239.3 |
| S1 |
5,195.0 |
5,195.0 |
5,246.7 |
5,163.5 |
| S2 |
5,132.0 |
5,132.0 |
5,235.5 |
|
| S3 |
5,009.0 |
5,072.0 |
5,224.2 |
|
| S4 |
4,886.0 |
4,949.0 |
5,190.4 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,617.0 |
5,577.0 |
5,379.0 |
|
| R3 |
5,508.0 |
5,468.0 |
5,349.0 |
|
| R2 |
5,399.0 |
5,399.0 |
5,339.0 |
|
| R1 |
5,359.0 |
5,359.0 |
5,329.0 |
5,379.0 |
| PP |
5,290.0 |
5,290.0 |
5,290.0 |
5,300.0 |
| S1 |
5,250.0 |
5,250.0 |
5,309.0 |
5,270.0 |
| S2 |
5,181.0 |
5,181.0 |
5,299.0 |
|
| S3 |
5,072.0 |
5,141.0 |
5,289.0 |
|
| S4 |
4,963.0 |
5,032.0 |
5,259.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,333.0 |
5,192.0 |
141.0 |
2.7% |
80.2 |
1.5% |
47% |
False |
True |
28,308 |
| 10 |
5,415.0 |
5,192.0 |
223.0 |
4.2% |
61.4 |
1.2% |
30% |
False |
True |
27,123 |
| 20 |
5,601.0 |
5,192.0 |
409.0 |
7.8% |
58.4 |
1.1% |
16% |
False |
True |
33,053 |
| 40 |
5,665.0 |
5,192.0 |
473.0 |
9.0% |
39.0 |
0.7% |
14% |
False |
True |
16,576 |
| 60 |
5,665.0 |
5,192.0 |
473.0 |
9.0% |
32.7 |
0.6% |
14% |
False |
True |
11,078 |
| 80 |
5,665.0 |
5,192.0 |
473.0 |
9.0% |
25.3 |
0.5% |
14% |
False |
True |
8,314 |
| 100 |
5,665.0 |
5,192.0 |
473.0 |
9.0% |
21.5 |
0.4% |
14% |
False |
True |
6,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,837.8 |
|
2.618 |
5,637.0 |
|
1.618 |
5,514.0 |
|
1.000 |
5,438.0 |
|
0.618 |
5,391.0 |
|
HIGH |
5,315.0 |
|
0.618 |
5,268.0 |
|
0.500 |
5,253.5 |
|
0.382 |
5,239.0 |
|
LOW |
5,192.0 |
|
0.618 |
5,116.0 |
|
1.000 |
5,069.0 |
|
1.618 |
4,993.0 |
|
2.618 |
4,870.0 |
|
4.250 |
4,669.3 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,256.5 |
5,262.5 |
| PP |
5,255.0 |
5,261.0 |
| S1 |
5,253.5 |
5,259.5 |
|