| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
5,190.0 |
5,278.0 |
88.0 |
1.7% |
5,298.0 |
| High |
5,238.0 |
5,315.0 |
77.0 |
1.5% |
5,330.0 |
| Low |
5,189.0 |
5,253.0 |
64.0 |
1.2% |
5,221.0 |
| Close |
5,225.0 |
5,279.0 |
54.0 |
1.0% |
5,319.0 |
| Range |
49.0 |
62.0 |
13.0 |
26.5% |
109.0 |
| ATR |
61.0 |
63.1 |
2.1 |
3.4% |
0.0 |
| Volume |
28,406 |
23,327 |
-5,079 |
-17.9% |
141,609 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,468.3 |
5,435.7 |
5,313.1 |
|
| R3 |
5,406.3 |
5,373.7 |
5,296.1 |
|
| R2 |
5,344.3 |
5,344.3 |
5,290.4 |
|
| R1 |
5,311.7 |
5,311.7 |
5,284.7 |
5,328.0 |
| PP |
5,282.3 |
5,282.3 |
5,282.3 |
5,290.5 |
| S1 |
5,249.7 |
5,249.7 |
5,273.3 |
5,266.0 |
| S2 |
5,220.3 |
5,220.3 |
5,267.6 |
|
| S3 |
5,158.3 |
5,187.7 |
5,262.0 |
|
| S4 |
5,096.3 |
5,125.7 |
5,244.9 |
|
|
| 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 |
5,189.0 |
144.0 |
2.7% |
72.2 |
1.4% |
63% |
False |
False |
26,284 |
| 10 |
5,333.0 |
5,189.0 |
144.0 |
2.7% |
64.1 |
1.2% |
63% |
False |
False |
27,764 |
| 20 |
5,545.0 |
5,189.0 |
356.0 |
6.7% |
59.8 |
1.1% |
25% |
False |
False |
35,433 |
| 40 |
5,665.0 |
5,189.0 |
476.0 |
9.0% |
40.9 |
0.8% |
19% |
False |
False |
17,866 |
| 60 |
5,665.0 |
5,189.0 |
476.0 |
9.0% |
33.9 |
0.6% |
19% |
False |
False |
11,937 |
| 80 |
5,665.0 |
5,189.0 |
476.0 |
9.0% |
26.6 |
0.5% |
19% |
False |
False |
8,959 |
| 100 |
5,665.0 |
5,189.0 |
476.0 |
9.0% |
22.3 |
0.4% |
19% |
False |
False |
7,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,578.5 |
|
2.618 |
5,477.3 |
|
1.618 |
5,415.3 |
|
1.000 |
5,377.0 |
|
0.618 |
5,353.3 |
|
HIGH |
5,315.0 |
|
0.618 |
5,291.3 |
|
0.500 |
5,284.0 |
|
0.382 |
5,276.7 |
|
LOW |
5,253.0 |
|
0.618 |
5,214.7 |
|
1.000 |
5,191.0 |
|
1.618 |
5,152.7 |
|
2.618 |
5,090.7 |
|
4.250 |
4,989.5 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,284.0 |
5,270.0 |
| PP |
5,282.3 |
5,261.0 |
| S1 |
5,280.7 |
5,252.0 |
|