| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
5,206.0 |
5,094.0 |
-112.0 |
-2.2% |
5,323.0 |
| High |
5,210.0 |
5,151.0 |
-59.0 |
-1.1% |
5,333.0 |
| Low |
5,156.0 |
5,090.0 |
-66.0 |
-1.3% |
5,156.0 |
| Close |
5,158.0 |
5,137.0 |
-21.0 |
-0.4% |
5,158.0 |
| Range |
54.0 |
61.0 |
7.0 |
13.0% |
177.0 |
| ATR |
67.4 |
67.4 |
0.0 |
0.1% |
0.0 |
| Volume |
43,467 |
28,460 |
-15,007 |
-34.5% |
154,404 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,309.0 |
5,284.0 |
5,170.6 |
|
| R3 |
5,248.0 |
5,223.0 |
5,153.8 |
|
| R2 |
5,187.0 |
5,187.0 |
5,148.2 |
|
| R1 |
5,162.0 |
5,162.0 |
5,142.6 |
5,174.5 |
| PP |
5,126.0 |
5,126.0 |
5,126.0 |
5,132.3 |
| S1 |
5,101.0 |
5,101.0 |
5,131.4 |
5,113.5 |
| S2 |
5,065.0 |
5,065.0 |
5,125.8 |
|
| S3 |
5,004.0 |
5,040.0 |
5,120.2 |
|
| S4 |
4,943.0 |
4,979.0 |
5,103.5 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,746.7 |
5,629.3 |
5,255.4 |
|
| R3 |
5,569.7 |
5,452.3 |
5,206.7 |
|
| R2 |
5,392.7 |
5,392.7 |
5,190.5 |
|
| R1 |
5,275.3 |
5,275.3 |
5,174.2 |
5,245.5 |
| PP |
5,215.7 |
5,215.7 |
5,215.7 |
5,200.8 |
| S1 |
5,098.3 |
5,098.3 |
5,141.8 |
5,068.5 |
| S2 |
5,038.7 |
5,038.7 |
5,125.6 |
|
| S3 |
4,861.7 |
4,921.3 |
5,109.3 |
|
| S4 |
4,684.7 |
4,744.3 |
5,060.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,315.0 |
5,090.0 |
225.0 |
4.4% |
69.8 |
1.4% |
21% |
False |
True |
33,836 |
| 10 |
5,333.0 |
5,090.0 |
243.0 |
4.7% |
67.3 |
1.3% |
19% |
False |
True |
29,715 |
| 20 |
5,482.0 |
5,090.0 |
392.0 |
7.6% |
62.0 |
1.2% |
12% |
False |
True |
35,688 |
| 40 |
5,665.0 |
5,090.0 |
575.0 |
11.2% |
43.6 |
0.8% |
8% |
False |
True |
19,661 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
11.2% |
35.1 |
0.7% |
8% |
False |
True |
13,134 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
11.2% |
27.9 |
0.5% |
8% |
False |
True |
9,858 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
11.2% |
23.5 |
0.5% |
8% |
False |
True |
7,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,410.3 |
|
2.618 |
5,310.7 |
|
1.618 |
5,249.7 |
|
1.000 |
5,212.0 |
|
0.618 |
5,188.7 |
|
HIGH |
5,151.0 |
|
0.618 |
5,127.7 |
|
0.500 |
5,120.5 |
|
0.382 |
5,113.3 |
|
LOW |
5,090.0 |
|
0.618 |
5,052.3 |
|
1.000 |
5,029.0 |
|
1.618 |
4,991.3 |
|
2.618 |
4,930.3 |
|
4.250 |
4,830.8 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,131.5 |
5,202.5 |
| PP |
5,126.0 |
5,180.7 |
| S1 |
5,120.5 |
5,158.8 |
|