| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
5,247.0 |
5,318.0 |
71.0 |
1.4% |
5,094.0 |
| High |
5,293.0 |
5,326.0 |
33.0 |
0.6% |
5,293.0 |
| Low |
5,233.0 |
5,292.0 |
59.0 |
1.1% |
5,090.0 |
| Close |
5,237.0 |
5,306.0 |
69.0 |
1.3% |
5,237.0 |
| Range |
60.0 |
34.0 |
-26.0 |
-43.3% |
203.0 |
| ATR |
70.8 |
72.1 |
1.3 |
1.8% |
0.0 |
| Volume |
23,370 |
20,665 |
-2,705 |
-11.6% |
159,935 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,410.0 |
5,392.0 |
5,324.7 |
|
| R3 |
5,376.0 |
5,358.0 |
5,315.4 |
|
| R2 |
5,342.0 |
5,342.0 |
5,312.2 |
|
| R1 |
5,324.0 |
5,324.0 |
5,309.1 |
5,316.0 |
| PP |
5,308.0 |
5,308.0 |
5,308.0 |
5,304.0 |
| S1 |
5,290.0 |
5,290.0 |
5,302.9 |
5,282.0 |
| S2 |
5,274.0 |
5,274.0 |
5,299.8 |
|
| S3 |
5,240.0 |
5,256.0 |
5,296.7 |
|
| S4 |
5,206.0 |
5,222.0 |
5,287.3 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,815.7 |
5,729.3 |
5,348.7 |
|
| R3 |
5,612.7 |
5,526.3 |
5,292.8 |
|
| R2 |
5,409.7 |
5,409.7 |
5,274.2 |
|
| R1 |
5,323.3 |
5,323.3 |
5,255.6 |
5,366.5 |
| PP |
5,206.7 |
5,206.7 |
5,206.7 |
5,228.3 |
| S1 |
5,120.3 |
5,120.3 |
5,218.4 |
5,163.5 |
| S2 |
5,003.7 |
5,003.7 |
5,199.8 |
|
| S3 |
4,800.7 |
4,917.3 |
5,181.2 |
|
| S4 |
4,597.7 |
4,714.3 |
5,125.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,326.0 |
5,100.0 |
226.0 |
4.3% |
71.8 |
1.4% |
91% |
True |
False |
30,428 |
| 10 |
5,326.0 |
5,090.0 |
236.0 |
4.4% |
70.8 |
1.3% |
92% |
True |
False |
32,132 |
| 20 |
5,424.0 |
5,090.0 |
334.0 |
6.3% |
64.5 |
1.2% |
65% |
False |
False |
28,869 |
| 40 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
50.0 |
0.9% |
38% |
False |
False |
23,452 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
39.8 |
0.8% |
38% |
False |
False |
15,662 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
32.3 |
0.6% |
38% |
False |
False |
11,758 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
26.9 |
0.5% |
38% |
False |
False |
9,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,470.5 |
|
2.618 |
5,415.0 |
|
1.618 |
5,381.0 |
|
1.000 |
5,360.0 |
|
0.618 |
5,347.0 |
|
HIGH |
5,326.0 |
|
0.618 |
5,313.0 |
|
0.500 |
5,309.0 |
|
0.382 |
5,305.0 |
|
LOW |
5,292.0 |
|
0.618 |
5,271.0 |
|
1.000 |
5,258.0 |
|
1.618 |
5,237.0 |
|
2.618 |
5,203.0 |
|
4.250 |
5,147.5 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,309.0 |
5,281.8 |
| PP |
5,308.0 |
5,257.7 |
| S1 |
5,307.0 |
5,233.5 |
|