| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
14,905 |
15,195 |
290 |
1.9% |
15,085 |
| High |
15,190 |
15,225 |
35 |
0.2% |
15,195 |
| Low |
14,905 |
14,785 |
-120 |
-0.8% |
14,400 |
| Close |
15,150 |
15,115 |
-35 |
-0.2% |
14,905 |
| Range |
285 |
440 |
155 |
54.4% |
795 |
| ATR |
328 |
336 |
8 |
2.5% |
0 |
| Volume |
23,006 |
24,420 |
1,414 |
6.1% |
149,775 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,362 |
16,178 |
15,357 |
|
| R3 |
15,922 |
15,738 |
15,236 |
|
| R2 |
15,482 |
15,482 |
15,196 |
|
| R1 |
15,298 |
15,298 |
15,155 |
15,170 |
| PP |
15,042 |
15,042 |
15,042 |
14,978 |
| S1 |
14,858 |
14,858 |
15,075 |
14,730 |
| S2 |
14,602 |
14,602 |
15,034 |
|
| S3 |
14,162 |
14,418 |
14,994 |
|
| S4 |
13,722 |
13,978 |
14,873 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,218 |
16,857 |
15,342 |
|
| R3 |
16,423 |
16,062 |
15,124 |
|
| R2 |
15,628 |
15,628 |
15,051 |
|
| R1 |
15,267 |
15,267 |
14,978 |
15,050 |
| PP |
14,833 |
14,833 |
14,833 |
14,725 |
| S1 |
14,472 |
14,472 |
14,832 |
14,255 |
| S2 |
14,038 |
14,038 |
14,759 |
|
| S3 |
13,243 |
13,677 |
14,687 |
|
| S4 |
12,448 |
12,882 |
14,468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,225 |
14,400 |
825 |
5.5% |
430 |
2.8% |
87% |
True |
False |
31,776 |
| 10 |
15,765 |
14,400 |
1,365 |
9.0% |
404 |
2.7% |
52% |
False |
False |
26,976 |
| 20 |
16,455 |
14,400 |
2,055 |
13.6% |
370 |
2.4% |
35% |
False |
False |
22,746 |
| 40 |
16,455 |
14,400 |
2,055 |
13.6% |
272 |
1.8% |
35% |
False |
False |
16,372 |
| 60 |
16,455 |
14,400 |
2,055 |
13.6% |
222 |
1.5% |
35% |
False |
False |
10,920 |
| 80 |
16,455 |
14,400 |
2,055 |
13.6% |
174 |
1.1% |
35% |
False |
False |
8,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,095 |
|
2.618 |
16,377 |
|
1.618 |
15,937 |
|
1.000 |
15,665 |
|
0.618 |
15,497 |
|
HIGH |
15,225 |
|
0.618 |
15,057 |
|
0.500 |
15,005 |
|
0.382 |
14,953 |
|
LOW |
14,785 |
|
0.618 |
14,513 |
|
1.000 |
14,345 |
|
1.618 |
14,073 |
|
2.618 |
13,633 |
|
4.250 |
12,915 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,078 |
15,038 |
| PP |
15,042 |
14,962 |
| S1 |
15,005 |
14,885 |
|