| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
15,125 |
15,135 |
10 |
0.1% |
15,085 |
| High |
15,310 |
15,495 |
185 |
1.2% |
15,195 |
| Low |
15,030 |
15,095 |
65 |
0.4% |
14,400 |
| Close |
15,140 |
15,405 |
265 |
1.8% |
14,905 |
| Range |
280 |
400 |
120 |
42.9% |
795 |
| ATR |
332 |
336 |
5 |
1.5% |
0 |
| Volume |
20,508 |
22,097 |
1,589 |
7.7% |
149,775 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,532 |
16,368 |
15,625 |
|
| R3 |
16,132 |
15,968 |
15,515 |
|
| R2 |
15,732 |
15,732 |
15,478 |
|
| R1 |
15,568 |
15,568 |
15,442 |
15,650 |
| PP |
15,332 |
15,332 |
15,332 |
15,373 |
| S1 |
15,168 |
15,168 |
15,368 |
15,250 |
| S2 |
14,932 |
14,932 |
15,332 |
|
| S3 |
14,532 |
14,768 |
15,295 |
|
| S4 |
14,132 |
14,368 |
15,185 |
|
|
| 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 |
15,495 |
14,545 |
950 |
6.2% |
356 |
2.3% |
91% |
True |
False |
24,002 |
| 10 |
15,495 |
14,400 |
1,095 |
7.1% |
389 |
2.5% |
92% |
True |
False |
26,449 |
| 20 |
16,455 |
14,400 |
2,055 |
13.3% |
376 |
2.4% |
49% |
False |
False |
23,343 |
| 40 |
16,455 |
14,400 |
2,055 |
13.3% |
284 |
1.8% |
49% |
False |
False |
17,431 |
| 60 |
16,455 |
14,400 |
2,055 |
13.3% |
230 |
1.5% |
49% |
False |
False |
11,630 |
| 80 |
16,455 |
14,400 |
2,055 |
13.3% |
181 |
1.2% |
49% |
False |
False |
8,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,195 |
|
2.618 |
16,542 |
|
1.618 |
16,142 |
|
1.000 |
15,895 |
|
0.618 |
15,742 |
|
HIGH |
15,495 |
|
0.618 |
15,342 |
|
0.500 |
15,295 |
|
0.382 |
15,248 |
|
LOW |
15,095 |
|
0.618 |
14,848 |
|
1.000 |
14,695 |
|
1.618 |
14,448 |
|
2.618 |
14,048 |
|
4.250 |
13,395 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,368 |
15,317 |
| PP |
15,332 |
15,228 |
| S1 |
15,295 |
15,140 |
|