| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,081.8 |
1,090.3 |
8.5 |
0.8% |
1,110.8 |
| High |
1,095.8 |
1,106.2 |
10.4 |
0.9% |
1,117.7 |
| Low |
1,072.0 |
1,090.3 |
18.3 |
1.7% |
1,072.0 |
| Close |
1,091.3 |
1,098.3 |
7.0 |
0.6% |
1,098.3 |
| Range |
23.8 |
15.9 |
-7.9 |
-33.2% |
45.7 |
| ATR |
17.0 |
16.9 |
-0.1 |
-0.5% |
0.0 |
| Volume |
222,252 |
132,111 |
-90,141 |
-40.6% |
911,058 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,146.0 |
1,138.0 |
1,107.0 |
|
| R3 |
1,130.0 |
1,122.3 |
1,102.8 |
|
| R2 |
1,114.3 |
1,114.3 |
1,101.3 |
|
| R1 |
1,106.3 |
1,106.3 |
1,099.8 |
1,110.3 |
| PP |
1,098.3 |
1,098.3 |
1,098.3 |
1,100.3 |
| S1 |
1,090.3 |
1,090.3 |
1,096.8 |
1,094.3 |
| S2 |
1,082.3 |
1,082.3 |
1,095.5 |
|
| S3 |
1,066.5 |
1,074.5 |
1,094.0 |
|
| S4 |
1,050.5 |
1,058.5 |
1,089.5 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,233.0 |
1,211.5 |
1,123.5 |
|
| R3 |
1,187.5 |
1,165.8 |
1,110.8 |
|
| R2 |
1,141.8 |
1,141.8 |
1,106.8 |
|
| R1 |
1,120.0 |
1,120.0 |
1,102.5 |
1,108.0 |
| PP |
1,096.0 |
1,096.0 |
1,096.0 |
1,090.0 |
| S1 |
1,074.3 |
1,074.3 |
1,094.0 |
1,062.3 |
| S2 |
1,050.3 |
1,050.3 |
1,090.0 |
|
| S3 |
1,004.5 |
1,028.5 |
1,085.8 |
|
| S4 |
959.0 |
983.0 |
1,073.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,117.7 |
1,072.0 |
45.7 |
4.2% |
20.3 |
1.8% |
58% |
False |
False |
182,211 |
| 10 |
1,139.3 |
1,072.0 |
67.3 |
6.1% |
19.0 |
1.7% |
39% |
False |
False |
163,926 |
| 20 |
1,169.8 |
1,072.0 |
97.8 |
8.9% |
17.3 |
1.6% |
27% |
False |
False |
142,023 |
| 40 |
1,182.2 |
1,072.0 |
110.2 |
10.0% |
14.5 |
1.3% |
24% |
False |
False |
71,127 |
| 60 |
1,182.2 |
1,072.0 |
110.2 |
10.0% |
14.5 |
1.3% |
24% |
False |
False |
47,434 |
| 80 |
1,205.4 |
1,072.0 |
133.4 |
12.1% |
12.8 |
1.2% |
20% |
False |
False |
35,584 |
| 100 |
1,205.4 |
1,072.0 |
133.4 |
12.1% |
10.0 |
0.9% |
20% |
False |
False |
28,467 |
| 120 |
1,205.4 |
1,072.0 |
133.4 |
12.1% |
8.5 |
0.8% |
20% |
False |
False |
23,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,173.8 |
|
2.618 |
1,147.8 |
|
1.618 |
1,132.0 |
|
1.000 |
1,122.0 |
|
0.618 |
1,116.0 |
|
HIGH |
1,106.3 |
|
0.618 |
1,100.3 |
|
0.500 |
1,098.3 |
|
0.382 |
1,096.3 |
|
LOW |
1,090.3 |
|
0.618 |
1,080.5 |
|
1.000 |
1,074.5 |
|
1.618 |
1,064.5 |
|
2.618 |
1,048.8 |
|
4.250 |
1,022.8 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,098.3 |
1,095.3 |
| PP |
1,098.3 |
1,092.3 |
| S1 |
1,098.3 |
1,089.0 |
|