| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,751.00 |
3,748.00 |
-3.00 |
-0.1% |
3,848.50 |
| High |
3,786.50 |
3,840.50 |
54.00 |
1.4% |
3,885.75 |
| Low |
3,684.00 |
3,742.00 |
58.00 |
1.6% |
3,684.00 |
| Close |
3,741.50 |
3,804.00 |
62.50 |
1.7% |
3,804.00 |
| Range |
102.50 |
98.50 |
-4.00 |
-3.9% |
201.75 |
| ATR |
72.18 |
74.10 |
1.92 |
2.7% |
0.00 |
| Volume |
695,840 |
477,901 |
-217,939 |
-31.3% |
3,243,215 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,091.00 |
4,046.00 |
3,858.25 |
|
| R3 |
3,992.50 |
3,947.50 |
3,831.00 |
|
| R2 |
3,894.00 |
3,894.00 |
3,822.00 |
|
| R1 |
3,849.00 |
3,849.00 |
3,813.00 |
3,871.50 |
| PP |
3,795.50 |
3,795.50 |
3,795.50 |
3,806.75 |
| S1 |
3,750.50 |
3,750.50 |
3,795.00 |
3,773.00 |
| S2 |
3,697.00 |
3,697.00 |
3,786.00 |
|
| S3 |
3,598.50 |
3,652.00 |
3,777.00 |
|
| S4 |
3,500.00 |
3,553.50 |
3,749.75 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,396.50 |
4,302.00 |
3,915.00 |
|
| R3 |
4,194.75 |
4,100.25 |
3,859.50 |
|
| R2 |
3,993.00 |
3,993.00 |
3,841.00 |
|
| R1 |
3,898.50 |
3,898.50 |
3,822.50 |
3,845.00 |
| PP |
3,791.25 |
3,791.25 |
3,791.25 |
3,764.50 |
| S1 |
3,696.75 |
3,696.75 |
3,785.50 |
3,643.00 |
| S2 |
3,589.50 |
3,589.50 |
3,767.00 |
|
| S3 |
3,387.75 |
3,495.00 |
3,748.50 |
|
| S4 |
3,186.00 |
3,293.25 |
3,693.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,885.75 |
3,684.00 |
201.75 |
5.3% |
98.75 |
2.6% |
59% |
False |
False |
648,643 |
| 10 |
4,047.75 |
3,684.00 |
363.75 |
9.6% |
92.75 |
2.4% |
33% |
False |
False |
570,345 |
| 20 |
4,092.00 |
3,684.00 |
408.00 |
10.7% |
76.00 |
2.0% |
29% |
False |
False |
457,683 |
| 40 |
4,118.75 |
3,684.00 |
434.75 |
11.4% |
56.00 |
1.5% |
28% |
False |
False |
280,721 |
| 60 |
4,118.75 |
3,684.00 |
434.75 |
11.4% |
50.50 |
1.3% |
28% |
False |
False |
187,376 |
| 80 |
4,118.75 |
3,684.00 |
434.75 |
11.4% |
47.00 |
1.2% |
28% |
False |
False |
140,618 |
| 100 |
4,118.75 |
3,684.00 |
434.75 |
11.4% |
41.00 |
1.1% |
28% |
False |
False |
112,501 |
| 120 |
4,118.75 |
3,511.75 |
607.00 |
16.0% |
37.00 |
1.0% |
48% |
False |
False |
93,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,259.00 |
|
2.618 |
4,098.25 |
|
1.618 |
3,999.75 |
|
1.000 |
3,939.00 |
|
0.618 |
3,901.25 |
|
HIGH |
3,840.50 |
|
0.618 |
3,802.75 |
|
0.500 |
3,791.25 |
|
0.382 |
3,779.75 |
|
LOW |
3,742.00 |
|
0.618 |
3,681.25 |
|
1.000 |
3,643.50 |
|
1.618 |
3,582.75 |
|
2.618 |
3,484.25 |
|
4.250 |
3,323.50 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,799.75 |
3,790.00 |
| PP |
3,795.50 |
3,776.25 |
| S1 |
3,791.25 |
3,762.25 |
|