| 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 |
3,748.00 |
3,811.75 |
63.75 |
1.7% |
3,848.50 |
| High |
3,840.50 |
3,883.00 |
42.50 |
1.1% |
3,885.75 |
| Low |
3,742.00 |
3,793.25 |
51.25 |
1.4% |
3,684.00 |
| Close |
3,804.00 |
3,866.00 |
62.00 |
1.6% |
3,804.00 |
| Range |
98.50 |
89.75 |
-8.75 |
-8.9% |
201.75 |
| ATR |
74.10 |
75.21 |
1.12 |
1.5% |
0.00 |
| Volume |
477,901 |
315,481 |
-162,420 |
-34.0% |
3,243,215 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,116.75 |
4,081.00 |
3,915.25 |
|
| R3 |
4,027.00 |
3,991.25 |
3,890.75 |
|
| R2 |
3,937.25 |
3,937.25 |
3,882.50 |
|
| R1 |
3,901.50 |
3,901.50 |
3,874.25 |
3,919.50 |
| PP |
3,847.50 |
3,847.50 |
3,847.50 |
3,856.25 |
| S1 |
3,811.75 |
3,811.75 |
3,857.75 |
3,829.50 |
| S2 |
3,757.75 |
3,757.75 |
3,849.50 |
|
| S3 |
3,668.00 |
3,722.00 |
3,841.25 |
|
| S4 |
3,578.25 |
3,632.25 |
3,816.75 |
|
|
| 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 |
3,883.00 |
3,684.00 |
199.00 |
5.1% |
98.25 |
2.5% |
91% |
True |
False |
584,530 |
| 10 |
4,047.75 |
3,684.00 |
363.75 |
9.4% |
97.25 |
2.5% |
50% |
False |
False |
568,068 |
| 20 |
4,090.00 |
3,684.00 |
406.00 |
10.5% |
77.75 |
2.0% |
45% |
False |
False |
458,675 |
| 40 |
4,118.75 |
3,684.00 |
434.75 |
11.2% |
57.50 |
1.5% |
42% |
False |
False |
288,595 |
| 60 |
4,118.75 |
3,684.00 |
434.75 |
11.2% |
51.50 |
1.3% |
42% |
False |
False |
192,628 |
| 80 |
4,118.75 |
3,684.00 |
434.75 |
11.2% |
47.75 |
1.2% |
42% |
False |
False |
144,559 |
| 100 |
4,118.75 |
3,684.00 |
434.75 |
11.2% |
42.00 |
1.1% |
42% |
False |
False |
115,656 |
| 120 |
4,118.75 |
3,511.75 |
607.00 |
15.7% |
37.75 |
1.0% |
58% |
False |
False |
96,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,264.50 |
|
2.618 |
4,118.00 |
|
1.618 |
4,028.25 |
|
1.000 |
3,972.75 |
|
0.618 |
3,938.50 |
|
HIGH |
3,883.00 |
|
0.618 |
3,848.75 |
|
0.500 |
3,838.00 |
|
0.382 |
3,827.50 |
|
LOW |
3,793.25 |
|
0.618 |
3,737.75 |
|
1.000 |
3,703.50 |
|
1.618 |
3,648.00 |
|
2.618 |
3,558.25 |
|
4.250 |
3,411.75 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,856.75 |
3,838.50 |
| PP |
3,847.50 |
3,811.00 |
| S1 |
3,838.00 |
3,783.50 |
|