| 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 |
3,811.75 |
3,880.25 |
68.50 |
1.8% |
3,848.50 |
| High |
3,883.00 |
3,975.75 |
92.75 |
2.4% |
3,885.75 |
| Low |
3,793.25 |
3,846.00 |
52.75 |
1.4% |
3,684.00 |
| Close |
3,866.00 |
3,971.50 |
105.50 |
2.7% |
3,804.00 |
| Range |
89.75 |
129.75 |
40.00 |
44.6% |
201.75 |
| ATR |
75.21 |
79.11 |
3.90 |
5.2% |
0.00 |
| Volume |
315,481 |
382,276 |
66,795 |
21.2% |
3,243,215 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,320.25 |
4,275.75 |
4,042.75 |
|
| R3 |
4,190.50 |
4,146.00 |
4,007.25 |
|
| R2 |
4,060.75 |
4,060.75 |
3,995.25 |
|
| R1 |
4,016.25 |
4,016.25 |
3,983.50 |
4,038.50 |
| PP |
3,931.00 |
3,931.00 |
3,931.00 |
3,942.25 |
| S1 |
3,886.50 |
3,886.50 |
3,959.50 |
3,908.75 |
| S2 |
3,801.25 |
3,801.25 |
3,947.75 |
|
| S3 |
3,671.50 |
3,756.75 |
3,935.75 |
|
| S4 |
3,541.75 |
3,627.00 |
3,900.25 |
|
|
| 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 |
3,975.75 |
3,684.00 |
291.75 |
7.3% |
112.25 |
2.8% |
99% |
True |
False |
540,521 |
| 10 |
4,047.75 |
3,684.00 |
363.75 |
9.2% |
104.00 |
2.6% |
79% |
False |
False |
567,915 |
| 20 |
4,090.00 |
3,684.00 |
406.00 |
10.2% |
82.50 |
2.1% |
71% |
False |
False |
463,942 |
| 40 |
4,118.75 |
3,684.00 |
434.75 |
10.9% |
60.25 |
1.5% |
66% |
False |
False |
298,114 |
| 60 |
4,118.75 |
3,684.00 |
434.75 |
10.9% |
53.00 |
1.3% |
66% |
False |
False |
198,992 |
| 80 |
4,118.75 |
3,684.00 |
434.75 |
10.9% |
49.00 |
1.2% |
66% |
False |
False |
149,333 |
| 100 |
4,118.75 |
3,684.00 |
434.75 |
10.9% |
43.25 |
1.1% |
66% |
False |
False |
119,479 |
| 120 |
4,118.75 |
3,511.75 |
607.00 |
15.3% |
38.75 |
1.0% |
76% |
False |
False |
99,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,527.25 |
|
2.618 |
4,315.50 |
|
1.618 |
4,185.75 |
|
1.000 |
4,105.50 |
|
0.618 |
4,056.00 |
|
HIGH |
3,975.75 |
|
0.618 |
3,926.25 |
|
0.500 |
3,911.00 |
|
0.382 |
3,895.50 |
|
LOW |
3,846.00 |
|
0.618 |
3,765.75 |
|
1.000 |
3,716.25 |
|
1.618 |
3,636.00 |
|
2.618 |
3,506.25 |
|
4.250 |
3,294.50 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,951.25 |
3,934.00 |
| PP |
3,931.00 |
3,896.50 |
| S1 |
3,911.00 |
3,859.00 |
|