| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,880.25 |
3,970.50 |
90.25 |
2.3% |
3,848.50 |
| High |
3,975.75 |
3,983.00 |
7.25 |
0.2% |
3,885.75 |
| Low |
3,846.00 |
3,939.50 |
93.50 |
2.4% |
3,684.00 |
| Close |
3,971.50 |
3,949.25 |
-22.25 |
-0.6% |
3,804.00 |
| Range |
129.75 |
43.50 |
-86.25 |
-66.5% |
201.75 |
| ATR |
79.11 |
76.57 |
-2.54 |
-3.2% |
0.00 |
| Volume |
382,276 |
343,470 |
-38,806 |
-10.2% |
3,243,215 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,087.75 |
4,062.00 |
3,973.25 |
|
| R3 |
4,044.25 |
4,018.50 |
3,961.25 |
|
| R2 |
4,000.75 |
4,000.75 |
3,957.25 |
|
| R1 |
3,975.00 |
3,975.00 |
3,953.25 |
3,966.00 |
| PP |
3,957.25 |
3,957.25 |
3,957.25 |
3,952.75 |
| S1 |
3,931.50 |
3,931.50 |
3,945.25 |
3,922.50 |
| S2 |
3,913.75 |
3,913.75 |
3,941.25 |
|
| S3 |
3,870.25 |
3,888.00 |
3,937.25 |
|
| S4 |
3,826.75 |
3,844.50 |
3,925.25 |
|
|
| 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 |
3,983.00 |
3,684.00 |
299.00 |
7.6% |
92.75 |
2.3% |
89% |
True |
False |
442,993 |
| 10 |
4,047.75 |
3,684.00 |
363.75 |
9.2% |
97.25 |
2.5% |
73% |
False |
False |
555,568 |
| 20 |
4,088.50 |
3,684.00 |
404.50 |
10.2% |
81.75 |
2.1% |
66% |
False |
False |
467,198 |
| 40 |
4,118.75 |
3,684.00 |
434.75 |
11.0% |
61.00 |
1.5% |
61% |
False |
False |
306,682 |
| 60 |
4,118.75 |
3,684.00 |
434.75 |
11.0% |
53.25 |
1.4% |
61% |
False |
False |
204,709 |
| 80 |
4,118.75 |
3,684.00 |
434.75 |
11.0% |
49.25 |
1.2% |
61% |
False |
False |
153,622 |
| 100 |
4,118.75 |
3,684.00 |
434.75 |
11.0% |
43.25 |
1.1% |
61% |
False |
False |
122,913 |
| 120 |
4,118.75 |
3,511.75 |
607.00 |
15.4% |
39.00 |
1.0% |
72% |
False |
False |
102,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,168.00 |
|
2.618 |
4,097.00 |
|
1.618 |
4,053.50 |
|
1.000 |
4,026.50 |
|
0.618 |
4,010.00 |
|
HIGH |
3,983.00 |
|
0.618 |
3,966.50 |
|
0.500 |
3,961.25 |
|
0.382 |
3,956.00 |
|
LOW |
3,939.50 |
|
0.618 |
3,912.50 |
|
1.000 |
3,896.00 |
|
1.618 |
3,869.00 |
|
2.618 |
3,825.50 |
|
4.250 |
3,754.50 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,961.25 |
3,929.00 |
| PP |
3,957.25 |
3,908.50 |
| S1 |
3,953.25 |
3,888.00 |
|