| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
6,534.5 |
6,425.0 |
-109.5 |
-1.7% |
6,629.5 |
| High |
6,540.0 |
6,525.0 |
-15.0 |
-0.2% |
6,644.5 |
| Low |
6,422.0 |
6,424.0 |
2.0 |
0.0% |
6,397.5 |
| Close |
6,476.0 |
6,468.5 |
-7.5 |
-0.1% |
6,498.5 |
| Range |
118.0 |
101.0 |
-17.0 |
-14.4% |
247.0 |
| ATR |
76.3 |
78.1 |
1.8 |
2.3% |
0.0 |
| Volume |
137,693 |
159,614 |
21,921 |
15.9% |
576,294 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,775.5 |
6,723.0 |
6,524.0 |
|
| R3 |
6,674.5 |
6,622.0 |
6,496.5 |
|
| R2 |
6,573.5 |
6,573.5 |
6,487.0 |
|
| R1 |
6,521.0 |
6,521.0 |
6,478.0 |
6,547.0 |
| PP |
6,472.5 |
6,472.5 |
6,472.5 |
6,485.5 |
| S1 |
6,420.0 |
6,420.0 |
6,459.0 |
6,446.0 |
| S2 |
6,371.5 |
6,371.5 |
6,450.0 |
|
| S3 |
6,270.5 |
6,319.0 |
6,440.5 |
|
| S4 |
6,169.5 |
6,218.0 |
6,413.0 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,254.5 |
7,123.5 |
6,634.5 |
|
| R3 |
7,007.5 |
6,876.5 |
6,566.5 |
|
| R2 |
6,760.5 |
6,760.5 |
6,544.0 |
|
| R1 |
6,629.5 |
6,629.5 |
6,521.0 |
6,571.5 |
| PP |
6,513.5 |
6,513.5 |
6,513.5 |
6,484.5 |
| S1 |
6,382.5 |
6,382.5 |
6,476.0 |
6,324.5 |
| S2 |
6,266.5 |
6,266.5 |
6,453.0 |
|
| S3 |
6,019.5 |
6,135.5 |
6,430.5 |
|
| S4 |
5,772.5 |
5,888.5 |
6,362.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,561.0 |
6,397.5 |
163.5 |
2.5% |
97.0 |
1.5% |
43% |
False |
False |
127,303 |
| 10 |
6,702.5 |
6,397.5 |
305.0 |
4.7% |
89.0 |
1.4% |
23% |
False |
False |
118,426 |
| 20 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
80.0 |
1.2% |
15% |
False |
False |
123,509 |
| 40 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
59.5 |
0.9% |
15% |
False |
False |
64,649 |
| 60 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
48.5 |
0.8% |
15% |
False |
False |
43,111 |
| 80 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
39.0 |
0.6% |
15% |
False |
False |
32,338 |
| 100 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
32.0 |
0.5% |
15% |
False |
False |
25,882 |
| 120 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
27.0 |
0.4% |
15% |
False |
False |
21,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,954.0 |
|
2.618 |
6,789.5 |
|
1.618 |
6,688.5 |
|
1.000 |
6,626.0 |
|
0.618 |
6,587.5 |
|
HIGH |
6,525.0 |
|
0.618 |
6,486.5 |
|
0.500 |
6,474.5 |
|
0.382 |
6,462.5 |
|
LOW |
6,424.0 |
|
0.618 |
6,361.5 |
|
1.000 |
6,323.0 |
|
1.618 |
6,260.5 |
|
2.618 |
6,159.5 |
|
4.250 |
5,995.0 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,474.5 |
6,491.5 |
| PP |
6,472.5 |
6,484.0 |
| S1 |
6,470.5 |
6,476.0 |
|