| 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 |
1,207.1 |
1,210.9 |
3.8 |
0.3% |
1,218.2 |
| High |
1,214.5 |
1,224.9 |
10.4 |
0.9% |
1,224.0 |
| Low |
1,204.7 |
1,206.0 |
1.3 |
0.1% |
1,190.9 |
| Close |
1,213.0 |
1,206.6 |
-6.4 |
-0.5% |
1,193.5 |
| Range |
9.8 |
18.9 |
9.1 |
92.9% |
33.1 |
| ATR |
14.6 |
14.9 |
0.3 |
2.1% |
0.0 |
| Volume |
2,643 |
2,412 |
-231 |
-8.7% |
9,287 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,269.2 |
1,256.8 |
1,217.0 |
|
| R3 |
1,250.3 |
1,237.9 |
1,211.8 |
|
| R2 |
1,231.4 |
1,231.4 |
1,210.1 |
|
| R1 |
1,219.0 |
1,219.0 |
1,208.3 |
1,215.8 |
| PP |
1,212.5 |
1,212.5 |
1,212.5 |
1,210.9 |
| S1 |
1,200.1 |
1,200.1 |
1,204.9 |
1,196.9 |
| S2 |
1,193.6 |
1,193.6 |
1,203.1 |
|
| S3 |
1,174.7 |
1,181.2 |
1,201.4 |
|
| S4 |
1,155.8 |
1,162.3 |
1,196.2 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.1 |
1,280.9 |
1,211.7 |
|
| R3 |
1,269.0 |
1,247.8 |
1,202.6 |
|
| R2 |
1,235.9 |
1,235.9 |
1,199.6 |
|
| R1 |
1,214.7 |
1,214.7 |
1,196.5 |
1,208.8 |
| PP |
1,202.8 |
1,202.8 |
1,202.8 |
1,199.8 |
| S1 |
1,181.6 |
1,181.6 |
1,190.5 |
1,175.7 |
| S2 |
1,169.7 |
1,169.7 |
1,187.4 |
|
| S3 |
1,136.6 |
1,148.5 |
1,184.4 |
|
| S4 |
1,103.5 |
1,115.4 |
1,175.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,224.9 |
1,184.8 |
40.1 |
3.3% |
18.2 |
1.5% |
54% |
True |
False |
1,733 |
| 10 |
1,229.9 |
1,184.8 |
45.1 |
3.7% |
16.0 |
1.3% |
48% |
False |
False |
1,975 |
| 20 |
1,251.6 |
1,184.8 |
66.8 |
5.5% |
14.3 |
1.2% |
33% |
False |
False |
2,290 |
| 40 |
1,319.4 |
1,184.8 |
134.6 |
11.2% |
13.0 |
1.1% |
16% |
False |
False |
1,904 |
| 60 |
1,325.1 |
1,184.8 |
140.3 |
11.6% |
12.6 |
1.0% |
16% |
False |
False |
1,666 |
| 80 |
1,347.3 |
1,184.8 |
162.5 |
13.5% |
12.7 |
1.1% |
13% |
False |
False |
1,405 |
| 100 |
1,347.3 |
1,184.8 |
162.5 |
13.5% |
11.2 |
0.9% |
13% |
False |
False |
1,184 |
| 120 |
1,347.3 |
1,184.8 |
162.5 |
13.5% |
10.1 |
0.8% |
13% |
False |
False |
997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,305.2 |
|
2.618 |
1,274.4 |
|
1.618 |
1,255.5 |
|
1.000 |
1,243.8 |
|
0.618 |
1,236.6 |
|
HIGH |
1,224.9 |
|
0.618 |
1,217.7 |
|
0.500 |
1,215.5 |
|
0.382 |
1,213.2 |
|
LOW |
1,206.0 |
|
0.618 |
1,194.3 |
|
1.000 |
1,187.1 |
|
1.618 |
1,175.4 |
|
2.618 |
1,156.5 |
|
4.250 |
1,125.7 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,215.5 |
1,206.0 |
| PP |
1,212.5 |
1,205.4 |
| S1 |
1,209.6 |
1,204.9 |
|