| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,210.9 |
1,221.7 |
10.8 |
0.9% |
1,218.2 |
| High |
1,224.9 |
1,233.6 |
8.7 |
0.7% |
1,224.0 |
| Low |
1,206.0 |
1,220.3 |
14.3 |
1.2% |
1,190.9 |
| Close |
1,206.6 |
1,225.9 |
19.3 |
1.6% |
1,193.5 |
| Range |
18.9 |
13.3 |
-5.6 |
-29.6% |
33.1 |
| ATR |
14.9 |
15.8 |
0.9 |
5.8% |
0.0 |
| Volume |
2,412 |
2,607 |
195 |
8.1% |
9,287 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,266.5 |
1,259.5 |
1,233.2 |
|
| R3 |
1,253.2 |
1,246.2 |
1,229.6 |
|
| R2 |
1,239.9 |
1,239.9 |
1,228.3 |
|
| R1 |
1,232.9 |
1,232.9 |
1,227.1 |
1,236.4 |
| PP |
1,226.6 |
1,226.6 |
1,226.6 |
1,228.4 |
| S1 |
1,219.6 |
1,219.6 |
1,224.7 |
1,223.1 |
| S2 |
1,213.3 |
1,213.3 |
1,223.5 |
|
| S3 |
1,200.0 |
1,206.3 |
1,222.2 |
|
| S4 |
1,186.7 |
1,193.0 |
1,218.6 |
|
|
| 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 |
1,233.6 |
1,184.8 |
48.8 |
4.0% |
18.0 |
1.5% |
84% |
True |
False |
2,049 |
| 10 |
1,233.6 |
1,184.8 |
48.8 |
4.0% |
15.7 |
1.3% |
84% |
True |
False |
2,063 |
| 20 |
1,243.7 |
1,184.8 |
58.9 |
4.8% |
14.2 |
1.2% |
70% |
False |
False |
2,257 |
| 40 |
1,319.4 |
1,184.8 |
134.6 |
11.0% |
13.2 |
1.1% |
31% |
False |
False |
1,939 |
| 60 |
1,325.1 |
1,184.8 |
140.3 |
11.4% |
12.7 |
1.0% |
29% |
False |
False |
1,703 |
| 80 |
1,347.3 |
1,184.8 |
162.5 |
13.3% |
12.7 |
1.0% |
25% |
False |
False |
1,428 |
| 100 |
1,347.3 |
1,184.8 |
162.5 |
13.3% |
11.3 |
0.9% |
25% |
False |
False |
1,209 |
| 120 |
1,347.3 |
1,184.8 |
162.5 |
13.3% |
10.2 |
0.8% |
25% |
False |
False |
1,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.1 |
|
2.618 |
1,268.4 |
|
1.618 |
1,255.1 |
|
1.000 |
1,246.9 |
|
0.618 |
1,241.8 |
|
HIGH |
1,233.6 |
|
0.618 |
1,228.5 |
|
0.500 |
1,227.0 |
|
0.382 |
1,225.4 |
|
LOW |
1,220.3 |
|
0.618 |
1,212.1 |
|
1.000 |
1,207.0 |
|
1.618 |
1,198.8 |
|
2.618 |
1,185.5 |
|
4.250 |
1,163.8 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,227.0 |
1,223.7 |
| PP |
1,226.6 |
1,221.4 |
| S1 |
1,226.3 |
1,219.2 |
|