| 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 |
1,238.9 |
1,247.3 |
8.4 |
0.7% |
1,224.8 |
| High |
1,250.0 |
1,256.2 |
6.2 |
0.5% |
1,250.4 |
| Low |
1,236.2 |
1,247.0 |
10.8 |
0.9% |
1,223.1 |
| Close |
1,245.5 |
1,252.7 |
7.2 |
0.6% |
1,239.8 |
| Range |
13.8 |
9.2 |
-4.6 |
-33.3% |
27.3 |
| ATR |
14.5 |
14.2 |
-0.3 |
-1.9% |
0.0 |
| Volume |
2,367 |
17,259 |
14,892 |
629.2% |
18,388 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,279.6 |
1,275.3 |
1,257.8 |
|
| R3 |
1,270.4 |
1,266.1 |
1,255.2 |
|
| R2 |
1,261.2 |
1,261.2 |
1,254.4 |
|
| R1 |
1,256.9 |
1,256.9 |
1,253.5 |
1,259.1 |
| PP |
1,252.0 |
1,252.0 |
1,252.0 |
1,253.0 |
| S1 |
1,247.7 |
1,247.7 |
1,251.9 |
1,249.9 |
| S2 |
1,242.8 |
1,242.8 |
1,251.0 |
|
| S3 |
1,233.6 |
1,238.5 |
1,250.2 |
|
| S4 |
1,224.4 |
1,229.3 |
1,247.6 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.7 |
1,307.0 |
1,254.8 |
|
| R3 |
1,292.4 |
1,279.7 |
1,247.3 |
|
| R2 |
1,265.1 |
1,265.1 |
1,244.8 |
|
| R1 |
1,252.4 |
1,252.4 |
1,242.3 |
1,258.8 |
| PP |
1,237.8 |
1,237.8 |
1,237.8 |
1,240.9 |
| S1 |
1,225.1 |
1,225.1 |
1,237.3 |
1,231.5 |
| S2 |
1,210.5 |
1,210.5 |
1,234.8 |
|
| S3 |
1,183.2 |
1,197.8 |
1,232.3 |
|
| S4 |
1,155.9 |
1,170.5 |
1,224.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,256.2 |
1,223.1 |
33.1 |
2.6% |
13.3 |
1.1% |
89% |
True |
False |
6,935 |
| 10 |
1,256.2 |
1,206.0 |
50.2 |
4.0% |
12.5 |
1.0% |
93% |
True |
False |
4,447 |
| 20 |
1,256.2 |
1,184.8 |
71.4 |
5.7% |
13.8 |
1.1% |
95% |
True |
False |
3,234 |
| 40 |
1,298.4 |
1,184.8 |
113.6 |
9.1% |
13.4 |
1.1% |
60% |
False |
False |
2,777 |
| 60 |
1,323.0 |
1,184.8 |
138.2 |
11.0% |
12.7 |
1.0% |
49% |
False |
False |
2,261 |
| 80 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
12.6 |
1.0% |
42% |
False |
False |
1,892 |
| 100 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
11.8 |
0.9% |
42% |
False |
False |
1,559 |
| 120 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
10.7 |
0.9% |
42% |
False |
False |
1,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,295.3 |
|
2.618 |
1,280.3 |
|
1.618 |
1,271.1 |
|
1.000 |
1,265.4 |
|
0.618 |
1,261.9 |
|
HIGH |
1,256.2 |
|
0.618 |
1,252.7 |
|
0.500 |
1,251.6 |
|
0.382 |
1,250.5 |
|
LOW |
1,247.0 |
|
0.618 |
1,241.3 |
|
1.000 |
1,237.8 |
|
1.618 |
1,232.1 |
|
2.618 |
1,222.9 |
|
4.250 |
1,207.9 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.3 |
1,250.1 |
| PP |
1,252.0 |
1,247.5 |
| S1 |
1,251.6 |
1,244.9 |
|