| 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 |
1,247.3 |
1,250.2 |
2.9 |
0.2% |
1,224.8 |
| High |
1,256.2 |
1,250.2 |
-6.0 |
-0.5% |
1,250.4 |
| Low |
1,247.0 |
1,241.8 |
-5.2 |
-0.4% |
1,223.1 |
| Close |
1,252.7 |
1,246.6 |
-6.1 |
-0.5% |
1,239.8 |
| Range |
9.2 |
8.4 |
-0.8 |
-8.7% |
27.3 |
| ATR |
14.2 |
14.0 |
-0.2 |
-1.7% |
0.0 |
| Volume |
17,259 |
6,806 |
-10,453 |
-60.6% |
18,388 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.4 |
1,267.4 |
1,251.2 |
|
| R3 |
1,263.0 |
1,259.0 |
1,248.9 |
|
| R2 |
1,254.6 |
1,254.6 |
1,248.1 |
|
| R1 |
1,250.6 |
1,250.6 |
1,247.4 |
1,248.4 |
| PP |
1,246.2 |
1,246.2 |
1,246.2 |
1,245.1 |
| S1 |
1,242.2 |
1,242.2 |
1,245.8 |
1,240.0 |
| S2 |
1,237.8 |
1,237.8 |
1,245.1 |
|
| S3 |
1,229.4 |
1,233.8 |
1,244.3 |
|
| S4 |
1,221.0 |
1,225.4 |
1,242.0 |
|
|
| 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 |
1,233.5 |
22.7 |
1.8% |
9.6 |
0.8% |
58% |
False |
False |
6,724 |
| 10 |
1,256.2 |
1,218.8 |
37.4 |
3.0% |
11.4 |
0.9% |
74% |
False |
False |
4,887 |
| 20 |
1,256.2 |
1,184.8 |
71.4 |
5.7% |
13.7 |
1.1% |
87% |
False |
False |
3,431 |
| 40 |
1,298.4 |
1,184.8 |
113.6 |
9.1% |
13.3 |
1.1% |
54% |
False |
False |
2,933 |
| 60 |
1,323.0 |
1,184.8 |
138.2 |
11.1% |
12.6 |
1.0% |
45% |
False |
False |
2,349 |
| 80 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
12.5 |
1.0% |
38% |
False |
False |
1,976 |
| 100 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
11.8 |
0.9% |
38% |
False |
False |
1,626 |
| 120 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
10.7 |
0.9% |
38% |
False |
False |
1,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,285.9 |
|
2.618 |
1,272.2 |
|
1.618 |
1,263.8 |
|
1.000 |
1,258.6 |
|
0.618 |
1,255.4 |
|
HIGH |
1,250.2 |
|
0.618 |
1,247.0 |
|
0.500 |
1,246.0 |
|
0.382 |
1,245.0 |
|
LOW |
1,241.8 |
|
0.618 |
1,236.6 |
|
1.000 |
1,233.4 |
|
1.618 |
1,228.2 |
|
2.618 |
1,219.8 |
|
4.250 |
1,206.1 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,246.4 |
1,246.5 |
| PP |
1,246.2 |
1,246.3 |
| S1 |
1,246.0 |
1,246.2 |
|