Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,321.90 |
16,313.30 |
-8.60 |
-0.1% |
17,010.34 |
High |
16,463.67 |
16,313.30 |
-150.37 |
-0.9% |
17,099.39 |
Low |
16,273.64 |
15,855.12 |
-418.52 |
-2.6% |
16,543.91 |
Close |
16,315.19 |
16,141.74 |
-173.45 |
-1.1% |
16,544.10 |
Range |
190.03 |
458.18 |
268.15 |
141.1% |
555.48 |
ATR |
197.43 |
216.19 |
18.76 |
9.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,477.93 |
17,268.01 |
16,393.74 |
|
R3 |
17,019.75 |
16,809.83 |
16,267.74 |
|
R2 |
16,561.57 |
16,561.57 |
16,225.74 |
|
R1 |
16,351.65 |
16,351.65 |
16,183.74 |
16,227.52 |
PP |
16,103.39 |
16,103.39 |
16,103.39 |
16,041.32 |
S1 |
15,893.47 |
15,893.47 |
16,099.74 |
15,769.34 |
S2 |
15,645.21 |
15,645.21 |
16,057.74 |
|
S3 |
15,187.03 |
15,435.29 |
16,015.74 |
|
S4 |
14,728.85 |
14,977.11 |
15,889.74 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,395.57 |
18,025.32 |
16,849.61 |
|
R3 |
17,840.09 |
17,469.84 |
16,696.86 |
|
R2 |
17,284.61 |
17,284.61 |
16,645.94 |
|
R1 |
16,914.36 |
16,914.36 |
16,595.02 |
16,821.75 |
PP |
16,729.13 |
16,729.13 |
16,729.13 |
16,682.83 |
S1 |
16,358.88 |
16,358.88 |
16,493.18 |
16,266.27 |
S2 |
16,173.65 |
16,173.65 |
16,442.26 |
|
S3 |
15,618.17 |
15,803.40 |
16,391.34 |
|
S4 |
15,062.69 |
15,247.92 |
16,238.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,989.37 |
15,855.12 |
1,134.25 |
7.0% |
298.83 |
1.9% |
25% |
False |
True |
|
10 |
17,099.39 |
15,855.12 |
1,244.27 |
7.7% |
268.81 |
1.7% |
23% |
False |
True |
|
20 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
217.28 |
1.3% |
19% |
False |
True |
|
40 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
158.83 |
1.0% |
19% |
False |
True |
|
60 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
152.07 |
0.9% |
19% |
False |
True |
|
80 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
142.41 |
0.9% |
19% |
False |
True |
|
100 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
130.31 |
0.8% |
19% |
False |
True |
|
120 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
128.80 |
0.8% |
19% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,260.57 |
2.618 |
17,512.82 |
1.618 |
17,054.64 |
1.000 |
16,771.48 |
0.618 |
16,596.46 |
HIGH |
16,313.30 |
0.618 |
16,138.28 |
0.500 |
16,084.21 |
0.382 |
16,030.14 |
LOW |
15,855.12 |
0.618 |
15,571.96 |
1.000 |
15,396.94 |
1.618 |
15,113.78 |
2.618 |
14,655.60 |
4.250 |
13,907.86 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,122.56 |
16,228.77 |
PP |
16,103.39 |
16,199.76 |
S1 |
16,084.21 |
16,170.75 |
|