Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,313.30 |
16,137.14 |
-176.16 |
-1.1% |
17,010.34 |
High |
16,313.30 |
16,211.12 |
-102.18 |
-0.6% |
17,099.39 |
Low |
15,855.12 |
15,935.22 |
80.10 |
0.5% |
16,543.91 |
Close |
16,141.74 |
16,117.24 |
-24.50 |
-0.2% |
16,544.10 |
Range |
458.18 |
275.90 |
-182.28 |
-39.8% |
555.48 |
ATR |
216.19 |
220.45 |
4.27 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,915.56 |
16,792.30 |
16,268.99 |
|
R3 |
16,639.66 |
16,516.40 |
16,193.11 |
|
R2 |
16,363.76 |
16,363.76 |
16,167.82 |
|
R1 |
16,240.50 |
16,240.50 |
16,142.53 |
16,164.18 |
PP |
16,087.86 |
16,087.86 |
16,087.86 |
16,049.70 |
S1 |
15,964.60 |
15,964.60 |
16,091.95 |
15,888.28 |
S2 |
15,811.96 |
15,811.96 |
16,066.66 |
|
S3 |
15,536.06 |
15,688.70 |
16,041.37 |
|
S4 |
15,260.16 |
15,412.80 |
15,965.50 |
|
|
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 |
16,757.60 |
15,855.12 |
902.48 |
5.6% |
285.95 |
1.8% |
29% |
False |
False |
|
10 |
17,099.39 |
15,855.12 |
1,244.27 |
7.7% |
278.08 |
1.7% |
21% |
False |
False |
|
20 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
225.49 |
1.4% |
18% |
False |
False |
|
40 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
163.27 |
1.0% |
18% |
False |
False |
|
60 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
155.62 |
1.0% |
18% |
False |
False |
|
80 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
143.80 |
0.9% |
18% |
False |
False |
|
100 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
132.26 |
0.8% |
18% |
False |
False |
|
120 |
17,350.64 |
15,855.12 |
1,495.52 |
9.3% |
129.54 |
0.8% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,383.70 |
2.618 |
16,933.43 |
1.618 |
16,657.53 |
1.000 |
16,487.02 |
0.618 |
16,381.63 |
HIGH |
16,211.12 |
0.618 |
16,105.73 |
0.500 |
16,073.17 |
0.382 |
16,040.61 |
LOW |
15,935.22 |
0.618 |
15,764.71 |
1.000 |
15,659.32 |
1.618 |
15,488.81 |
2.618 |
15,212.91 |
4.250 |
14,762.65 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,102.55 |
16,159.40 |
PP |
16,087.86 |
16,145.34 |
S1 |
16,073.17 |
16,131.29 |
|