Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,137.14 |
16,118.39 |
-18.75 |
-0.1% |
16,535.43 |
High |
16,211.12 |
16,427.38 |
216.26 |
1.3% |
16,602.41 |
Low |
15,935.22 |
16,118.39 |
183.17 |
1.1% |
15,855.12 |
Close |
16,117.24 |
16,380.41 |
263.17 |
1.6% |
16,380.41 |
Range |
275.90 |
308.99 |
33.09 |
12.0% |
747.29 |
ATR |
220.45 |
226.86 |
6.41 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,235.70 |
17,117.04 |
16,550.35 |
|
R3 |
16,926.71 |
16,808.05 |
16,465.38 |
|
R2 |
16,617.72 |
16,617.72 |
16,437.06 |
|
R1 |
16,499.06 |
16,499.06 |
16,408.73 |
16,558.39 |
PP |
16,308.73 |
16,308.73 |
16,308.73 |
16,338.39 |
S1 |
16,190.07 |
16,190.07 |
16,352.09 |
16,249.40 |
S2 |
15,999.74 |
15,999.74 |
16,323.76 |
|
S3 |
15,690.75 |
15,881.08 |
16,295.44 |
|
S4 |
15,381.76 |
15,572.09 |
16,210.47 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,521.18 |
18,198.09 |
16,791.42 |
|
R3 |
17,773.89 |
17,450.80 |
16,585.91 |
|
R2 |
17,026.60 |
17,026.60 |
16,517.41 |
|
R1 |
16,703.51 |
16,703.51 |
16,448.91 |
16,491.41 |
PP |
16,279.31 |
16,279.31 |
16,279.31 |
16,173.27 |
S1 |
15,956.22 |
15,956.22 |
16,311.91 |
15,744.12 |
S2 |
15,532.02 |
15,532.02 |
16,243.41 |
|
S3 |
14,784.73 |
15,208.93 |
16,174.91 |
|
S4 |
14,037.44 |
14,461.64 |
15,969.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,602.41 |
15,855.12 |
747.29 |
4.6% |
305.01 |
1.9% |
70% |
False |
False |
|
10 |
17,099.39 |
15,855.12 |
1,244.27 |
7.6% |
286.42 |
1.7% |
42% |
False |
False |
|
20 |
17,277.88 |
15,855.12 |
1,422.76 |
8.7% |
236.28 |
1.4% |
37% |
False |
False |
|
40 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
168.73 |
1.0% |
35% |
False |
False |
|
60 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
159.79 |
1.0% |
35% |
False |
False |
|
80 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
146.61 |
0.9% |
35% |
False |
False |
|
100 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
134.80 |
0.8% |
35% |
False |
False |
|
120 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
131.21 |
0.8% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,740.59 |
2.618 |
17,236.32 |
1.618 |
16,927.33 |
1.000 |
16,736.37 |
0.618 |
16,618.34 |
HIGH |
16,427.38 |
0.618 |
16,309.35 |
0.500 |
16,272.89 |
0.382 |
16,236.42 |
LOW |
16,118.39 |
0.618 |
15,927.43 |
1.000 |
15,809.40 |
1.618 |
15,618.44 |
2.618 |
15,309.45 |
4.250 |
14,805.18 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,344.57 |
16,300.69 |
PP |
16,308.73 |
16,220.97 |
S1 |
16,272.89 |
16,141.25 |
|