Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,118.39 |
16,373.15 |
254.76 |
1.6% |
16,535.43 |
High |
16,427.38 |
16,401.63 |
-25.75 |
-0.2% |
16,602.41 |
Low |
16,118.39 |
16,260.54 |
142.15 |
0.9% |
15,855.12 |
Close |
16,380.41 |
16,399.67 |
19.26 |
0.1% |
16,380.41 |
Range |
308.99 |
141.09 |
-167.90 |
-54.3% |
747.29 |
ATR |
226.86 |
220.73 |
-6.13 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,777.22 |
16,729.53 |
16,477.27 |
|
R3 |
16,636.13 |
16,588.44 |
16,438.47 |
|
R2 |
16,495.04 |
16,495.04 |
16,425.54 |
|
R1 |
16,447.35 |
16,447.35 |
16,412.60 |
16,471.20 |
PP |
16,353.95 |
16,353.95 |
16,353.95 |
16,365.87 |
S1 |
16,306.26 |
16,306.26 |
16,386.74 |
16,330.11 |
S2 |
16,212.86 |
16,212.86 |
16,373.80 |
|
S3 |
16,071.77 |
16,165.17 |
16,360.87 |
|
S4 |
15,930.68 |
16,024.08 |
16,322.07 |
|
|
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 |
16,463.67 |
15,855.12 |
608.55 |
3.7% |
274.84 |
1.7% |
89% |
False |
False |
|
10 |
17,006.91 |
15,855.12 |
1,151.79 |
7.0% |
283.63 |
1.7% |
47% |
False |
False |
|
20 |
17,226.60 |
15,855.12 |
1,371.48 |
8.4% |
237.41 |
1.4% |
40% |
False |
False |
|
40 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
170.26 |
1.0% |
36% |
False |
False |
|
60 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
159.36 |
1.0% |
36% |
False |
False |
|
80 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
146.79 |
0.9% |
36% |
False |
False |
|
100 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
135.43 |
0.8% |
36% |
False |
False |
|
120 |
17,350.64 |
15,855.12 |
1,495.52 |
9.1% |
131.71 |
0.8% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,001.26 |
2.618 |
16,771.00 |
1.618 |
16,629.91 |
1.000 |
16,542.72 |
0.618 |
16,488.82 |
HIGH |
16,401.63 |
0.618 |
16,347.73 |
0.500 |
16,331.09 |
0.382 |
16,314.44 |
LOW |
16,260.54 |
0.618 |
16,173.35 |
1.000 |
16,119.45 |
1.618 |
16,032.26 |
2.618 |
15,891.17 |
4.250 |
15,660.91 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,376.81 |
16,326.88 |
PP |
16,353.95 |
16,254.09 |
S1 |
16,331.09 |
16,181.30 |
|