Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,468.07 |
16,677.04 |
208.97 |
1.3% |
16,373.15 |
High |
16,767.52 |
16,811.71 |
44.19 |
0.3% |
16,811.71 |
Low |
16,468.07 |
16,649.72 |
181.65 |
1.1% |
16,260.54 |
Close |
16,677.90 |
16,805.41 |
127.51 |
0.8% |
16,805.41 |
Range |
299.45 |
161.99 |
-137.46 |
-45.9% |
551.17 |
ATR |
225.09 |
220.58 |
-4.51 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,241.58 |
17,185.49 |
16,894.50 |
|
R3 |
17,079.59 |
17,023.50 |
16,849.96 |
|
R2 |
16,917.60 |
16,917.60 |
16,835.11 |
|
R1 |
16,861.51 |
16,861.51 |
16,820.26 |
16,889.56 |
PP |
16,755.61 |
16,755.61 |
16,755.61 |
16,769.64 |
S1 |
16,699.52 |
16,699.52 |
16,790.56 |
16,727.57 |
S2 |
16,593.62 |
16,593.62 |
16,775.71 |
|
S3 |
16,431.63 |
16,537.53 |
16,760.86 |
|
S4 |
16,269.64 |
16,375.54 |
16,716.32 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,279.40 |
18,093.57 |
17,108.55 |
|
R3 |
17,728.23 |
17,542.40 |
16,956.98 |
|
R2 |
17,177.06 |
17,177.06 |
16,906.46 |
|
R1 |
16,991.23 |
16,991.23 |
16,855.93 |
17,084.15 |
PP |
16,625.89 |
16,625.89 |
16,625.89 |
16,672.34 |
S1 |
16,440.06 |
16,440.06 |
16,754.89 |
16,532.98 |
S2 |
16,074.72 |
16,074.72 |
16,704.36 |
|
S3 |
15,523.55 |
15,888.89 |
16,653.84 |
|
S4 |
14,972.38 |
15,337.72 |
16,502.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,811.71 |
16,260.54 |
551.17 |
3.3% |
202.32 |
1.2% |
99% |
True |
False |
|
10 |
16,811.71 |
15,855.12 |
956.59 |
5.7% |
253.66 |
1.5% |
99% |
True |
False |
|
20 |
17,145.10 |
15,855.12 |
1,289.98 |
7.7% |
242.54 |
1.4% |
74% |
False |
False |
|
40 |
17,350.64 |
15,855.12 |
1,495.52 |
8.9% |
183.72 |
1.1% |
64% |
False |
False |
|
60 |
17,350.64 |
15,855.12 |
1,495.52 |
8.9% |
161.52 |
1.0% |
64% |
False |
False |
|
80 |
17,350.64 |
15,855.12 |
1,495.52 |
8.9% |
153.11 |
0.9% |
64% |
False |
False |
|
100 |
17,350.64 |
15,855.12 |
1,495.52 |
8.9% |
141.50 |
0.8% |
64% |
False |
False |
|
120 |
17,350.64 |
15,855.12 |
1,495.52 |
8.9% |
134.69 |
0.8% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,500.17 |
2.618 |
17,235.80 |
1.618 |
17,073.81 |
1.000 |
16,973.70 |
0.618 |
16,911.82 |
HIGH |
16,811.71 |
0.618 |
16,749.83 |
0.500 |
16,730.72 |
0.382 |
16,711.60 |
LOW |
16,649.72 |
0.618 |
16,549.61 |
1.000 |
16,487.73 |
1.618 |
16,387.62 |
2.618 |
16,225.63 |
4.250 |
15,961.26 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,780.51 |
16,748.87 |
PP |
16,755.61 |
16,692.32 |
S1 |
16,730.72 |
16,635.78 |
|