Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,796.10 |
16,825.19 |
29.09 |
0.2% |
16,373.15 |
High |
16,836.98 |
17,006.45 |
169.47 |
1.0% |
16,811.71 |
Low |
16,729.83 |
16,825.19 |
95.36 |
0.6% |
16,260.54 |
Close |
16,817.94 |
17,005.75 |
187.81 |
1.1% |
16,805.41 |
Range |
107.15 |
181.26 |
74.11 |
69.2% |
551.17 |
ATR |
212.48 |
210.77 |
-1.71 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,489.58 |
17,428.92 |
17,105.44 |
|
R3 |
17,308.32 |
17,247.66 |
17,055.60 |
|
R2 |
17,127.06 |
17,127.06 |
17,038.98 |
|
R1 |
17,066.40 |
17,066.40 |
17,022.37 |
17,096.73 |
PP |
16,945.80 |
16,945.80 |
16,945.80 |
16,960.96 |
S1 |
16,885.14 |
16,885.14 |
16,989.13 |
16,915.47 |
S2 |
16,764.54 |
16,764.54 |
16,972.52 |
|
S3 |
16,583.28 |
16,703.88 |
16,955.90 |
|
S4 |
16,402.02 |
16,522.62 |
16,906.06 |
|
|
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 |
17,006.45 |
16,459.85 |
546.60 |
3.2% |
188.78 |
1.1% |
100% |
True |
False |
|
10 |
17,006.45 |
15,855.12 |
1,151.33 |
6.8% |
234.31 |
1.4% |
100% |
True |
False |
|
20 |
17,099.39 |
15,855.12 |
1,244.27 |
7.3% |
241.90 |
1.4% |
92% |
False |
False |
|
40 |
17,350.64 |
15,855.12 |
1,495.52 |
8.8% |
186.45 |
1.1% |
77% |
False |
False |
|
60 |
17,350.64 |
15,855.12 |
1,495.52 |
8.8% |
161.38 |
0.9% |
77% |
False |
False |
|
80 |
17,350.64 |
15,855.12 |
1,495.52 |
8.8% |
154.63 |
0.9% |
77% |
False |
False |
|
100 |
17,350.64 |
15,855.12 |
1,495.52 |
8.8% |
142.18 |
0.8% |
77% |
False |
False |
|
120 |
17,350.64 |
15,855.12 |
1,495.52 |
8.8% |
134.71 |
0.8% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,776.81 |
2.618 |
17,480.99 |
1.618 |
17,299.73 |
1.000 |
17,187.71 |
0.618 |
17,118.47 |
HIGH |
17,006.45 |
0.618 |
16,937.21 |
0.500 |
16,915.82 |
0.382 |
16,894.43 |
LOW |
16,825.19 |
0.618 |
16,713.17 |
1.000 |
16,643.93 |
1.618 |
16,531.91 |
2.618 |
16,350.65 |
4.250 |
16,054.84 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,975.77 |
16,946.53 |
PP |
16,945.80 |
16,887.31 |
S1 |
16,915.82 |
16,828.09 |
|