Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
17,005.07 |
16,968.14 |
-36.93 |
-0.2% |
16,373.15 |
High |
17,065.50 |
17,223.96 |
158.46 |
0.9% |
16,811.71 |
Low |
16,895.38 |
16,920.76 |
25.38 |
0.2% |
16,260.54 |
Close |
16,974.31 |
17,195.42 |
221.11 |
1.3% |
16,805.41 |
Range |
170.12 |
303.20 |
133.08 |
78.2% |
551.17 |
ATR |
207.87 |
214.68 |
6.81 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,022.98 |
17,912.40 |
17,362.18 |
|
R3 |
17,719.78 |
17,609.20 |
17,278.80 |
|
R2 |
17,416.58 |
17,416.58 |
17,251.01 |
|
R1 |
17,306.00 |
17,306.00 |
17,223.21 |
17,361.29 |
PP |
17,113.38 |
17,113.38 |
17,113.38 |
17,141.03 |
S1 |
17,002.80 |
17,002.80 |
17,167.63 |
17,058.09 |
S2 |
16,810.18 |
16,810.18 |
17,139.83 |
|
S3 |
16,506.98 |
16,699.60 |
17,112.04 |
|
S4 |
16,203.78 |
16,396.40 |
17,028.66 |
|
|
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 |
17,223.96 |
16,649.72 |
574.24 |
3.3% |
184.74 |
1.1% |
95% |
True |
False |
|
10 |
17,223.96 |
16,118.39 |
1,105.57 |
6.4% |
208.23 |
1.2% |
97% |
True |
False |
|
20 |
17,223.96 |
15,855.12 |
1,368.84 |
8.0% |
243.16 |
1.4% |
98% |
True |
False |
|
40 |
17,350.64 |
15,855.12 |
1,495.52 |
8.7% |
192.70 |
1.1% |
90% |
False |
False |
|
60 |
17,350.64 |
15,855.12 |
1,495.52 |
8.7% |
164.12 |
1.0% |
90% |
False |
False |
|
80 |
17,350.64 |
15,855.12 |
1,495.52 |
8.7% |
157.64 |
0.9% |
90% |
False |
False |
|
100 |
17,350.64 |
15,855.12 |
1,495.52 |
8.7% |
145.85 |
0.8% |
90% |
False |
False |
|
120 |
17,350.64 |
15,855.12 |
1,495.52 |
8.7% |
136.90 |
0.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,512.56 |
2.618 |
18,017.74 |
1.618 |
17,714.54 |
1.000 |
17,527.16 |
0.618 |
17,411.34 |
HIGH |
17,223.96 |
0.618 |
17,108.14 |
0.500 |
17,072.36 |
0.382 |
17,036.58 |
LOW |
16,920.76 |
0.618 |
16,733.38 |
1.000 |
16,617.56 |
1.618 |
16,430.18 |
2.618 |
16,126.98 |
4.250 |
15,632.16 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
17,154.40 |
17,138.47 |
PP |
17,113.38 |
17,081.52 |
S1 |
17,072.36 |
17,024.58 |
|