Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,221.1 |
1,224.0 |
2.9 |
0.2% |
1,192.0 |
High |
1,234.0 |
1,225.7 |
-8.3 |
-0.7% |
1,234.0 |
Low |
1,219.3 |
1,217.6 |
-1.7 |
-0.1% |
1,183.3 |
Close |
1,225.3 |
1,221.7 |
-3.6 |
-0.3% |
1,221.7 |
Range |
14.7 |
8.1 |
-6.6 |
-44.9% |
50.7 |
ATR |
17.2 |
16.6 |
-0.7 |
-3.8% |
0.0 |
Volume |
165,358 |
121,360 |
-43,998 |
-26.6% |
768,992 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,246.0 |
1,241.9 |
1,226.2 |
|
R3 |
1,237.9 |
1,233.8 |
1,223.9 |
|
R2 |
1,229.8 |
1,229.8 |
1,223.2 |
|
R1 |
1,225.7 |
1,225.7 |
1,222.4 |
1,223.7 |
PP |
1,221.7 |
1,221.7 |
1,221.7 |
1,220.7 |
S1 |
1,217.6 |
1,217.6 |
1,221.0 |
1,215.6 |
S2 |
1,213.6 |
1,213.6 |
1,220.2 |
|
S3 |
1,205.5 |
1,209.5 |
1,219.5 |
|
S4 |
1,197.4 |
1,201.4 |
1,217.2 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.1 |
1,344.1 |
1,249.6 |
|
R3 |
1,314.4 |
1,293.4 |
1,235.6 |
|
R2 |
1,263.7 |
1,263.7 |
1,231.0 |
|
R1 |
1,242.7 |
1,242.7 |
1,226.3 |
1,253.2 |
PP |
1,213.0 |
1,213.0 |
1,213.0 |
1,218.3 |
S1 |
1,192.0 |
1,192.0 |
1,217.1 |
1,202.5 |
S2 |
1,162.3 |
1,162.3 |
1,212.4 |
|
S3 |
1,111.6 |
1,141.3 |
1,207.8 |
|
S4 |
1,060.9 |
1,090.6 |
1,193.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.0 |
1,183.3 |
50.7 |
4.1% |
16.0 |
1.3% |
76% |
False |
False |
153,798 |
10 |
1,234.0 |
1,183.3 |
50.7 |
4.1% |
16.0 |
1.3% |
76% |
False |
False |
153,871 |
20 |
1,243.2 |
1,183.3 |
59.9 |
4.9% |
15.7 |
1.3% |
64% |
False |
False |
148,860 |
40 |
1,316.5 |
1,183.3 |
133.2 |
10.9% |
14.8 |
1.2% |
29% |
False |
False |
132,368 |
60 |
1,325.3 |
1,183.3 |
142.0 |
11.6% |
14.5 |
1.2% |
27% |
False |
False |
117,255 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
15.0 |
1.2% |
23% |
False |
False |
91,290 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.3 |
1.2% |
23% |
False |
False |
73,607 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.3 |
1.2% |
23% |
False |
False |
61,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,260.1 |
2.618 |
1,246.9 |
1.618 |
1,238.8 |
1.000 |
1,233.8 |
0.618 |
1,230.7 |
HIGH |
1,225.7 |
0.618 |
1,222.6 |
0.500 |
1,221.7 |
0.382 |
1,220.7 |
LOW |
1,217.6 |
0.618 |
1,212.6 |
1.000 |
1,209.5 |
1.618 |
1,204.5 |
2.618 |
1,196.4 |
4.250 |
1,183.2 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,221.7 |
1,221.0 |
PP |
1,221.7 |
1,220.3 |
S1 |
1,221.7 |
1,219.6 |
|