Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,224.0 |
1,224.8 |
0.8 |
0.1% |
1,192.0 |
High |
1,225.7 |
1,238.0 |
12.3 |
1.0% |
1,234.0 |
Low |
1,217.6 |
1,223.6 |
6.0 |
0.5% |
1,183.3 |
Close |
1,221.7 |
1,230.0 |
8.3 |
0.7% |
1,221.7 |
Range |
8.1 |
14.4 |
6.3 |
77.8% |
50.7 |
ATR |
16.6 |
16.6 |
0.0 |
-0.1% |
0.0 |
Volume |
121,360 |
119,916 |
-1,444 |
-1.2% |
768,992 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.7 |
1,266.3 |
1,237.9 |
|
R3 |
1,259.3 |
1,251.9 |
1,234.0 |
|
R2 |
1,244.9 |
1,244.9 |
1,232.6 |
|
R1 |
1,237.5 |
1,237.5 |
1,231.3 |
1,241.2 |
PP |
1,230.5 |
1,230.5 |
1,230.5 |
1,232.4 |
S1 |
1,223.1 |
1,223.1 |
1,228.7 |
1,226.8 |
S2 |
1,216.1 |
1,216.1 |
1,227.4 |
|
S3 |
1,201.7 |
1,208.7 |
1,226.0 |
|
S4 |
1,187.3 |
1,194.3 |
1,222.1 |
|
|
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 |
1,238.0 |
1,203.0 |
35.0 |
2.8% |
13.5 |
1.1% |
77% |
True |
False |
148,230 |
10 |
1,238.0 |
1,183.3 |
54.7 |
4.4% |
16.6 |
1.3% |
85% |
True |
False |
155,287 |
20 |
1,243.2 |
1,183.3 |
59.9 |
4.9% |
15.7 |
1.3% |
78% |
False |
False |
149,853 |
40 |
1,304.9 |
1,183.3 |
121.6 |
9.9% |
14.6 |
1.2% |
38% |
False |
False |
130,564 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.5% |
14.4 |
1.2% |
33% |
False |
False |
118,929 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.6 |
1.2% |
28% |
False |
False |
92,782 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.3 |
1.2% |
28% |
False |
False |
74,761 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.4 |
1.2% |
28% |
False |
False |
62,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.2 |
2.618 |
1,275.7 |
1.618 |
1,261.3 |
1.000 |
1,252.4 |
0.618 |
1,246.9 |
HIGH |
1,238.0 |
0.618 |
1,232.5 |
0.500 |
1,230.8 |
0.382 |
1,229.1 |
LOW |
1,223.6 |
0.618 |
1,214.7 |
1.000 |
1,209.2 |
1.618 |
1,200.3 |
2.618 |
1,185.9 |
4.250 |
1,162.4 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,230.8 |
1,229.3 |
PP |
1,230.5 |
1,228.5 |
S1 |
1,230.3 |
1,227.8 |
|