Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,224.8 |
1,237.3 |
12.5 |
1.0% |
1,192.0 |
High |
1,238.0 |
1,238.6 |
0.6 |
0.0% |
1,234.0 |
Low |
1,223.6 |
1,231.2 |
7.6 |
0.6% |
1,183.3 |
Close |
1,230.0 |
1,234.3 |
4.3 |
0.3% |
1,221.7 |
Range |
14.4 |
7.4 |
-7.0 |
-48.6% |
50.7 |
ATR |
16.6 |
16.0 |
-0.6 |
-3.4% |
0.0 |
Volume |
119,916 |
113,551 |
-6,365 |
-5.3% |
768,992 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.9 |
1,253.0 |
1,238.4 |
|
R3 |
1,249.5 |
1,245.6 |
1,236.3 |
|
R2 |
1,242.1 |
1,242.1 |
1,235.7 |
|
R1 |
1,238.2 |
1,238.2 |
1,235.0 |
1,236.5 |
PP |
1,234.7 |
1,234.7 |
1,234.7 |
1,233.8 |
S1 |
1,230.8 |
1,230.8 |
1,233.6 |
1,229.1 |
S2 |
1,227.3 |
1,227.3 |
1,232.9 |
|
S3 |
1,219.9 |
1,223.4 |
1,232.3 |
|
S4 |
1,212.5 |
1,216.0 |
1,230.2 |
|
|
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 |
1,238.6 |
1,205.1 |
33.5 |
2.7% |
12.8 |
1.0% |
87% |
True |
False |
142,438 |
10 |
1,238.6 |
1,183.3 |
55.3 |
4.5% |
15.7 |
1.3% |
92% |
True |
False |
148,390 |
20 |
1,240.1 |
1,183.3 |
56.8 |
4.6% |
15.6 |
1.3% |
90% |
False |
False |
149,367 |
40 |
1,303.7 |
1,183.3 |
120.4 |
9.8% |
14.6 |
1.2% |
42% |
False |
False |
131,500 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.4% |
14.4 |
1.2% |
36% |
False |
False |
120,524 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.5 |
1.2% |
31% |
False |
False |
94,155 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.3 |
1.2% |
31% |
False |
False |
75,878 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.2 |
1.2% |
31% |
False |
False |
63,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.1 |
2.618 |
1,258.0 |
1.618 |
1,250.6 |
1.000 |
1,246.0 |
0.618 |
1,243.2 |
HIGH |
1,238.6 |
0.618 |
1,235.8 |
0.500 |
1,234.9 |
0.382 |
1,234.0 |
LOW |
1,231.2 |
0.618 |
1,226.6 |
1.000 |
1,223.8 |
1.618 |
1,219.2 |
2.618 |
1,211.8 |
4.250 |
1,199.8 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,234.9 |
1,232.2 |
PP |
1,234.7 |
1,230.2 |
S1 |
1,234.5 |
1,228.1 |
|