Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,237.3 |
1,233.3 |
-4.0 |
-0.3% |
1,192.0 |
High |
1,238.6 |
1,250.3 |
11.7 |
0.9% |
1,234.0 |
Low |
1,231.2 |
1,222.0 |
-9.2 |
-0.7% |
1,183.3 |
Close |
1,234.3 |
1,244.8 |
10.5 |
0.9% |
1,221.7 |
Range |
7.4 |
28.3 |
20.9 |
282.4% |
50.7 |
ATR |
16.0 |
16.9 |
0.9 |
5.5% |
0.0 |
Volume |
113,551 |
258,099 |
144,548 |
127.3% |
768,992 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.9 |
1,312.7 |
1,260.4 |
|
R3 |
1,295.6 |
1,284.4 |
1,252.6 |
|
R2 |
1,267.3 |
1,267.3 |
1,250.0 |
|
R1 |
1,256.1 |
1,256.1 |
1,247.4 |
1,261.7 |
PP |
1,239.0 |
1,239.0 |
1,239.0 |
1,241.9 |
S1 |
1,227.8 |
1,227.8 |
1,242.2 |
1,233.4 |
S2 |
1,210.7 |
1,210.7 |
1,239.6 |
|
S3 |
1,182.4 |
1,199.5 |
1,237.0 |
|
S4 |
1,154.1 |
1,171.2 |
1,229.2 |
|
|
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 |
1,250.3 |
1,217.6 |
32.7 |
2.6% |
14.6 |
1.2% |
83% |
True |
False |
155,656 |
10 |
1,250.3 |
1,183.3 |
67.0 |
5.4% |
17.0 |
1.4% |
92% |
True |
False |
159,546 |
20 |
1,250.3 |
1,183.3 |
67.0 |
5.4% |
16.1 |
1.3% |
92% |
True |
False |
155,668 |
40 |
1,299.3 |
1,183.3 |
116.0 |
9.3% |
15.1 |
1.2% |
53% |
False |
False |
135,996 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.3% |
14.6 |
1.2% |
44% |
False |
False |
124,587 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.8 |
1.2% |
37% |
False |
False |
97,343 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.5 |
1.2% |
37% |
False |
False |
78,418 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.3 |
1.2% |
37% |
False |
False |
65,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.6 |
2.618 |
1,324.4 |
1.618 |
1,296.1 |
1.000 |
1,278.6 |
0.618 |
1,267.8 |
HIGH |
1,250.3 |
0.618 |
1,239.5 |
0.500 |
1,236.2 |
0.382 |
1,232.8 |
LOW |
1,222.0 |
0.618 |
1,204.5 |
1.000 |
1,193.7 |
1.618 |
1,176.2 |
2.618 |
1,147.9 |
4.250 |
1,101.7 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,241.9 |
1,241.9 |
PP |
1,239.0 |
1,239.0 |
S1 |
1,236.2 |
1,236.2 |
|