Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,233.3 |
1,242.2 |
8.9 |
0.7% |
1,192.0 |
High |
1,250.3 |
1,245.6 |
-4.7 |
-0.4% |
1,234.0 |
Low |
1,222.0 |
1,235.2 |
13.2 |
1.1% |
1,183.3 |
Close |
1,244.8 |
1,241.2 |
-3.6 |
-0.3% |
1,221.7 |
Range |
28.3 |
10.4 |
-17.9 |
-63.3% |
50.7 |
ATR |
16.9 |
16.4 |
-0.5 |
-2.7% |
0.0 |
Volume |
258,099 |
180,590 |
-77,509 |
-30.0% |
768,992 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.9 |
1,266.9 |
1,246.9 |
|
R3 |
1,261.5 |
1,256.5 |
1,244.1 |
|
R2 |
1,251.1 |
1,251.1 |
1,243.1 |
|
R1 |
1,246.1 |
1,246.1 |
1,242.2 |
1,243.4 |
PP |
1,240.7 |
1,240.7 |
1,240.7 |
1,239.3 |
S1 |
1,235.7 |
1,235.7 |
1,240.2 |
1,233.0 |
S2 |
1,230.3 |
1,230.3 |
1,239.3 |
|
S3 |
1,219.9 |
1,225.3 |
1,238.3 |
|
S4 |
1,209.5 |
1,214.9 |
1,235.5 |
|
|
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% |
13.7 |
1.1% |
72% |
False |
False |
158,703 |
10 |
1,250.3 |
1,183.3 |
67.0 |
5.4% |
16.6 |
1.3% |
86% |
False |
False |
162,723 |
20 |
1,250.3 |
1,183.3 |
67.0 |
5.4% |
16.0 |
1.3% |
86% |
False |
False |
157,142 |
40 |
1,297.6 |
1,183.3 |
114.3 |
9.2% |
15.1 |
1.2% |
51% |
False |
False |
138,428 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.4% |
14.6 |
1.2% |
41% |
False |
False |
127,286 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.7 |
1.2% |
35% |
False |
False |
99,518 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.3 |
1.1% |
35% |
False |
False |
80,185 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.3 |
1.2% |
35% |
False |
False |
67,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.8 |
2.618 |
1,272.8 |
1.618 |
1,262.4 |
1.000 |
1,256.0 |
0.618 |
1,252.0 |
HIGH |
1,245.6 |
0.618 |
1,241.6 |
0.500 |
1,240.4 |
0.382 |
1,239.2 |
LOW |
1,235.2 |
0.618 |
1,228.8 |
1.000 |
1,224.8 |
1.618 |
1,218.4 |
2.618 |
1,208.0 |
4.250 |
1,191.0 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,240.9 |
1,239.5 |
PP |
1,240.7 |
1,237.8 |
S1 |
1,240.4 |
1,236.2 |
|