Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,242.2 |
1,239.5 |
-2.7 |
-0.2% |
1,224.8 |
High |
1,245.6 |
1,242.1 |
-3.5 |
-0.3% |
1,250.3 |
Low |
1,235.2 |
1,232.2 |
-3.0 |
-0.2% |
1,222.0 |
Close |
1,241.2 |
1,239.0 |
-2.2 |
-0.2% |
1,239.0 |
Range |
10.4 |
9.9 |
-0.5 |
-4.8% |
28.3 |
ATR |
16.4 |
15.9 |
-0.5 |
-2.8% |
0.0 |
Volume |
180,590 |
117,545 |
-63,045 |
-34.9% |
789,701 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.5 |
1,263.1 |
1,244.4 |
|
R3 |
1,257.6 |
1,253.2 |
1,241.7 |
|
R2 |
1,247.7 |
1,247.7 |
1,240.8 |
|
R1 |
1,243.3 |
1,243.3 |
1,239.9 |
1,240.6 |
PP |
1,237.8 |
1,237.8 |
1,237.8 |
1,236.4 |
S1 |
1,233.4 |
1,233.4 |
1,238.1 |
1,230.7 |
S2 |
1,227.9 |
1,227.9 |
1,237.2 |
|
S3 |
1,218.0 |
1,223.5 |
1,236.3 |
|
S4 |
1,208.1 |
1,213.6 |
1,233.6 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.0 |
1,308.8 |
1,254.6 |
|
R3 |
1,293.7 |
1,280.5 |
1,246.8 |
|
R2 |
1,265.4 |
1,265.4 |
1,244.2 |
|
R1 |
1,252.2 |
1,252.2 |
1,241.6 |
1,258.8 |
PP |
1,237.1 |
1,237.1 |
1,237.1 |
1,240.4 |
S1 |
1,223.9 |
1,223.9 |
1,236.4 |
1,230.5 |
S2 |
1,208.8 |
1,208.8 |
1,233.8 |
|
S3 |
1,180.5 |
1,195.6 |
1,231.2 |
|
S4 |
1,152.2 |
1,167.3 |
1,223.4 |
|
|
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 |
1,222.0 |
28.3 |
2.3% |
14.1 |
1.1% |
60% |
False |
False |
157,940 |
10 |
1,250.3 |
1,183.3 |
67.0 |
5.4% |
15.0 |
1.2% |
83% |
False |
False |
155,869 |
20 |
1,250.3 |
1,183.3 |
67.0 |
5.4% |
15.7 |
1.3% |
83% |
False |
False |
154,344 |
40 |
1,297.6 |
1,183.3 |
114.3 |
9.2% |
14.9 |
1.2% |
49% |
False |
False |
137,733 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.4% |
14.5 |
1.2% |
40% |
False |
False |
128,695 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.6 |
1.2% |
34% |
False |
False |
100,963 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.3 |
1.2% |
34% |
False |
False |
81,313 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.3 |
1.2% |
34% |
False |
False |
68,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.2 |
2.618 |
1,268.0 |
1.618 |
1,258.1 |
1.000 |
1,252.0 |
0.618 |
1,248.2 |
HIGH |
1,242.1 |
0.618 |
1,238.3 |
0.500 |
1,237.2 |
0.382 |
1,236.0 |
LOW |
1,232.2 |
0.618 |
1,226.1 |
1.000 |
1,222.3 |
1.618 |
1,216.2 |
2.618 |
1,206.3 |
4.250 |
1,190.1 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,238.4 |
1,238.1 |
PP |
1,237.8 |
1,237.1 |
S1 |
1,237.2 |
1,236.2 |
|