Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,239.5 |
1,239.1 |
-0.4 |
0.0% |
1,224.8 |
High |
1,242.1 |
1,249.3 |
7.2 |
0.6% |
1,250.3 |
Low |
1,232.2 |
1,234.9 |
2.7 |
0.2% |
1,222.0 |
Close |
1,239.0 |
1,244.7 |
5.7 |
0.5% |
1,239.0 |
Range |
9.9 |
14.4 |
4.5 |
45.5% |
28.3 |
ATR |
15.9 |
15.8 |
-0.1 |
-0.7% |
0.0 |
Volume |
117,545 |
96,271 |
-21,274 |
-18.1% |
789,701 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.2 |
1,279.8 |
1,252.6 |
|
R3 |
1,271.8 |
1,265.4 |
1,248.7 |
|
R2 |
1,257.4 |
1,257.4 |
1,247.3 |
|
R1 |
1,251.0 |
1,251.0 |
1,246.0 |
1,254.2 |
PP |
1,243.0 |
1,243.0 |
1,243.0 |
1,244.6 |
S1 |
1,236.6 |
1,236.6 |
1,243.4 |
1,239.8 |
S2 |
1,228.6 |
1,228.6 |
1,242.1 |
|
S3 |
1,214.2 |
1,222.2 |
1,240.7 |
|
S4 |
1,199.8 |
1,207.8 |
1,236.8 |
|
|
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% |
80% |
False |
False |
153,211 |
10 |
1,250.3 |
1,203.0 |
47.3 |
3.8% |
13.8 |
1.1% |
88% |
False |
False |
150,720 |
20 |
1,250.3 |
1,183.3 |
67.0 |
5.4% |
15.8 |
1.3% |
92% |
False |
False |
152,255 |
40 |
1,297.6 |
1,183.3 |
114.3 |
9.2% |
15.0 |
1.2% |
54% |
False |
False |
137,847 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.3% |
14.4 |
1.2% |
44% |
False |
False |
129,605 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.7 |
1.2% |
37% |
False |
False |
102,076 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.3 |
1.2% |
37% |
False |
False |
82,218 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.3 |
1.1% |
37% |
False |
False |
69,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.5 |
2.618 |
1,287.0 |
1.618 |
1,272.6 |
1.000 |
1,263.7 |
0.618 |
1,258.2 |
HIGH |
1,249.3 |
0.618 |
1,243.8 |
0.500 |
1,242.1 |
0.382 |
1,240.4 |
LOW |
1,234.9 |
0.618 |
1,226.0 |
1.000 |
1,220.5 |
1.618 |
1,211.6 |
2.618 |
1,197.2 |
4.250 |
1,173.7 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,243.8 |
1,243.4 |
PP |
1,243.0 |
1,242.1 |
S1 |
1,242.1 |
1,240.8 |
|