Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,239.1 |
1,246.8 |
7.7 |
0.6% |
1,224.8 |
High |
1,249.3 |
1,255.6 |
6.3 |
0.5% |
1,250.3 |
Low |
1,234.9 |
1,245.7 |
10.8 |
0.9% |
1,222.0 |
Close |
1,244.7 |
1,251.7 |
7.0 |
0.6% |
1,239.0 |
Range |
14.4 |
9.9 |
-4.5 |
-31.3% |
28.3 |
ATR |
15.8 |
15.5 |
-0.4 |
-2.2% |
0.0 |
Volume |
96,271 |
151,078 |
54,807 |
56.9% |
789,701 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.7 |
1,276.1 |
1,257.1 |
|
R3 |
1,270.8 |
1,266.2 |
1,254.4 |
|
R2 |
1,260.9 |
1,260.9 |
1,253.5 |
|
R1 |
1,256.3 |
1,256.3 |
1,252.6 |
1,258.6 |
PP |
1,251.0 |
1,251.0 |
1,251.0 |
1,252.2 |
S1 |
1,246.4 |
1,246.4 |
1,250.8 |
1,248.7 |
S2 |
1,241.1 |
1,241.1 |
1,249.9 |
|
S3 |
1,231.2 |
1,236.5 |
1,249.0 |
|
S4 |
1,221.3 |
1,226.6 |
1,246.3 |
|
|
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 |
1,255.6 |
1,222.0 |
33.6 |
2.7% |
14.6 |
1.2% |
88% |
True |
False |
160,716 |
10 |
1,255.6 |
1,205.1 |
50.5 |
4.0% |
13.7 |
1.1% |
92% |
True |
False |
151,577 |
20 |
1,255.6 |
1,183.3 |
72.3 |
5.8% |
15.2 |
1.2% |
95% |
True |
False |
152,149 |
40 |
1,297.6 |
1,183.3 |
114.3 |
9.1% |
15.1 |
1.2% |
60% |
False |
False |
140,281 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.3% |
14.5 |
1.2% |
49% |
False |
False |
131,161 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.1% |
14.7 |
1.2% |
42% |
False |
False |
103,921 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.1% |
14.3 |
1.1% |
42% |
False |
False |
83,687 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.1% |
14.3 |
1.1% |
42% |
False |
False |
70,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.7 |
2.618 |
1,281.5 |
1.618 |
1,271.6 |
1.000 |
1,265.5 |
0.618 |
1,261.7 |
HIGH |
1,255.6 |
0.618 |
1,251.8 |
0.500 |
1,250.7 |
0.382 |
1,249.5 |
LOW |
1,245.7 |
0.618 |
1,239.6 |
1.000 |
1,235.8 |
1.618 |
1,229.7 |
2.618 |
1,219.8 |
4.250 |
1,203.6 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,251.4 |
1,249.1 |
PP |
1,251.0 |
1,246.5 |
S1 |
1,250.7 |
1,243.9 |
|