Trading Metrics calculated at close of trading on 22-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,246.8 |
1,248.9 |
2.1 |
0.2% |
1,224.8 |
High |
1,255.6 |
1,250.2 |
-5.4 |
-0.4% |
1,250.3 |
Low |
1,245.7 |
1,240.7 |
-5.0 |
-0.4% |
1,222.0 |
Close |
1,251.7 |
1,245.5 |
-6.2 |
-0.5% |
1,239.0 |
Range |
9.9 |
9.5 |
-0.4 |
-4.0% |
28.3 |
ATR |
15.5 |
15.2 |
-0.3 |
-2.1% |
0.0 |
Volume |
151,078 |
113,405 |
-37,673 |
-24.9% |
789,701 |
|
Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.0 |
1,269.2 |
1,250.7 |
|
R3 |
1,264.5 |
1,259.7 |
1,248.1 |
|
R2 |
1,255.0 |
1,255.0 |
1,247.2 |
|
R1 |
1,250.2 |
1,250.2 |
1,246.4 |
1,247.9 |
PP |
1,245.5 |
1,245.5 |
1,245.5 |
1,244.3 |
S1 |
1,240.7 |
1,240.7 |
1,244.6 |
1,238.4 |
S2 |
1,236.0 |
1,236.0 |
1,243.8 |
|
S3 |
1,226.5 |
1,231.2 |
1,242.9 |
|
S4 |
1,217.0 |
1,221.7 |
1,240.3 |
|
|
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 |
1,232.2 |
23.4 |
1.9% |
10.8 |
0.9% |
57% |
False |
False |
131,777 |
10 |
1,255.6 |
1,217.6 |
38.0 |
3.1% |
12.7 |
1.0% |
73% |
False |
False |
143,717 |
20 |
1,255.6 |
1,183.3 |
72.3 |
5.8% |
15.2 |
1.2% |
86% |
False |
False |
151,249 |
40 |
1,297.6 |
1,183.3 |
114.3 |
9.2% |
14.9 |
1.2% |
54% |
False |
False |
140,520 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.3% |
14.4 |
1.2% |
44% |
False |
False |
130,537 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.6 |
1.2% |
38% |
False |
False |
105,301 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.3 |
1.1% |
38% |
False |
False |
84,792 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.2% |
14.1 |
1.1% |
38% |
False |
False |
71,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.6 |
2.618 |
1,275.1 |
1.618 |
1,265.6 |
1.000 |
1,259.7 |
0.618 |
1,256.1 |
HIGH |
1,250.2 |
0.618 |
1,246.6 |
0.500 |
1,245.5 |
0.382 |
1,244.3 |
LOW |
1,240.7 |
0.618 |
1,234.8 |
1.000 |
1,231.2 |
1.618 |
1,225.3 |
2.618 |
1,215.8 |
4.250 |
1,200.3 |
|
|
Fisher Pivots for day following 22-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,245.5 |
1,245.4 |
PP |
1,245.5 |
1,245.3 |
S1 |
1,245.5 |
1,245.3 |
|