Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,248.9 |
1,241.7 |
-7.2 |
-0.6% |
1,224.8 |
High |
1,250.2 |
1,244.9 |
-5.3 |
-0.4% |
1,250.3 |
Low |
1,240.7 |
1,226.3 |
-14.4 |
-1.2% |
1,222.0 |
Close |
1,245.5 |
1,229.1 |
-16.4 |
-1.3% |
1,239.0 |
Range |
9.5 |
18.6 |
9.1 |
95.8% |
28.3 |
ATR |
15.2 |
15.4 |
0.3 |
1.9% |
0.0 |
Volume |
113,405 |
140,066 |
26,661 |
23.5% |
789,701 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.2 |
1,277.8 |
1,239.3 |
|
R3 |
1,270.6 |
1,259.2 |
1,234.2 |
|
R2 |
1,252.0 |
1,252.0 |
1,232.5 |
|
R1 |
1,240.6 |
1,240.6 |
1,230.8 |
1,237.0 |
PP |
1,233.4 |
1,233.4 |
1,233.4 |
1,231.7 |
S1 |
1,222.0 |
1,222.0 |
1,227.4 |
1,218.4 |
S2 |
1,214.8 |
1,214.8 |
1,225.7 |
|
S3 |
1,196.2 |
1,203.4 |
1,224.0 |
|
S4 |
1,177.6 |
1,184.8 |
1,218.9 |
|
|
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 |
1,226.3 |
29.3 |
2.4% |
12.5 |
1.0% |
10% |
False |
True |
123,673 |
10 |
1,255.6 |
1,217.6 |
38.0 |
3.1% |
13.1 |
1.1% |
30% |
False |
False |
141,188 |
20 |
1,255.6 |
1,183.3 |
72.3 |
5.9% |
15.1 |
1.2% |
63% |
False |
False |
148,934 |
40 |
1,297.6 |
1,183.3 |
114.3 |
9.3% |
15.2 |
1.2% |
40% |
False |
False |
142,340 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.5% |
14.5 |
1.2% |
32% |
False |
False |
130,690 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.7 |
1.2% |
28% |
False |
False |
107,002 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.4 |
1.2% |
28% |
False |
False |
86,181 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.1 |
1.1% |
28% |
False |
False |
72,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.0 |
2.618 |
1,293.6 |
1.618 |
1,275.0 |
1.000 |
1,263.5 |
0.618 |
1,256.4 |
HIGH |
1,244.9 |
0.618 |
1,237.8 |
0.500 |
1,235.6 |
0.382 |
1,233.4 |
LOW |
1,226.3 |
0.618 |
1,214.8 |
1.000 |
1,207.7 |
1.618 |
1,196.2 |
2.618 |
1,177.6 |
4.250 |
1,147.3 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,235.6 |
1,241.0 |
PP |
1,233.4 |
1,237.0 |
S1 |
1,231.3 |
1,233.1 |
|