Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,241.7 |
1,233.5 |
-8.2 |
-0.7% |
1,239.1 |
High |
1,244.9 |
1,234.7 |
-10.2 |
-0.8% |
1,255.6 |
Low |
1,226.3 |
1,228.7 |
2.4 |
0.2% |
1,226.3 |
Close |
1,229.1 |
1,231.8 |
2.7 |
0.2% |
1,231.8 |
Range |
18.6 |
6.0 |
-12.6 |
-67.7% |
29.3 |
ATR |
15.4 |
14.8 |
-0.7 |
-4.4% |
0.0 |
Volume |
140,066 |
93,371 |
-46,695 |
-33.3% |
594,191 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.7 |
1,246.8 |
1,235.1 |
|
R3 |
1,243.7 |
1,240.8 |
1,233.5 |
|
R2 |
1,237.7 |
1,237.7 |
1,232.9 |
|
R1 |
1,234.8 |
1,234.8 |
1,232.4 |
1,233.3 |
PP |
1,231.7 |
1,231.7 |
1,231.7 |
1,231.0 |
S1 |
1,228.8 |
1,228.8 |
1,231.3 |
1,227.3 |
S2 |
1,225.7 |
1,225.7 |
1,230.7 |
|
S3 |
1,219.7 |
1,222.8 |
1,230.2 |
|
S4 |
1,213.7 |
1,216.8 |
1,228.5 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.8 |
1,308.1 |
1,247.9 |
|
R3 |
1,296.5 |
1,278.8 |
1,239.9 |
|
R2 |
1,267.2 |
1,267.2 |
1,237.2 |
|
R1 |
1,249.5 |
1,249.5 |
1,234.5 |
1,243.7 |
PP |
1,237.9 |
1,237.9 |
1,237.9 |
1,235.0 |
S1 |
1,220.2 |
1,220.2 |
1,229.1 |
1,214.4 |
S2 |
1,208.6 |
1,208.6 |
1,226.4 |
|
S3 |
1,179.3 |
1,190.9 |
1,223.7 |
|
S4 |
1,150.0 |
1,161.6 |
1,215.7 |
|
|
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% |
11.7 |
0.9% |
19% |
False |
False |
118,838 |
10 |
1,255.6 |
1,222.0 |
33.6 |
2.7% |
12.9 |
1.0% |
29% |
False |
False |
138,389 |
20 |
1,255.6 |
1,183.3 |
72.3 |
5.9% |
14.5 |
1.2% |
67% |
False |
False |
146,130 |
40 |
1,292.5 |
1,183.3 |
109.2 |
8.9% |
15.0 |
1.2% |
44% |
False |
False |
141,921 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.4% |
14.3 |
1.2% |
34% |
False |
False |
129,857 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.6 |
1.2% |
30% |
False |
False |
108,106 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.4 |
1.2% |
30% |
False |
False |
87,105 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.3% |
14.1 |
1.1% |
30% |
False |
False |
73,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,260.2 |
2.618 |
1,250.4 |
1.618 |
1,244.4 |
1.000 |
1,240.7 |
0.618 |
1,238.4 |
HIGH |
1,234.7 |
0.618 |
1,232.4 |
0.500 |
1,231.7 |
0.382 |
1,231.0 |
LOW |
1,228.7 |
0.618 |
1,225.0 |
1.000 |
1,222.7 |
1.618 |
1,219.0 |
2.618 |
1,213.0 |
4.250 |
1,203.2 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,231.8 |
1,238.3 |
PP |
1,231.7 |
1,236.1 |
S1 |
1,231.7 |
1,234.0 |
|