Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,230.6 |
1,225.8 |
-4.8 |
-0.4% |
1,239.1 |
High |
1,232.1 |
1,235.5 |
3.4 |
0.3% |
1,255.6 |
Low |
1,225.2 |
1,222.2 |
-3.0 |
-0.2% |
1,226.3 |
Close |
1,229.3 |
1,229.4 |
0.1 |
0.0% |
1,231.8 |
Range |
6.9 |
13.3 |
6.4 |
92.8% |
29.3 |
ATR |
14.2 |
14.1 |
-0.1 |
-0.5% |
0.0 |
Volume |
86,313 |
124,196 |
37,883 |
43.9% |
594,191 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.9 |
1,262.5 |
1,236.7 |
|
R3 |
1,255.6 |
1,249.2 |
1,233.1 |
|
R2 |
1,242.3 |
1,242.3 |
1,231.8 |
|
R1 |
1,235.9 |
1,235.9 |
1,230.6 |
1,239.1 |
PP |
1,229.0 |
1,229.0 |
1,229.0 |
1,230.7 |
S1 |
1,222.6 |
1,222.6 |
1,228.2 |
1,225.8 |
S2 |
1,215.7 |
1,215.7 |
1,227.0 |
|
S3 |
1,202.4 |
1,209.3 |
1,225.7 |
|
S4 |
1,189.1 |
1,196.0 |
1,222.1 |
|
|
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 |
1,250.2 |
1,222.2 |
28.0 |
2.3% |
10.9 |
0.9% |
26% |
False |
True |
111,470 |
10 |
1,255.6 |
1,222.0 |
33.6 |
2.7% |
12.7 |
1.0% |
22% |
False |
False |
136,093 |
20 |
1,255.6 |
1,183.3 |
72.3 |
5.9% |
14.2 |
1.2% |
64% |
False |
False |
142,242 |
40 |
1,279.2 |
1,183.3 |
95.9 |
7.8% |
14.6 |
1.2% |
48% |
False |
False |
140,509 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.5% |
14.2 |
1.2% |
33% |
False |
False |
129,818 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.5 |
1.2% |
28% |
False |
False |
110,550 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.3 |
1.2% |
28% |
False |
False |
89,187 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.4% |
14.0 |
1.1% |
28% |
False |
False |
74,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.0 |
2.618 |
1,270.3 |
1.618 |
1,257.0 |
1.000 |
1,248.8 |
0.618 |
1,243.7 |
HIGH |
1,235.5 |
0.618 |
1,230.4 |
0.500 |
1,228.9 |
0.382 |
1,227.3 |
LOW |
1,222.2 |
0.618 |
1,214.0 |
1.000 |
1,208.9 |
1.618 |
1,200.7 |
2.618 |
1,187.4 |
4.250 |
1,165.7 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,229.2 |
1,229.2 |
PP |
1,229.0 |
1,229.0 |
S1 |
1,228.9 |
1,228.9 |
|