Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,227.8 |
1,211.2 |
-16.6 |
-1.4% |
1,239.1 |
High |
1,230.4 |
1,216.5 |
-13.9 |
-1.1% |
1,255.6 |
Low |
1,208.2 |
1,195.5 |
-12.7 |
-1.1% |
1,226.3 |
Close |
1,224.9 |
1,198.6 |
-26.3 |
-2.1% |
1,231.8 |
Range |
22.2 |
21.0 |
-1.2 |
-5.4% |
29.3 |
ATR |
14.7 |
15.8 |
1.0 |
7.1% |
0.0 |
Volume |
131,448 |
210,415 |
78,967 |
60.1% |
594,191 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.5 |
1,253.6 |
1,210.2 |
|
R3 |
1,245.5 |
1,232.6 |
1,204.4 |
|
R2 |
1,224.5 |
1,224.5 |
1,202.5 |
|
R1 |
1,211.6 |
1,211.6 |
1,200.5 |
1,207.6 |
PP |
1,203.5 |
1,203.5 |
1,203.5 |
1,201.5 |
S1 |
1,190.6 |
1,190.6 |
1,196.7 |
1,186.6 |
S2 |
1,182.5 |
1,182.5 |
1,194.8 |
|
S3 |
1,161.5 |
1,169.6 |
1,192.8 |
|
S4 |
1,140.5 |
1,148.6 |
1,187.1 |
|
|
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 |
1,235.5 |
1,195.5 |
40.0 |
3.3% |
13.9 |
1.2% |
8% |
False |
True |
129,148 |
10 |
1,255.6 |
1,195.5 |
60.1 |
5.0% |
13.2 |
1.1% |
5% |
False |
True |
126,410 |
20 |
1,255.6 |
1,183.3 |
72.3 |
6.0% |
14.9 |
1.2% |
21% |
False |
False |
144,567 |
40 |
1,274.8 |
1,183.3 |
91.5 |
7.6% |
14.9 |
1.2% |
17% |
False |
False |
142,568 |
60 |
1,324.3 |
1,183.3 |
141.0 |
11.8% |
14.3 |
1.2% |
11% |
False |
False |
131,081 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.7% |
14.8 |
1.2% |
9% |
False |
False |
113,966 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.7% |
14.6 |
1.2% |
9% |
False |
False |
92,569 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.7% |
14.1 |
1.2% |
9% |
False |
False |
77,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.8 |
2.618 |
1,271.5 |
1.618 |
1,250.5 |
1.000 |
1,237.5 |
0.618 |
1,229.5 |
HIGH |
1,216.5 |
0.618 |
1,208.5 |
0.500 |
1,206.0 |
0.382 |
1,203.5 |
LOW |
1,195.5 |
0.618 |
1,182.5 |
1.000 |
1,174.5 |
1.618 |
1,161.5 |
2.618 |
1,140.5 |
4.250 |
1,106.3 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,206.0 |
1,215.5 |
PP |
1,203.5 |
1,209.9 |
S1 |
1,201.1 |
1,204.2 |
|