Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
5,100.0 |
5,182.0 |
82.0 |
1.6% |
5,323.0 |
High |
5,203.0 |
5,235.0 |
32.0 |
0.6% |
5,333.0 |
Low |
5,100.0 |
5,172.0 |
72.0 |
1.4% |
5,156.0 |
Close |
5,179.0 |
5,221.0 |
42.0 |
0.8% |
5,158.0 |
Range |
103.0 |
63.0 |
-40.0 |
-38.8% |
177.0 |
ATR |
70.0 |
69.5 |
-0.5 |
-0.7% |
0.0 |
Volume |
32,271 |
29,093 |
-3,178 |
-9.8% |
154,404 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,398.3 |
5,372.7 |
5,255.7 |
|
R3 |
5,335.3 |
5,309.7 |
5,238.3 |
|
R2 |
5,272.3 |
5,272.3 |
5,232.6 |
|
R1 |
5,246.7 |
5,246.7 |
5,226.8 |
5,259.5 |
PP |
5,209.3 |
5,209.3 |
5,209.3 |
5,215.8 |
S1 |
5,183.7 |
5,183.7 |
5,215.2 |
5,196.5 |
S2 |
5,146.3 |
5,146.3 |
5,209.5 |
|
S3 |
5,083.3 |
5,120.7 |
5,203.7 |
|
S4 |
5,020.3 |
5,057.7 |
5,186.4 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,746.7 |
5,629.3 |
5,255.4 |
|
R3 |
5,569.7 |
5,452.3 |
5,206.7 |
|
R2 |
5,392.7 |
5,392.7 |
5,190.5 |
|
R1 |
5,275.3 |
5,275.3 |
5,174.2 |
5,245.5 |
PP |
5,215.7 |
5,215.7 |
5,215.7 |
5,200.8 |
S1 |
5,098.3 |
5,098.3 |
5,141.8 |
5,068.5 |
S2 |
5,038.7 |
5,038.7 |
5,125.6 |
|
S3 |
4,861.7 |
4,921.3 |
5,109.3 |
|
S4 |
4,684.7 |
4,744.3 |
5,060.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,315.0 |
5,090.0 |
225.0 |
4.3% |
68.6 |
1.3% |
58% |
False |
False |
31,323 |
10 |
5,333.0 |
5,090.0 |
243.0 |
4.7% |
68.4 |
1.3% |
54% |
False |
False |
28,983 |
20 |
5,446.0 |
5,090.0 |
356.0 |
6.8% |
64.4 |
1.2% |
37% |
False |
False |
28,772 |
40 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
46.8 |
0.9% |
23% |
False |
False |
21,191 |
60 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
37.3 |
0.7% |
23% |
False |
False |
14,156 |
80 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
29.9 |
0.6% |
23% |
False |
False |
10,625 |
100 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
25.1 |
0.5% |
23% |
False |
False |
8,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,502.8 |
2.618 |
5,399.9 |
1.618 |
5,336.9 |
1.000 |
5,298.0 |
0.618 |
5,273.9 |
HIGH |
5,235.0 |
0.618 |
5,210.9 |
0.500 |
5,203.5 |
0.382 |
5,196.1 |
LOW |
5,172.0 |
0.618 |
5,133.1 |
1.000 |
5,109.0 |
1.618 |
5,070.1 |
2.618 |
5,007.1 |
4.250 |
4,904.3 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,215.2 |
5,201.5 |
PP |
5,209.3 |
5,182.0 |
S1 |
5,203.5 |
5,162.5 |
|