Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
5,182.0 |
5,152.0 |
-30.0 |
-0.6% |
5,323.0 |
High |
5,235.0 |
5,240.0 |
5.0 |
0.1% |
5,333.0 |
Low |
5,172.0 |
5,141.0 |
-31.0 |
-0.6% |
5,156.0 |
Close |
5,221.0 |
5,232.0 |
11.0 |
0.2% |
5,158.0 |
Range |
63.0 |
99.0 |
36.0 |
57.1% |
177.0 |
ATR |
69.5 |
71.6 |
2.1 |
3.0% |
0.0 |
Volume |
29,093 |
46,741 |
17,648 |
60.7% |
154,404 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,501.3 |
5,465.7 |
5,286.5 |
|
R3 |
5,402.3 |
5,366.7 |
5,259.2 |
|
R2 |
5,303.3 |
5,303.3 |
5,250.2 |
|
R1 |
5,267.7 |
5,267.7 |
5,241.1 |
5,285.5 |
PP |
5,204.3 |
5,204.3 |
5,204.3 |
5,213.3 |
S1 |
5,168.7 |
5,168.7 |
5,222.9 |
5,186.5 |
S2 |
5,105.3 |
5,105.3 |
5,213.9 |
|
S3 |
5,006.3 |
5,069.7 |
5,204.8 |
|
S4 |
4,907.3 |
4,970.7 |
5,177.6 |
|
|
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 |
5,240.0 |
5,090.0 |
150.0 |
2.9% |
76.0 |
1.5% |
95% |
True |
False |
36,006 |
10 |
5,333.0 |
5,090.0 |
243.0 |
4.6% |
74.1 |
1.4% |
58% |
False |
False |
31,145 |
20 |
5,446.0 |
5,090.0 |
356.0 |
6.8% |
66.2 |
1.3% |
40% |
False |
False |
29,309 |
40 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
48.4 |
0.9% |
25% |
False |
False |
22,356 |
60 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
38.8 |
0.7% |
25% |
False |
False |
14,929 |
80 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
31.2 |
0.6% |
25% |
False |
False |
11,208 |
100 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
26.1 |
0.5% |
25% |
False |
False |
8,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,660.8 |
2.618 |
5,499.2 |
1.618 |
5,400.2 |
1.000 |
5,339.0 |
0.618 |
5,301.2 |
HIGH |
5,240.0 |
0.618 |
5,202.2 |
0.500 |
5,190.5 |
0.382 |
5,178.8 |
LOW |
5,141.0 |
0.618 |
5,079.8 |
1.000 |
5,042.0 |
1.618 |
4,980.8 |
2.618 |
4,881.8 |
4.250 |
4,720.3 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,218.2 |
5,211.3 |
PP |
5,204.3 |
5,190.7 |
S1 |
5,190.5 |
5,170.0 |
|