Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
5,152.0 |
5,247.0 |
95.0 |
1.8% |
5,094.0 |
High |
5,240.0 |
5,293.0 |
53.0 |
1.0% |
5,293.0 |
Low |
5,141.0 |
5,233.0 |
92.0 |
1.8% |
5,090.0 |
Close |
5,232.0 |
5,237.0 |
5.0 |
0.1% |
5,237.0 |
Range |
99.0 |
60.0 |
-39.0 |
-39.4% |
203.0 |
ATR |
71.6 |
70.8 |
-0.8 |
-1.1% |
0.0 |
Volume |
46,741 |
23,370 |
-23,371 |
-50.0% |
159,935 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,434.3 |
5,395.7 |
5,270.0 |
|
R3 |
5,374.3 |
5,335.7 |
5,253.5 |
|
R2 |
5,314.3 |
5,314.3 |
5,248.0 |
|
R1 |
5,275.7 |
5,275.7 |
5,242.5 |
5,265.0 |
PP |
5,254.3 |
5,254.3 |
5,254.3 |
5,249.0 |
S1 |
5,215.7 |
5,215.7 |
5,231.5 |
5,205.0 |
S2 |
5,194.3 |
5,194.3 |
5,226.0 |
|
S3 |
5,134.3 |
5,155.7 |
5,220.5 |
|
S4 |
5,074.3 |
5,095.7 |
5,204.0 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,815.7 |
5,729.3 |
5,348.7 |
|
R3 |
5,612.7 |
5,526.3 |
5,292.8 |
|
R2 |
5,409.7 |
5,409.7 |
5,274.2 |
|
R1 |
5,323.3 |
5,323.3 |
5,255.6 |
5,366.5 |
PP |
5,206.7 |
5,206.7 |
5,206.7 |
5,228.3 |
S1 |
5,120.3 |
5,120.3 |
5,218.4 |
5,163.5 |
S2 |
5,003.7 |
5,003.7 |
5,199.8 |
|
S3 |
4,800.7 |
4,917.3 |
5,181.2 |
|
S4 |
4,597.7 |
4,714.3 |
5,125.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,293.0 |
5,090.0 |
203.0 |
3.9% |
77.2 |
1.5% |
72% |
True |
False |
31,987 |
10 |
5,333.0 |
5,090.0 |
243.0 |
4.6% |
74.0 |
1.4% |
60% |
False |
False |
31,433 |
20 |
5,432.0 |
5,090.0 |
342.0 |
6.5% |
67.3 |
1.3% |
43% |
False |
False |
29,277 |
40 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
49.6 |
0.9% |
26% |
False |
False |
22,939 |
60 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
39.6 |
0.8% |
26% |
False |
False |
15,318 |
80 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
31.9 |
0.6% |
26% |
False |
False |
11,500 |
100 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
26.6 |
0.5% |
26% |
False |
False |
9,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,548.0 |
2.618 |
5,450.1 |
1.618 |
5,390.1 |
1.000 |
5,353.0 |
0.618 |
5,330.1 |
HIGH |
5,293.0 |
0.618 |
5,270.1 |
0.500 |
5,263.0 |
0.382 |
5,255.9 |
LOW |
5,233.0 |
0.618 |
5,195.9 |
1.000 |
5,173.0 |
1.618 |
5,135.9 |
2.618 |
5,075.9 |
4.250 |
4,978.0 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,263.0 |
5,230.3 |
PP |
5,254.3 |
5,223.7 |
S1 |
5,245.7 |
5,217.0 |
|