Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
5,318.0 |
5,313.0 |
-5.0 |
-0.1% |
5,094.0 |
High |
5,326.0 |
5,326.0 |
0.0 |
0.0% |
5,293.0 |
Low |
5,292.0 |
5,294.0 |
2.0 |
0.0% |
5,090.0 |
Close |
5,306.0 |
5,311.0 |
5.0 |
0.1% |
5,237.0 |
Range |
34.0 |
32.0 |
-2.0 |
-5.9% |
203.0 |
ATR |
72.1 |
69.3 |
-2.9 |
-4.0% |
0.0 |
Volume |
20,665 |
24,336 |
3,671 |
17.8% |
159,935 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,406.3 |
5,390.7 |
5,328.6 |
|
R3 |
5,374.3 |
5,358.7 |
5,319.8 |
|
R2 |
5,342.3 |
5,342.3 |
5,316.9 |
|
R1 |
5,326.7 |
5,326.7 |
5,313.9 |
5,318.5 |
PP |
5,310.3 |
5,310.3 |
5,310.3 |
5,306.3 |
S1 |
5,294.7 |
5,294.7 |
5,308.1 |
5,286.5 |
S2 |
5,278.3 |
5,278.3 |
5,305.1 |
|
S3 |
5,246.3 |
5,262.7 |
5,302.2 |
|
S4 |
5,214.3 |
5,230.7 |
5,293.4 |
|
|
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 |
5,326.0 |
5,141.0 |
185.0 |
3.5% |
57.6 |
1.1% |
92% |
True |
False |
28,841 |
10 |
5,326.0 |
5,090.0 |
236.0 |
4.4% |
61.7 |
1.2% |
94% |
True |
False |
30,013 |
20 |
5,415.0 |
5,090.0 |
325.0 |
6.1% |
61.6 |
1.2% |
68% |
False |
False |
28,568 |
40 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
50.8 |
1.0% |
38% |
False |
False |
24,059 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
39.9 |
0.8% |
38% |
False |
False |
16,067 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
32.7 |
0.6% |
38% |
False |
False |
12,062 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
27.2 |
0.5% |
38% |
False |
False |
9,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,462.0 |
2.618 |
5,409.8 |
1.618 |
5,377.8 |
1.000 |
5,358.0 |
0.618 |
5,345.8 |
HIGH |
5,326.0 |
0.618 |
5,313.8 |
0.500 |
5,310.0 |
0.382 |
5,306.2 |
LOW |
5,294.0 |
0.618 |
5,274.2 |
1.000 |
5,262.0 |
1.618 |
5,242.2 |
2.618 |
5,210.2 |
4.250 |
5,158.0 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,310.7 |
5,300.5 |
PP |
5,310.3 |
5,290.0 |
S1 |
5,310.0 |
5,279.5 |
|