Trading Metrics calculated at close of trading on 22-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
5,313.0 |
5,366.0 |
53.0 |
1.0% |
5,094.0 |
High |
5,326.0 |
5,379.0 |
53.0 |
1.0% |
5,293.0 |
Low |
5,294.0 |
5,343.0 |
49.0 |
0.9% |
5,090.0 |
Close |
5,311.0 |
5,377.0 |
66.0 |
1.2% |
5,237.0 |
Range |
32.0 |
36.0 |
4.0 |
12.5% |
203.0 |
ATR |
69.3 |
69.2 |
-0.1 |
-0.1% |
0.0 |
Volume |
24,336 |
26,312 |
1,976 |
8.1% |
159,935 |
|
Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,474.3 |
5,461.7 |
5,396.8 |
|
R3 |
5,438.3 |
5,425.7 |
5,386.9 |
|
R2 |
5,402.3 |
5,402.3 |
5,383.6 |
|
R1 |
5,389.7 |
5,389.7 |
5,380.3 |
5,396.0 |
PP |
5,366.3 |
5,366.3 |
5,366.3 |
5,369.5 |
S1 |
5,353.7 |
5,353.7 |
5,373.7 |
5,360.0 |
S2 |
5,330.3 |
5,330.3 |
5,370.4 |
|
S3 |
5,294.3 |
5,317.7 |
5,367.1 |
|
S4 |
5,258.3 |
5,281.7 |
5,357.2 |
|
|
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 |
5,379.0 |
5,141.0 |
238.0 |
4.4% |
52.2 |
1.0% |
99% |
True |
False |
28,284 |
10 |
5,379.0 |
5,090.0 |
289.0 |
5.4% |
60.4 |
1.1% |
99% |
True |
False |
29,804 |
20 |
5,415.0 |
5,090.0 |
325.0 |
6.0% |
61.6 |
1.1% |
88% |
False |
False |
28,676 |
40 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
51.3 |
1.0% |
50% |
False |
False |
24,716 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
39.8 |
0.7% |
50% |
False |
False |
16,504 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
33.1 |
0.6% |
50% |
False |
False |
12,391 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
27.5 |
0.5% |
50% |
False |
False |
9,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,532.0 |
2.618 |
5,473.2 |
1.618 |
5,437.2 |
1.000 |
5,415.0 |
0.618 |
5,401.2 |
HIGH |
5,379.0 |
0.618 |
5,365.2 |
0.500 |
5,361.0 |
0.382 |
5,356.8 |
LOW |
5,343.0 |
0.618 |
5,320.8 |
1.000 |
5,307.0 |
1.618 |
5,284.8 |
2.618 |
5,248.8 |
4.250 |
5,190.0 |
|
|
Fisher Pivots for day following 22-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,371.7 |
5,363.2 |
PP |
5,366.3 |
5,349.3 |
S1 |
5,361.0 |
5,335.5 |
|