Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
5,351.0 |
5,395.0 |
44.0 |
0.8% |
5,318.0 |
High |
5,376.0 |
5,412.0 |
36.0 |
0.7% |
5,412.0 |
Low |
5,342.0 |
5,376.0 |
34.0 |
0.6% |
5,292.0 |
Close |
5,372.0 |
5,404.0 |
32.0 |
0.6% |
5,404.0 |
Range |
34.0 |
36.0 |
2.0 |
5.9% |
120.0 |
ATR |
66.7 |
64.8 |
-1.9 |
-2.9% |
0.0 |
Volume |
24,275 |
28,502 |
4,227 |
17.4% |
124,090 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,505.3 |
5,490.7 |
5,423.8 |
|
R3 |
5,469.3 |
5,454.7 |
5,413.9 |
|
R2 |
5,433.3 |
5,433.3 |
5,410.6 |
|
R1 |
5,418.7 |
5,418.7 |
5,407.3 |
5,426.0 |
PP |
5,397.3 |
5,397.3 |
5,397.3 |
5,401.0 |
S1 |
5,382.7 |
5,382.7 |
5,400.7 |
5,390.0 |
S2 |
5,361.3 |
5,361.3 |
5,397.4 |
|
S3 |
5,325.3 |
5,346.7 |
5,394.1 |
|
S4 |
5,289.3 |
5,310.7 |
5,384.2 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,729.3 |
5,686.7 |
5,470.0 |
|
R3 |
5,609.3 |
5,566.7 |
5,437.0 |
|
R2 |
5,489.3 |
5,489.3 |
5,426.0 |
|
R1 |
5,446.7 |
5,446.7 |
5,415.0 |
5,468.0 |
PP |
5,369.3 |
5,369.3 |
5,369.3 |
5,380.0 |
S1 |
5,326.7 |
5,326.7 |
5,393.0 |
5,348.0 |
S2 |
5,249.3 |
5,249.3 |
5,382.0 |
|
S3 |
5,129.3 |
5,206.7 |
5,371.0 |
|
S4 |
5,009.3 |
5,086.7 |
5,338.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,412.0 |
5,292.0 |
120.0 |
2.2% |
34.4 |
0.6% |
93% |
True |
False |
24,818 |
10 |
5,412.0 |
5,090.0 |
322.0 |
6.0% |
55.8 |
1.0% |
98% |
True |
False |
28,402 |
20 |
5,412.0 |
5,090.0 |
322.0 |
6.0% |
61.2 |
1.1% |
98% |
True |
False |
29,001 |
40 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
52.3 |
1.0% |
55% |
False |
False |
26,032 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
40.2 |
0.7% |
55% |
False |
False |
17,381 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
33.8 |
0.6% |
55% |
False |
False |
13,049 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
27.6 |
0.5% |
55% |
False |
False |
10,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,565.0 |
2.618 |
5,506.2 |
1.618 |
5,470.2 |
1.000 |
5,448.0 |
0.618 |
5,434.2 |
HIGH |
5,412.0 |
0.618 |
5,398.2 |
0.500 |
5,394.0 |
0.382 |
5,389.8 |
LOW |
5,376.0 |
0.618 |
5,353.8 |
1.000 |
5,340.0 |
1.618 |
5,317.8 |
2.618 |
5,281.8 |
4.250 |
5,223.0 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,400.7 |
5,395.0 |
PP |
5,397.3 |
5,386.0 |
S1 |
5,394.0 |
5,377.0 |
|