Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
5,395.0 |
5,419.0 |
24.0 |
0.4% |
5,318.0 |
High |
5,412.0 |
5,447.0 |
35.0 |
0.6% |
5,412.0 |
Low |
5,376.0 |
5,415.0 |
39.0 |
0.7% |
5,292.0 |
Close |
5,404.0 |
5,438.0 |
34.0 |
0.6% |
5,404.0 |
Range |
36.0 |
32.0 |
-4.0 |
-11.1% |
120.0 |
ATR |
64.8 |
63.3 |
-1.6 |
-2.4% |
0.0 |
Volume |
28,502 |
21,566 |
-6,936 |
-24.3% |
124,090 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,529.3 |
5,515.7 |
5,455.6 |
|
R3 |
5,497.3 |
5,483.7 |
5,446.8 |
|
R2 |
5,465.3 |
5,465.3 |
5,443.9 |
|
R1 |
5,451.7 |
5,451.7 |
5,440.9 |
5,458.5 |
PP |
5,433.3 |
5,433.3 |
5,433.3 |
5,436.8 |
S1 |
5,419.7 |
5,419.7 |
5,435.1 |
5,426.5 |
S2 |
5,401.3 |
5,401.3 |
5,432.1 |
|
S3 |
5,369.3 |
5,387.7 |
5,429.2 |
|
S4 |
5,337.3 |
5,355.7 |
5,420.4 |
|
|
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 |
5,447.0 |
5,294.0 |
153.0 |
2.8% |
34.0 |
0.6% |
94% |
True |
False |
24,998 |
10 |
5,447.0 |
5,100.0 |
347.0 |
6.4% |
52.9 |
1.0% |
97% |
True |
False |
27,713 |
20 |
5,447.0 |
5,090.0 |
357.0 |
6.6% |
60.1 |
1.1% |
97% |
True |
False |
28,714 |
40 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
52.6 |
1.0% |
61% |
False |
False |
26,569 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
40.6 |
0.7% |
61% |
False |
False |
17,740 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
34.2 |
0.6% |
61% |
False |
False |
13,319 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
27.9 |
0.5% |
61% |
False |
False |
10,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,583.0 |
2.618 |
5,530.8 |
1.618 |
5,498.8 |
1.000 |
5,479.0 |
0.618 |
5,466.8 |
HIGH |
5,447.0 |
0.618 |
5,434.8 |
0.500 |
5,431.0 |
0.382 |
5,427.2 |
LOW |
5,415.0 |
0.618 |
5,395.2 |
1.000 |
5,383.0 |
1.618 |
5,363.2 |
2.618 |
5,331.2 |
4.250 |
5,279.0 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,435.7 |
5,423.5 |
PP |
5,433.3 |
5,409.0 |
S1 |
5,431.0 |
5,394.5 |
|