Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
5,419.0 |
5,429.0 |
10.0 |
0.2% |
5,318.0 |
High |
5,447.0 |
5,448.0 |
1.0 |
0.0% |
5,412.0 |
Low |
5,415.0 |
5,416.0 |
1.0 |
0.0% |
5,292.0 |
Close |
5,438.0 |
5,448.0 |
10.0 |
0.2% |
5,404.0 |
Range |
32.0 |
32.0 |
0.0 |
0.0% |
120.0 |
ATR |
63.3 |
61.0 |
-2.2 |
-3.5% |
0.0 |
Volume |
21,566 |
18,232 |
-3,334 |
-15.5% |
124,090 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,533.3 |
5,522.7 |
5,465.6 |
|
R3 |
5,501.3 |
5,490.7 |
5,456.8 |
|
R2 |
5,469.3 |
5,469.3 |
5,453.9 |
|
R1 |
5,458.7 |
5,458.7 |
5,450.9 |
5,464.0 |
PP |
5,437.3 |
5,437.3 |
5,437.3 |
5,440.0 |
S1 |
5,426.7 |
5,426.7 |
5,445.1 |
5,432.0 |
S2 |
5,405.3 |
5,405.3 |
5,442.1 |
|
S3 |
5,373.3 |
5,394.7 |
5,439.2 |
|
S4 |
5,341.3 |
5,362.7 |
5,430.4 |
|
|
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 |
5,448.0 |
5,342.0 |
106.0 |
1.9% |
34.0 |
0.6% |
100% |
True |
False |
23,777 |
10 |
5,448.0 |
5,141.0 |
307.0 |
5.6% |
45.8 |
0.8% |
100% |
True |
False |
26,309 |
20 |
5,448.0 |
5,090.0 |
358.0 |
6.6% |
59.4 |
1.1% |
100% |
True |
False |
28,028 |
40 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
52.6 |
1.0% |
62% |
False |
False |
27,023 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
40.6 |
0.7% |
62% |
False |
False |
18,043 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
34.6 |
0.6% |
62% |
False |
False |
13,547 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
28.1 |
0.5% |
62% |
False |
False |
10,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,584.0 |
2.618 |
5,531.8 |
1.618 |
5,499.8 |
1.000 |
5,480.0 |
0.618 |
5,467.8 |
HIGH |
5,448.0 |
0.618 |
5,435.8 |
0.500 |
5,432.0 |
0.382 |
5,428.2 |
LOW |
5,416.0 |
0.618 |
5,396.2 |
1.000 |
5,384.0 |
1.618 |
5,364.2 |
2.618 |
5,332.2 |
4.250 |
5,280.0 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,442.7 |
5,436.0 |
PP |
5,437.3 |
5,424.0 |
S1 |
5,432.0 |
5,412.0 |
|