Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
8,922.0 |
8,700.0 |
-222.0 |
-2.5% |
9,337.0 |
High |
8,961.5 |
8,874.5 |
-87.0 |
-1.0% |
9,352.5 |
Low |
8,765.5 |
8,682.0 |
-83.5 |
-1.0% |
8,765.5 |
Close |
8,809.5 |
8,808.5 |
-1.0 |
0.0% |
8,809.5 |
Range |
196.0 |
192.5 |
-3.5 |
-1.8% |
587.0 |
ATR |
164.8 |
166.8 |
2.0 |
1.2% |
0.0 |
Volume |
151,366 |
169,053 |
17,687 |
11.7% |
885,013 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,365.8 |
9,279.7 |
8,914.4 |
|
R3 |
9,173.3 |
9,087.2 |
8,861.4 |
|
R2 |
8,980.8 |
8,980.8 |
8,843.8 |
|
R1 |
8,894.7 |
8,894.7 |
8,826.1 |
8,937.8 |
PP |
8,788.3 |
8,788.3 |
8,788.3 |
8,809.9 |
S1 |
8,702.2 |
8,702.2 |
8,790.9 |
8,745.3 |
S2 |
8,595.8 |
8,595.8 |
8,773.2 |
|
S3 |
8,403.3 |
8,509.7 |
8,755.6 |
|
S4 |
8,210.8 |
8,317.2 |
8,702.6 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,736.8 |
10,360.2 |
9,132.4 |
|
R3 |
10,149.8 |
9,773.2 |
8,970.9 |
|
R2 |
9,562.8 |
9,562.8 |
8,917.1 |
|
R1 |
9,186.2 |
9,186.2 |
8,863.3 |
9,081.0 |
PP |
8,975.8 |
8,975.8 |
8,975.8 |
8,923.3 |
S1 |
8,599.2 |
8,599.2 |
8,755.7 |
8,494.0 |
S2 |
8,388.8 |
8,388.8 |
8,701.9 |
|
S3 |
7,801.8 |
8,012.2 |
8,648.1 |
|
S4 |
7,214.8 |
7,425.2 |
8,486.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,182.0 |
8,682.0 |
500.0 |
5.7% |
196.1 |
2.2% |
25% |
False |
True |
180,873 |
10 |
9,523.5 |
8,682.0 |
841.5 |
9.6% |
186.9 |
2.1% |
15% |
False |
True |
149,549 |
20 |
9,896.0 |
8,682.0 |
1,214.0 |
13.8% |
156.3 |
1.8% |
10% |
False |
True |
126,119 |
40 |
9,896.0 |
8,682.0 |
1,214.0 |
13.8% |
136.8 |
1.6% |
10% |
False |
True |
65,316 |
60 |
9,896.0 |
8,682.0 |
1,214.0 |
13.8% |
136.7 |
1.6% |
10% |
False |
True |
43,661 |
80 |
10,057.5 |
8,682.0 |
1,375.5 |
15.6% |
127.2 |
1.4% |
9% |
False |
True |
32,805 |
100 |
10,057.5 |
8,682.0 |
1,375.5 |
15.6% |
111.9 |
1.3% |
9% |
False |
True |
26,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,692.6 |
2.618 |
9,378.5 |
1.618 |
9,186.0 |
1.000 |
9,067.0 |
0.618 |
8,993.5 |
HIGH |
8,874.5 |
0.618 |
8,801.0 |
0.500 |
8,778.3 |
0.382 |
8,755.5 |
LOW |
8,682.0 |
0.618 |
8,563.0 |
1.000 |
8,489.5 |
1.618 |
8,370.5 |
2.618 |
8,178.0 |
4.250 |
7,863.9 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
8,798.4 |
8,912.8 |
PP |
8,788.3 |
8,878.0 |
S1 |
8,778.3 |
8,843.3 |
|