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 |
8,995.5 |
9,033.0 |
37.5 |
0.4% |
8,870.0 |
High |
9,044.0 |
9,096.0 |
52.0 |
0.6% |
9,074.0 |
Low |
8,953.5 |
8,835.0 |
-118.5 |
-1.3% |
8,641.5 |
Close |
8,994.0 |
8,905.5 |
-88.5 |
-1.0% |
8,994.0 |
Range |
90.5 |
261.0 |
170.5 |
188.4% |
432.5 |
ATR |
196.5 |
201.1 |
4.6 |
2.3% |
0.0 |
Volume |
142,918 |
109,653 |
-33,265 |
-23.3% |
646,139 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,728.5 |
9,578.0 |
9,049.1 |
|
R3 |
9,467.5 |
9,317.0 |
8,977.3 |
|
R2 |
9,206.5 |
9,206.5 |
8,953.4 |
|
R1 |
9,056.0 |
9,056.0 |
8,929.4 |
9,000.8 |
PP |
8,945.5 |
8,945.5 |
8,945.5 |
8,917.9 |
S1 |
8,795.0 |
8,795.0 |
8,881.6 |
8,739.8 |
S2 |
8,684.5 |
8,684.5 |
8,857.7 |
|
S3 |
8,423.5 |
8,534.0 |
8,833.7 |
|
S4 |
8,162.5 |
8,273.0 |
8,762.0 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,200.7 |
10,029.8 |
9,231.9 |
|
R3 |
9,768.2 |
9,597.3 |
9,112.9 |
|
R2 |
9,335.7 |
9,335.7 |
9,073.3 |
|
R1 |
9,164.8 |
9,164.8 |
9,033.6 |
9,250.3 |
PP |
8,903.2 |
8,903.2 |
8,903.2 |
8,945.9 |
S1 |
8,732.3 |
8,732.3 |
8,954.4 |
8,817.8 |
S2 |
8,470.7 |
8,470.7 |
8,914.7 |
|
S3 |
8,038.2 |
8,299.8 |
8,875.1 |
|
S4 |
7,605.7 |
7,867.3 |
8,756.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,096.0 |
8,641.5 |
454.5 |
5.1% |
206.9 |
2.3% |
58% |
True |
False |
122,627 |
10 |
9,096.0 |
8,350.0 |
746.0 |
8.4% |
238.7 |
2.7% |
74% |
True |
False |
158,193 |
20 |
9,523.5 |
8,350.0 |
1,173.5 |
13.2% |
212.8 |
2.4% |
47% |
False |
False |
153,871 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
17.4% |
167.0 |
1.9% |
36% |
False |
False |
104,667 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
17.4% |
155.2 |
1.7% |
36% |
False |
False |
69,991 |
80 |
10,049.0 |
8,350.0 |
1,699.0 |
19.1% |
146.7 |
1.6% |
33% |
False |
False |
52,558 |
100 |
10,057.5 |
8,350.0 |
1,707.5 |
19.2% |
130.9 |
1.5% |
33% |
False |
False |
42,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,205.3 |
2.618 |
9,779.3 |
1.618 |
9,518.3 |
1.000 |
9,357.0 |
0.618 |
9,257.3 |
HIGH |
9,096.0 |
0.618 |
8,996.3 |
0.500 |
8,965.5 |
0.382 |
8,934.7 |
LOW |
8,835.0 |
0.618 |
8,673.7 |
1.000 |
8,574.0 |
1.618 |
8,412.7 |
2.618 |
8,151.7 |
4.250 |
7,725.8 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
8,965.5 |
8,956.5 |
PP |
8,945.5 |
8,939.5 |
S1 |
8,925.5 |
8,922.5 |
|