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 |
9,033.0 |
8,953.0 |
-80.0 |
-0.9% |
8,870.0 |
High |
9,096.0 |
9,119.0 |
23.0 |
0.3% |
9,074.0 |
Low |
8,835.0 |
8,950.0 |
115.0 |
1.3% |
8,641.5 |
Close |
8,905.5 |
9,071.5 |
166.0 |
1.9% |
8,994.0 |
Range |
261.0 |
169.0 |
-92.0 |
-35.2% |
432.5 |
ATR |
201.1 |
202.0 |
0.9 |
0.4% |
0.0 |
Volume |
109,653 |
102,486 |
-7,167 |
-6.5% |
646,139 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,553.8 |
9,481.7 |
9,164.5 |
|
R3 |
9,384.8 |
9,312.7 |
9,118.0 |
|
R2 |
9,215.8 |
9,215.8 |
9,102.5 |
|
R1 |
9,143.7 |
9,143.7 |
9,087.0 |
9,179.8 |
PP |
9,046.8 |
9,046.8 |
9,046.8 |
9,064.9 |
S1 |
8,974.7 |
8,974.7 |
9,056.0 |
9,010.8 |
S2 |
8,877.8 |
8,877.8 |
9,040.5 |
|
S3 |
8,708.8 |
8,805.7 |
9,025.0 |
|
S4 |
8,539.8 |
8,636.7 |
8,978.6 |
|
|
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 |
9,119.0 |
8,817.0 |
302.0 |
3.3% |
180.0 |
2.0% |
84% |
True |
False |
119,407 |
10 |
9,119.0 |
8,350.0 |
769.0 |
8.5% |
239.7 |
2.6% |
94% |
True |
False |
144,196 |
20 |
9,523.5 |
8,350.0 |
1,173.5 |
12.9% |
214.0 |
2.4% |
61% |
False |
False |
152,578 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
17.0% |
167.6 |
1.8% |
47% |
False |
False |
107,222 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
17.0% |
153.9 |
1.7% |
47% |
False |
False |
71,688 |
80 |
10,025.0 |
8,350.0 |
1,675.0 |
18.5% |
148.5 |
1.6% |
43% |
False |
False |
53,835 |
100 |
10,057.5 |
8,350.0 |
1,707.5 |
18.8% |
132.1 |
1.5% |
42% |
False |
False |
43,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,837.3 |
2.618 |
9,561.4 |
1.618 |
9,392.4 |
1.000 |
9,288.0 |
0.618 |
9,223.4 |
HIGH |
9,119.0 |
0.618 |
9,054.4 |
0.500 |
9,034.5 |
0.382 |
9,014.6 |
LOW |
8,950.0 |
0.618 |
8,845.6 |
1.000 |
8,781.0 |
1.618 |
8,676.6 |
2.618 |
8,507.6 |
4.250 |
8,231.8 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
9,059.2 |
9,040.0 |
PP |
9,046.8 |
9,008.5 |
S1 |
9,034.5 |
8,977.0 |
|