Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
8,953.0 |
9,097.5 |
144.5 |
1.6% |
8,870.0 |
High |
9,119.0 |
9,160.0 |
41.0 |
0.4% |
9,074.0 |
Low |
8,950.0 |
9,029.0 |
79.0 |
0.9% |
8,641.5 |
Close |
9,071.5 |
9,074.5 |
3.0 |
0.0% |
8,994.0 |
Range |
169.0 |
131.0 |
-38.0 |
-22.5% |
432.5 |
ATR |
202.0 |
196.9 |
-5.1 |
-2.5% |
0.0 |
Volume |
102,486 |
159,489 |
57,003 |
55.6% |
646,139 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,480.8 |
9,408.7 |
9,146.6 |
|
R3 |
9,349.8 |
9,277.7 |
9,110.5 |
|
R2 |
9,218.8 |
9,218.8 |
9,098.5 |
|
R1 |
9,146.7 |
9,146.7 |
9,086.5 |
9,117.3 |
PP |
9,087.8 |
9,087.8 |
9,087.8 |
9,073.1 |
S1 |
9,015.7 |
9,015.7 |
9,062.5 |
8,986.3 |
S2 |
8,956.8 |
8,956.8 |
9,050.5 |
|
S3 |
8,825.8 |
8,884.7 |
9,038.5 |
|
S4 |
8,694.8 |
8,753.7 |
9,002.5 |
|
|
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 |
9,160.0 |
8,817.0 |
343.0 |
3.8% |
181.7 |
2.0% |
75% |
True |
False |
123,015 |
10 |
9,160.0 |
8,350.0 |
810.0 |
8.9% |
214.8 |
2.4% |
89% |
True |
False |
133,606 |
20 |
9,523.5 |
8,350.0 |
1,173.5 |
12.9% |
215.9 |
2.4% |
62% |
False |
False |
153,777 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
17.0% |
168.2 |
1.9% |
47% |
False |
False |
111,073 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
17.0% |
154.0 |
1.7% |
47% |
False |
False |
74,341 |
80 |
9,935.0 |
8,350.0 |
1,585.0 |
17.5% |
148.7 |
1.6% |
46% |
False |
False |
55,827 |
100 |
10,057.5 |
8,350.0 |
1,707.5 |
18.8% |
133.3 |
1.5% |
42% |
False |
False |
44,692 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.8% |
120.4 |
1.3% |
42% |
False |
False |
37,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,716.8 |
2.618 |
9,503.0 |
1.618 |
9,372.0 |
1.000 |
9,291.0 |
0.618 |
9,241.0 |
HIGH |
9,160.0 |
0.618 |
9,110.0 |
0.500 |
9,094.5 |
0.382 |
9,079.0 |
LOW |
9,029.0 |
0.618 |
8,948.0 |
1.000 |
8,898.0 |
1.618 |
8,817.0 |
2.618 |
8,686.0 |
4.250 |
8,472.3 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
9,094.5 |
9,048.8 |
PP |
9,087.8 |
9,023.2 |
S1 |
9,081.2 |
8,997.5 |
|