Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
15,085 |
14,865 |
-220 |
-1.5% |
15,950 |
High |
15,195 |
15,140 |
-55 |
-0.4% |
16,005 |
Low |
14,835 |
14,825 |
-10 |
-0.1% |
15,040 |
Close |
14,865 |
14,960 |
95 |
0.6% |
15,090 |
Range |
360 |
315 |
-45 |
-12.5% |
965 |
ATR |
295 |
296 |
1 |
0.5% |
0 |
Volume |
13,653 |
24,666 |
11,013 |
80.7% |
106,720 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,920 |
15,755 |
15,133 |
|
R3 |
15,605 |
15,440 |
15,047 |
|
R2 |
15,290 |
15,290 |
15,018 |
|
R1 |
15,125 |
15,125 |
14,989 |
15,208 |
PP |
14,975 |
14,975 |
14,975 |
15,016 |
S1 |
14,810 |
14,810 |
14,931 |
14,893 |
S2 |
14,660 |
14,660 |
14,902 |
|
S3 |
14,345 |
14,495 |
14,874 |
|
S4 |
14,030 |
14,180 |
14,787 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,273 |
17,647 |
15,621 |
|
R3 |
17,308 |
16,682 |
15,356 |
|
R2 |
16,343 |
16,343 |
15,267 |
|
R1 |
15,717 |
15,717 |
15,179 |
15,548 |
PP |
15,378 |
15,378 |
15,378 |
15,294 |
S1 |
14,752 |
14,752 |
15,002 |
14,583 |
S2 |
14,413 |
14,413 |
14,913 |
|
S3 |
13,448 |
13,787 |
14,825 |
|
S4 |
12,483 |
12,822 |
14,559 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,765 |
14,825 |
940 |
6.3% |
377 |
2.5% |
14% |
False |
True |
22,177 |
10 |
16,275 |
14,825 |
1,450 |
9.7% |
392 |
2.6% |
9% |
False |
True |
22,150 |
20 |
16,455 |
14,825 |
1,630 |
10.9% |
312 |
2.1% |
8% |
False |
True |
17,578 |
40 |
16,455 |
14,825 |
1,630 |
10.9% |
230 |
1.5% |
8% |
False |
True |
12,403 |
60 |
16,455 |
14,725 |
1,730 |
11.6% |
189 |
1.3% |
14% |
False |
False |
8,273 |
80 |
16,455 |
14,725 |
1,730 |
11.6% |
148 |
1.0% |
14% |
False |
False |
6,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,479 |
2.618 |
15,965 |
1.618 |
15,650 |
1.000 |
15,455 |
0.618 |
15,335 |
HIGH |
15,140 |
0.618 |
15,020 |
0.500 |
14,983 |
0.382 |
14,945 |
LOW |
14,825 |
0.618 |
14,630 |
1.000 |
14,510 |
1.618 |
14,315 |
2.618 |
14,000 |
4.250 |
13,486 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
14,983 |
15,125 |
PP |
14,975 |
15,070 |
S1 |
14,968 |
15,015 |
|