Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
14,710 |
14,740 |
30 |
0.2% |
15,085 |
High |
14,840 |
14,920 |
80 |
0.5% |
15,195 |
Low |
14,400 |
14,545 |
145 |
1.0% |
14,400 |
Close |
14,710 |
14,905 |
195 |
1.3% |
14,905 |
Range |
440 |
375 |
-65 |
-14.8% |
795 |
ATR |
327 |
331 |
3 |
1.0% |
0 |
Volume |
40,315 |
29,983 |
-10,332 |
-25.6% |
149,775 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,915 |
15,785 |
15,111 |
|
R3 |
15,540 |
15,410 |
15,008 |
|
R2 |
15,165 |
15,165 |
14,974 |
|
R1 |
15,035 |
15,035 |
14,940 |
15,100 |
PP |
14,790 |
14,790 |
14,790 |
14,823 |
S1 |
14,660 |
14,660 |
14,871 |
14,725 |
S2 |
14,415 |
14,415 |
14,836 |
|
S3 |
14,040 |
14,285 |
14,802 |
|
S4 |
13,665 |
13,910 |
14,699 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,218 |
16,857 |
15,342 |
|
R3 |
16,423 |
16,062 |
15,124 |
|
R2 |
15,628 |
15,628 |
15,051 |
|
R1 |
15,267 |
15,267 |
14,978 |
15,050 |
PP |
14,833 |
14,833 |
14,833 |
14,725 |
S1 |
14,472 |
14,472 |
14,832 |
14,255 |
S2 |
14,038 |
14,038 |
14,759 |
|
S3 |
13,243 |
13,677 |
14,687 |
|
S4 |
12,448 |
12,882 |
14,468 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,195 |
14,400 |
795 |
5.3% |
420 |
2.8% |
64% |
False |
False |
29,955 |
10 |
16,005 |
14,400 |
1,605 |
10.8% |
398 |
2.7% |
31% |
False |
False |
25,649 |
20 |
16,455 |
14,400 |
2,055 |
13.8% |
351 |
2.4% |
25% |
False |
False |
21,207 |
40 |
16,455 |
14,400 |
2,055 |
13.8% |
258 |
1.7% |
25% |
False |
False |
15,187 |
60 |
16,455 |
14,400 |
2,055 |
13.8% |
212 |
1.4% |
25% |
False |
False |
10,130 |
80 |
16,455 |
14,400 |
2,055 |
13.8% |
165 |
1.1% |
25% |
False |
False |
7,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,514 |
2.618 |
15,902 |
1.618 |
15,527 |
1.000 |
15,295 |
0.618 |
15,152 |
HIGH |
14,920 |
0.618 |
14,777 |
0.500 |
14,733 |
0.382 |
14,688 |
LOW |
14,545 |
0.618 |
14,313 |
1.000 |
14,170 |
1.618 |
13,938 |
2.618 |
13,563 |
4.250 |
12,951 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
14,848 |
14,857 |
PP |
14,790 |
14,808 |
S1 |
14,733 |
14,760 |
|