Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
15,135 |
15,405 |
270 |
1.8% |
14,905 |
High |
15,495 |
15,475 |
-20 |
-0.1% |
15,495 |
Low |
15,095 |
15,265 |
170 |
1.1% |
14,785 |
Close |
15,405 |
15,470 |
65 |
0.4% |
15,470 |
Range |
400 |
210 |
-190 |
-47.5% |
710 |
ATR |
336 |
327 |
-9 |
-2.7% |
0 |
Volume |
22,097 |
18,535 |
-3,562 |
-16.1% |
108,566 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,033 |
15,962 |
15,586 |
|
R3 |
15,823 |
15,752 |
15,528 |
|
R2 |
15,613 |
15,613 |
15,509 |
|
R1 |
15,542 |
15,542 |
15,489 |
15,578 |
PP |
15,403 |
15,403 |
15,403 |
15,421 |
S1 |
15,332 |
15,332 |
15,451 |
15,368 |
S2 |
15,193 |
15,193 |
15,432 |
|
S3 |
14,983 |
15,122 |
15,412 |
|
S4 |
14,773 |
14,912 |
15,355 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,380 |
17,135 |
15,861 |
|
R3 |
16,670 |
16,425 |
15,665 |
|
R2 |
15,960 |
15,960 |
15,600 |
|
R1 |
15,715 |
15,715 |
15,535 |
15,838 |
PP |
15,250 |
15,250 |
15,250 |
15,311 |
S1 |
15,005 |
15,005 |
15,405 |
15,128 |
S2 |
14,540 |
14,540 |
15,340 |
|
S3 |
13,830 |
14,295 |
15,275 |
|
S4 |
13,120 |
13,585 |
15,080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,495 |
14,785 |
710 |
4.6% |
323 |
2.1% |
96% |
False |
False |
21,713 |
10 |
15,495 |
14,400 |
1,095 |
7.1% |
372 |
2.4% |
98% |
False |
False |
25,834 |
20 |
16,425 |
14,400 |
2,025 |
13.1% |
370 |
2.4% |
53% |
False |
False |
23,402 |
40 |
16,455 |
14,400 |
2,055 |
13.3% |
286 |
1.9% |
52% |
False |
False |
17,894 |
60 |
16,455 |
14,400 |
2,055 |
13.3% |
231 |
1.5% |
52% |
False |
False |
11,939 |
80 |
16,455 |
14,400 |
2,055 |
13.3% |
183 |
1.2% |
52% |
False |
False |
8,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,368 |
2.618 |
16,025 |
1.618 |
15,815 |
1.000 |
15,685 |
0.618 |
15,605 |
HIGH |
15,475 |
0.618 |
15,395 |
0.500 |
15,370 |
0.382 |
15,345 |
LOW |
15,265 |
0.618 |
15,135 |
1.000 |
15,055 |
1.618 |
14,925 |
2.618 |
14,715 |
4.250 |
14,373 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
15,437 |
15,401 |
PP |
15,403 |
15,332 |
S1 |
15,370 |
15,263 |
|