Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
15,405 |
15,475 |
70 |
0.5% |
14,905 |
High |
15,475 |
15,475 |
0 |
0.0% |
15,495 |
Low |
15,265 |
15,285 |
20 |
0.1% |
14,785 |
Close |
15,470 |
15,350 |
-120 |
-0.8% |
15,470 |
Range |
210 |
190 |
-20 |
-9.5% |
710 |
ATR |
327 |
318 |
-10 |
-3.0% |
0 |
Volume |
18,535 |
16,191 |
-2,344 |
-12.6% |
108,566 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,940 |
15,835 |
15,455 |
|
R3 |
15,750 |
15,645 |
15,402 |
|
R2 |
15,560 |
15,560 |
15,385 |
|
R1 |
15,455 |
15,455 |
15,368 |
15,413 |
PP |
15,370 |
15,370 |
15,370 |
15,349 |
S1 |
15,265 |
15,265 |
15,333 |
15,223 |
S2 |
15,180 |
15,180 |
15,315 |
|
S3 |
14,990 |
15,075 |
15,298 |
|
S4 |
14,800 |
14,885 |
15,246 |
|
|
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% |
304 |
2.0% |
80% |
False |
False |
20,350 |
10 |
15,495 |
14,400 |
1,095 |
7.1% |
355 |
2.3% |
87% |
False |
False |
26,087 |
20 |
16,315 |
14,400 |
1,915 |
12.5% |
368 |
2.4% |
50% |
False |
False |
23,535 |
40 |
16,455 |
14,400 |
2,055 |
13.4% |
289 |
1.9% |
46% |
False |
False |
18,295 |
60 |
16,455 |
14,400 |
2,055 |
13.4% |
232 |
1.5% |
46% |
False |
False |
12,209 |
80 |
16,455 |
14,400 |
2,055 |
13.4% |
186 |
1.2% |
46% |
False |
False |
9,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,283 |
2.618 |
15,973 |
1.618 |
15,783 |
1.000 |
15,665 |
0.618 |
15,593 |
HIGH |
15,475 |
0.618 |
15,403 |
0.500 |
15,380 |
0.382 |
15,358 |
LOW |
15,285 |
0.618 |
15,168 |
1.000 |
15,095 |
1.618 |
14,978 |
2.618 |
14,788 |
4.250 |
14,478 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
15,380 |
15,332 |
PP |
15,370 |
15,313 |
S1 |
15,360 |
15,295 |
|