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 |
15,370 |
15,440 |
70 |
0.5% |
14,905 |
High |
15,475 |
15,720 |
245 |
1.6% |
15,495 |
Low |
15,295 |
15,425 |
130 |
0.8% |
14,785 |
Close |
15,465 |
15,695 |
230 |
1.5% |
15,470 |
Range |
180 |
295 |
115 |
63.9% |
710 |
ATR |
308 |
307 |
-1 |
-0.3% |
0 |
Volume |
10,317 |
15,277 |
4,960 |
48.1% |
108,566 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,498 |
16,392 |
15,857 |
|
R3 |
16,203 |
16,097 |
15,776 |
|
R2 |
15,908 |
15,908 |
15,749 |
|
R1 |
15,802 |
15,802 |
15,722 |
15,855 |
PP |
15,613 |
15,613 |
15,613 |
15,640 |
S1 |
15,507 |
15,507 |
15,668 |
15,560 |
S2 |
15,318 |
15,318 |
15,641 |
|
S3 |
15,023 |
15,212 |
15,614 |
|
S4 |
14,728 |
14,917 |
15,533 |
|
|
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 |
15,720 |
15,095 |
625 |
4.0% |
255 |
1.6% |
96% |
True |
False |
16,483 |
10 |
15,720 |
14,400 |
1,320 |
8.4% |
310 |
2.0% |
98% |
True |
False |
22,064 |
20 |
16,005 |
14,400 |
1,605 |
10.2% |
361 |
2.3% |
81% |
False |
False |
23,171 |
40 |
16,455 |
14,400 |
2,055 |
13.1% |
288 |
1.8% |
63% |
False |
False |
18,843 |
60 |
16,455 |
14,400 |
2,055 |
13.1% |
237 |
1.5% |
63% |
False |
False |
12,635 |
80 |
16,455 |
14,400 |
2,055 |
13.1% |
192 |
1.2% |
63% |
False |
False |
9,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,974 |
2.618 |
16,492 |
1.618 |
16,197 |
1.000 |
16,015 |
0.618 |
15,902 |
HIGH |
15,720 |
0.618 |
15,607 |
0.500 |
15,573 |
0.382 |
15,538 |
LOW |
15,425 |
0.618 |
15,243 |
1.000 |
15,130 |
1.618 |
14,948 |
2.618 |
14,653 |
4.250 |
14,171 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
15,654 |
15,631 |
PP |
15,613 |
15,567 |
S1 |
15,573 |
15,503 |
|