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 |
1,892.00 |
1,866.25 |
-25.75 |
-1.4% |
1,961.00 |
High |
1,906.00 |
1,892.75 |
-13.25 |
-0.7% |
1,971.00 |
Low |
1,864.25 |
1,864.75 |
0.50 |
0.0% |
1,893.25 |
Close |
1,865.50 |
1,874.75 |
9.25 |
0.5% |
1,894.25 |
Range |
41.75 |
28.00 |
-13.75 |
-32.9% |
77.75 |
ATR |
27.61 |
27.64 |
0.03 |
0.1% |
0.00 |
Volume |
2,948,075 |
3,114,778 |
166,703 |
5.7% |
12,588,495 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.50 |
1,946.00 |
1,890.25 |
|
R3 |
1,933.50 |
1,918.00 |
1,882.50 |
|
R2 |
1,905.50 |
1,905.50 |
1,880.00 |
|
R1 |
1,890.00 |
1,890.00 |
1,877.25 |
1,897.75 |
PP |
1,877.50 |
1,877.50 |
1,877.50 |
1,881.25 |
S1 |
1,862.00 |
1,862.00 |
1,872.25 |
1,869.75 |
S2 |
1,849.50 |
1,849.50 |
1,869.50 |
|
S3 |
1,821.50 |
1,834.00 |
1,867.00 |
|
S4 |
1,793.50 |
1,806.00 |
1,859.25 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,152.75 |
2,101.25 |
1,937.00 |
|
R3 |
2,075.00 |
2,023.50 |
1,915.75 |
|
R2 |
1,997.25 |
1,997.25 |
1,908.50 |
|
R1 |
1,945.75 |
1,945.75 |
1,901.50 |
1,932.50 |
PP |
1,919.50 |
1,919.50 |
1,919.50 |
1,913.00 |
S1 |
1,868.00 |
1,868.00 |
1,887.00 |
1,855.00 |
S2 |
1,841.75 |
1,841.75 |
1,880.00 |
|
S3 |
1,764.00 |
1,790.25 |
1,872.75 |
|
S4 |
1,686.25 |
1,712.50 |
1,851.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,968.50 |
1,864.25 |
104.25 |
5.6% |
41.50 |
2.2% |
10% |
False |
False |
2,951,557 |
10 |
1,971.00 |
1,864.25 |
106.75 |
5.7% |
35.00 |
1.9% |
10% |
False |
False |
2,538,072 |
20 |
2,014.50 |
1,864.25 |
150.25 |
8.0% |
28.00 |
1.5% |
7% |
False |
False |
2,152,455 |
40 |
2,014.50 |
1,864.25 |
150.25 |
8.0% |
21.00 |
1.1% |
7% |
False |
False |
1,253,995 |
60 |
2,014.50 |
1,864.25 |
150.25 |
8.0% |
20.25 |
1.1% |
7% |
False |
False |
837,448 |
80 |
2,014.50 |
1,864.25 |
150.25 |
8.0% |
19.00 |
1.0% |
7% |
False |
False |
628,650 |
100 |
2,014.50 |
1,864.25 |
150.25 |
8.0% |
17.25 |
0.9% |
7% |
False |
False |
503,038 |
120 |
2,014.50 |
1,831.50 |
183.00 |
9.8% |
16.75 |
0.9% |
24% |
False |
False |
419,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,011.75 |
2.618 |
1,966.00 |
1.618 |
1,938.00 |
1.000 |
1,920.75 |
0.618 |
1,910.00 |
HIGH |
1,892.75 |
0.618 |
1,882.00 |
0.500 |
1,878.75 |
0.382 |
1,875.50 |
LOW |
1,864.75 |
0.618 |
1,847.50 |
1.000 |
1,836.75 |
1.618 |
1,819.50 |
2.618 |
1,791.50 |
4.250 |
1,745.75 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,878.75 |
1,897.75 |
PP |
1,877.50 |
1,890.00 |
S1 |
1,876.00 |
1,882.50 |
|