Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,866.25 |
1,878.25 |
12.00 |
0.6% |
1,961.00 |
High |
1,892.75 |
1,883.25 |
-9.50 |
-0.5% |
1,971.00 |
Low |
1,864.75 |
1,813.00 |
-51.75 |
-2.8% |
1,893.25 |
Close |
1,874.75 |
1,846.75 |
-28.00 |
-1.5% |
1,894.25 |
Range |
28.00 |
70.25 |
42.25 |
150.9% |
77.75 |
ATR |
27.64 |
30.69 |
3.04 |
11.0% |
0.00 |
Volume |
3,114,778 |
4,661,757 |
1,546,979 |
49.7% |
12,588,495 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.50 |
2,022.75 |
1,885.50 |
|
R3 |
1,988.25 |
1,952.50 |
1,866.00 |
|
R2 |
1,918.00 |
1,918.00 |
1,859.75 |
|
R1 |
1,882.25 |
1,882.25 |
1,853.25 |
1,865.00 |
PP |
1,847.75 |
1,847.75 |
1,847.75 |
1,839.00 |
S1 |
1,812.00 |
1,812.00 |
1,840.25 |
1,794.75 |
S2 |
1,777.50 |
1,777.50 |
1,833.75 |
|
S3 |
1,707.25 |
1,741.75 |
1,827.50 |
|
S4 |
1,637.00 |
1,671.50 |
1,808.00 |
|
|
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 |
1,813.00 |
155.50 |
8.4% |
46.25 |
2.5% |
22% |
False |
True |
3,379,534 |
10 |
1,971.00 |
1,813.00 |
158.00 |
8.6% |
38.50 |
2.1% |
21% |
False |
True |
2,759,151 |
20 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
30.50 |
1.7% |
17% |
False |
True |
2,283,557 |
40 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
22.50 |
1.2% |
17% |
False |
True |
1,370,421 |
60 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
21.25 |
1.2% |
17% |
False |
True |
915,091 |
80 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
19.75 |
1.1% |
17% |
False |
True |
686,917 |
100 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
18.00 |
1.0% |
17% |
False |
True |
549,654 |
120 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
17.25 |
0.9% |
17% |
False |
True |
458,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,181.75 |
2.618 |
2,067.25 |
1.618 |
1,997.00 |
1.000 |
1,953.50 |
0.618 |
1,926.75 |
HIGH |
1,883.25 |
0.618 |
1,856.50 |
0.500 |
1,848.00 |
0.382 |
1,839.75 |
LOW |
1,813.00 |
0.618 |
1,769.50 |
1.000 |
1,742.75 |
1.618 |
1,699.25 |
2.618 |
1,629.00 |
4.250 |
1,514.50 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,848.00 |
1,859.50 |
PP |
1,847.75 |
1,855.25 |
S1 |
1,847.25 |
1,851.00 |
|