Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,878.25 |
1,846.75 |
-31.50 |
-1.7% |
1,961.00 |
High |
1,883.25 |
1,869.75 |
-13.50 |
-0.7% |
1,971.00 |
Low |
1,813.00 |
1,815.25 |
2.25 |
0.1% |
1,893.25 |
Close |
1,846.75 |
1,850.50 |
3.75 |
0.2% |
1,894.25 |
Range |
70.25 |
54.50 |
-15.75 |
-22.4% |
77.75 |
ATR |
30.69 |
32.39 |
1.70 |
5.5% |
0.00 |
Volume |
4,661,757 |
3,368,379 |
-1,293,378 |
-27.7% |
12,588,495 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,008.75 |
1,984.00 |
1,880.50 |
|
R3 |
1,954.25 |
1,929.50 |
1,865.50 |
|
R2 |
1,899.75 |
1,899.75 |
1,860.50 |
|
R1 |
1,875.00 |
1,875.00 |
1,855.50 |
1,887.50 |
PP |
1,845.25 |
1,845.25 |
1,845.25 |
1,851.25 |
S1 |
1,820.50 |
1,820.50 |
1,845.50 |
1,833.00 |
S2 |
1,790.75 |
1,790.75 |
1,840.50 |
|
S3 |
1,736.25 |
1,766.00 |
1,835.50 |
|
S4 |
1,681.75 |
1,711.50 |
1,820.50 |
|
|
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 |
1,931.25 |
1,813.00 |
118.25 |
6.4% |
46.50 |
2.5% |
32% |
False |
False |
3,432,457 |
10 |
1,971.00 |
1,813.00 |
158.00 |
8.5% |
41.25 |
2.2% |
24% |
False |
False |
2,823,831 |
20 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
32.75 |
1.8% |
19% |
False |
False |
2,381,828 |
40 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
23.50 |
1.3% |
19% |
False |
False |
1,454,575 |
60 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
22.00 |
1.2% |
19% |
False |
False |
971,196 |
80 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
20.25 |
1.1% |
19% |
False |
False |
729,015 |
100 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
18.25 |
1.0% |
19% |
False |
False |
583,337 |
120 |
2,014.50 |
1,813.00 |
201.50 |
10.9% |
17.50 |
0.9% |
19% |
False |
False |
486,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,101.50 |
2.618 |
2,012.50 |
1.618 |
1,958.00 |
1.000 |
1,924.25 |
0.618 |
1,903.50 |
HIGH |
1,869.75 |
0.618 |
1,849.00 |
0.500 |
1,842.50 |
0.382 |
1,836.00 |
LOW |
1,815.25 |
0.618 |
1,781.50 |
1.000 |
1,760.75 |
1.618 |
1,727.00 |
2.618 |
1,672.50 |
4.250 |
1,583.50 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,847.75 |
1,853.00 |
PP |
1,845.25 |
1,852.00 |
S1 |
1,842.50 |
1,851.25 |
|