Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,846.75 |
1,853.00 |
6.25 |
0.3% |
1,892.00 |
High |
1,869.75 |
1,891.75 |
22.00 |
1.2% |
1,906.00 |
Low |
1,815.25 |
1,851.00 |
35.75 |
2.0% |
1,813.00 |
Close |
1,850.50 |
1,881.00 |
30.50 |
1.6% |
1,881.00 |
Range |
54.50 |
40.75 |
-13.75 |
-25.2% |
93.00 |
ATR |
32.39 |
33.02 |
0.63 |
2.0% |
0.00 |
Volume |
3,368,379 |
2,579,053 |
-789,326 |
-23.4% |
16,672,042 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.75 |
1,979.75 |
1,903.50 |
|
R3 |
1,956.00 |
1,939.00 |
1,892.25 |
|
R2 |
1,915.25 |
1,915.25 |
1,888.50 |
|
R1 |
1,898.25 |
1,898.25 |
1,884.75 |
1,906.75 |
PP |
1,874.50 |
1,874.50 |
1,874.50 |
1,879.00 |
S1 |
1,857.50 |
1,857.50 |
1,877.25 |
1,866.00 |
S2 |
1,833.75 |
1,833.75 |
1,873.50 |
|
S3 |
1,793.00 |
1,816.75 |
1,869.75 |
|
S4 |
1,752.25 |
1,776.00 |
1,858.50 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,145.75 |
2,106.25 |
1,932.25 |
|
R3 |
2,052.75 |
2,013.25 |
1,906.50 |
|
R2 |
1,959.75 |
1,959.75 |
1,898.00 |
|
R1 |
1,920.25 |
1,920.25 |
1,889.50 |
1,893.50 |
PP |
1,866.75 |
1,866.75 |
1,866.75 |
1,853.25 |
S1 |
1,827.25 |
1,827.25 |
1,872.50 |
1,800.50 |
S2 |
1,773.75 |
1,773.75 |
1,864.00 |
|
S3 |
1,680.75 |
1,734.25 |
1,855.50 |
|
S4 |
1,587.75 |
1,641.25 |
1,829.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,906.00 |
1,813.00 |
93.00 |
4.9% |
47.00 |
2.5% |
73% |
False |
False |
3,334,408 |
10 |
1,971.00 |
1,813.00 |
158.00 |
8.4% |
42.50 |
2.3% |
43% |
False |
False |
2,926,053 |
20 |
2,006.50 |
1,813.00 |
193.50 |
10.3% |
34.00 |
1.8% |
35% |
False |
False |
2,427,258 |
40 |
2,014.50 |
1,813.00 |
201.50 |
10.7% |
24.25 |
1.3% |
34% |
False |
False |
1,518,848 |
60 |
2,014.50 |
1,813.00 |
201.50 |
10.7% |
22.50 |
1.2% |
34% |
False |
False |
1,014,143 |
80 |
2,014.50 |
1,813.00 |
201.50 |
10.7% |
20.50 |
1.1% |
34% |
False |
False |
761,213 |
100 |
2,014.50 |
1,813.00 |
201.50 |
10.7% |
18.75 |
1.0% |
34% |
False |
False |
609,127 |
120 |
2,014.50 |
1,813.00 |
201.50 |
10.7% |
17.75 |
0.9% |
34% |
False |
False |
507,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,065.00 |
2.618 |
1,998.50 |
1.618 |
1,957.75 |
1.000 |
1,932.50 |
0.618 |
1,917.00 |
HIGH |
1,891.75 |
0.618 |
1,876.25 |
0.500 |
1,871.50 |
0.382 |
1,866.50 |
LOW |
1,851.00 |
0.618 |
1,825.75 |
1.000 |
1,810.25 |
1.618 |
1,785.00 |
2.618 |
1,744.25 |
4.250 |
1,677.75 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,877.75 |
1,871.50 |
PP |
1,874.50 |
1,862.00 |
S1 |
1,871.50 |
1,852.50 |
|