Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,853.00 |
1,884.00 |
31.00 |
1.7% |
1,892.00 |
High |
1,891.75 |
1,904.50 |
12.75 |
0.7% |
1,906.00 |
Low |
1,851.00 |
1,872.25 |
21.25 |
1.1% |
1,813.00 |
Close |
1,881.00 |
1,900.00 |
19.00 |
1.0% |
1,881.00 |
Range |
40.75 |
32.25 |
-8.50 |
-20.9% |
93.00 |
ATR |
33.02 |
32.96 |
-0.05 |
-0.2% |
0.00 |
Volume |
2,579,053 |
1,653,127 |
-925,926 |
-35.9% |
16,672,042 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.00 |
1,976.75 |
1,917.75 |
|
R3 |
1,956.75 |
1,944.50 |
1,908.75 |
|
R2 |
1,924.50 |
1,924.50 |
1,906.00 |
|
R1 |
1,912.25 |
1,912.25 |
1,903.00 |
1,918.50 |
PP |
1,892.25 |
1,892.25 |
1,892.25 |
1,895.25 |
S1 |
1,880.00 |
1,880.00 |
1,897.00 |
1,886.00 |
S2 |
1,860.00 |
1,860.00 |
1,894.00 |
|
S3 |
1,827.75 |
1,847.75 |
1,891.25 |
|
S4 |
1,795.50 |
1,815.50 |
1,882.25 |
|
|
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 |
1,904.50 |
1,813.00 |
91.50 |
4.8% |
45.25 |
2.4% |
95% |
True |
False |
3,075,418 |
10 |
1,968.50 |
1,813.00 |
155.50 |
8.2% |
43.75 |
2.3% |
56% |
False |
False |
2,918,613 |
20 |
1,992.50 |
1,813.00 |
179.50 |
9.4% |
34.25 |
1.8% |
48% |
False |
False |
2,430,964 |
40 |
2,014.50 |
1,813.00 |
201.50 |
10.6% |
24.75 |
1.3% |
43% |
False |
False |
1,560,108 |
60 |
2,014.50 |
1,813.00 |
201.50 |
10.6% |
23.00 |
1.2% |
43% |
False |
False |
1,041,649 |
80 |
2,014.50 |
1,813.00 |
201.50 |
10.6% |
20.75 |
1.1% |
43% |
False |
False |
781,856 |
100 |
2,014.50 |
1,813.00 |
201.50 |
10.6% |
19.00 |
1.0% |
43% |
False |
False |
625,658 |
120 |
2,014.50 |
1,813.00 |
201.50 |
10.6% |
18.00 |
0.9% |
43% |
False |
False |
521,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,041.50 |
2.618 |
1,989.00 |
1.618 |
1,956.75 |
1.000 |
1,936.75 |
0.618 |
1,924.50 |
HIGH |
1,904.50 |
0.618 |
1,892.25 |
0.500 |
1,888.50 |
0.382 |
1,884.50 |
LOW |
1,872.25 |
0.618 |
1,852.25 |
1.000 |
1,840.00 |
1.618 |
1,820.00 |
2.618 |
1,787.75 |
4.250 |
1,735.25 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,896.00 |
1,886.50 |
PP |
1,892.25 |
1,873.25 |
S1 |
1,888.50 |
1,860.00 |
|