Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,884.00 |
1,903.50 |
19.50 |
1.0% |
1,892.00 |
High |
1,904.50 |
1,939.50 |
35.00 |
1.8% |
1,906.00 |
Low |
1,872.25 |
1,885.75 |
13.50 |
0.7% |
1,813.00 |
Close |
1,900.00 |
1,938.00 |
38.00 |
2.0% |
1,881.00 |
Range |
32.25 |
53.75 |
21.50 |
66.7% |
93.00 |
ATR |
32.96 |
34.45 |
1.48 |
4.5% |
0.00 |
Volume |
1,653,127 |
2,239,114 |
585,987 |
35.4% |
16,672,042 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,082.25 |
2,064.00 |
1,967.50 |
|
R3 |
2,028.50 |
2,010.25 |
1,952.75 |
|
R2 |
1,974.75 |
1,974.75 |
1,947.75 |
|
R1 |
1,956.50 |
1,956.50 |
1,943.00 |
1,965.50 |
PP |
1,921.00 |
1,921.00 |
1,921.00 |
1,925.75 |
S1 |
1,902.75 |
1,902.75 |
1,933.00 |
1,912.00 |
S2 |
1,867.25 |
1,867.25 |
1,928.25 |
|
S3 |
1,813.50 |
1,849.00 |
1,923.25 |
|
S4 |
1,759.75 |
1,795.25 |
1,908.50 |
|
|
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 |
1,939.50 |
1,813.00 |
126.50 |
6.5% |
50.25 |
2.6% |
99% |
True |
False |
2,900,286 |
10 |
1,968.50 |
1,813.00 |
155.50 |
8.0% |
45.75 |
2.4% |
80% |
False |
False |
2,925,921 |
20 |
1,992.50 |
1,813.00 |
179.50 |
9.3% |
36.00 |
1.9% |
70% |
False |
False |
2,461,352 |
40 |
2,014.50 |
1,813.00 |
201.50 |
10.4% |
26.00 |
1.3% |
62% |
False |
False |
1,615,997 |
60 |
2,014.50 |
1,813.00 |
201.50 |
10.4% |
23.50 |
1.2% |
62% |
False |
False |
1,078,935 |
80 |
2,014.50 |
1,813.00 |
201.50 |
10.4% |
21.25 |
1.1% |
62% |
False |
False |
809,830 |
100 |
2,014.50 |
1,813.00 |
201.50 |
10.4% |
19.25 |
1.0% |
62% |
False |
False |
648,036 |
120 |
2,014.50 |
1,813.00 |
201.50 |
10.4% |
18.25 |
0.9% |
62% |
False |
False |
540,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,168.00 |
2.618 |
2,080.25 |
1.618 |
2,026.50 |
1.000 |
1,993.25 |
0.618 |
1,972.75 |
HIGH |
1,939.50 |
0.618 |
1,919.00 |
0.500 |
1,912.50 |
0.382 |
1,906.25 |
LOW |
1,885.75 |
0.618 |
1,852.50 |
1.000 |
1,832.00 |
1.618 |
1,798.75 |
2.618 |
1,745.00 |
4.250 |
1,657.25 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,929.50 |
1,923.75 |
PP |
1,921.00 |
1,909.50 |
S1 |
1,912.50 |
1,895.25 |
|