Trading Metrics calculated at close of trading on 22-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,903.50 |
1,938.25 |
34.75 |
1.8% |
1,892.00 |
High |
1,939.50 |
1,943.75 |
4.25 |
0.2% |
1,906.00 |
Low |
1,885.75 |
1,920.25 |
34.50 |
1.8% |
1,813.00 |
Close |
1,938.00 |
1,925.00 |
-13.00 |
-0.7% |
1,881.00 |
Range |
53.75 |
23.50 |
-30.25 |
-56.3% |
93.00 |
ATR |
34.45 |
33.67 |
-0.78 |
-2.3% |
0.00 |
Volume |
2,239,114 |
2,022,453 |
-216,661 |
-9.7% |
16,672,042 |
|
Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.25 |
1,986.00 |
1,938.00 |
|
R3 |
1,976.75 |
1,962.50 |
1,931.50 |
|
R2 |
1,953.25 |
1,953.25 |
1,929.25 |
|
R1 |
1,939.00 |
1,939.00 |
1,927.25 |
1,934.50 |
PP |
1,929.75 |
1,929.75 |
1,929.75 |
1,927.25 |
S1 |
1,915.50 |
1,915.50 |
1,922.75 |
1,911.00 |
S2 |
1,906.25 |
1,906.25 |
1,920.75 |
|
S3 |
1,882.75 |
1,892.00 |
1,918.50 |
|
S4 |
1,859.25 |
1,868.50 |
1,912.00 |
|
|
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 |
1,943.75 |
1,815.25 |
128.50 |
6.7% |
41.00 |
2.1% |
85% |
True |
False |
2,372,425 |
10 |
1,968.50 |
1,813.00 |
155.50 |
8.1% |
43.50 |
2.3% |
72% |
False |
False |
2,875,979 |
20 |
1,991.50 |
1,813.00 |
178.50 |
9.3% |
36.00 |
1.9% |
63% |
False |
False |
2,484,141 |
40 |
2,014.50 |
1,813.00 |
201.50 |
10.5% |
26.25 |
1.4% |
56% |
False |
False |
1,666,363 |
60 |
2,014.50 |
1,813.00 |
201.50 |
10.5% |
23.75 |
1.2% |
56% |
False |
False |
1,112,583 |
80 |
2,014.50 |
1,813.00 |
201.50 |
10.5% |
21.50 |
1.1% |
56% |
False |
False |
835,069 |
100 |
2,014.50 |
1,813.00 |
201.50 |
10.5% |
19.50 |
1.0% |
56% |
False |
False |
668,260 |
120 |
2,014.50 |
1,813.00 |
201.50 |
10.5% |
18.50 |
1.0% |
56% |
False |
False |
556,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,043.50 |
2.618 |
2,005.25 |
1.618 |
1,981.75 |
1.000 |
1,967.25 |
0.618 |
1,958.25 |
HIGH |
1,943.75 |
0.618 |
1,934.75 |
0.500 |
1,932.00 |
0.382 |
1,929.25 |
LOW |
1,920.25 |
0.618 |
1,905.75 |
1.000 |
1,896.75 |
1.618 |
1,882.25 |
2.618 |
1,858.75 |
4.250 |
1,820.50 |
|
|
Fisher Pivots for day following 22-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,932.00 |
1,919.25 |
PP |
1,929.75 |
1,913.75 |
S1 |
1,927.25 |
1,908.00 |
|