Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,938.25 |
1,924.50 |
-13.75 |
-0.7% |
1,892.00 |
High |
1,943.75 |
1,956.25 |
12.50 |
0.6% |
1,906.00 |
Low |
1,920.25 |
1,922.25 |
2.00 |
0.1% |
1,813.00 |
Close |
1,925.00 |
1,946.00 |
21.00 |
1.1% |
1,881.00 |
Range |
23.50 |
34.00 |
10.50 |
44.7% |
93.00 |
ATR |
33.67 |
33.69 |
0.02 |
0.1% |
0.00 |
Volume |
2,022,453 |
2,014,997 |
-7,456 |
-0.4% |
16,672,042 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.50 |
2,028.75 |
1,964.75 |
|
R3 |
2,009.50 |
1,994.75 |
1,955.25 |
|
R2 |
1,975.50 |
1,975.50 |
1,952.25 |
|
R1 |
1,960.75 |
1,960.75 |
1,949.00 |
1,968.00 |
PP |
1,941.50 |
1,941.50 |
1,941.50 |
1,945.25 |
S1 |
1,926.75 |
1,926.75 |
1,943.00 |
1,934.00 |
S2 |
1,907.50 |
1,907.50 |
1,939.75 |
|
S3 |
1,873.50 |
1,892.75 |
1,936.75 |
|
S4 |
1,839.50 |
1,858.75 |
1,927.25 |
|
|
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 |
1,956.25 |
1,851.00 |
105.25 |
5.4% |
36.75 |
1.9% |
90% |
True |
False |
2,101,748 |
10 |
1,956.25 |
1,813.00 |
143.25 |
7.4% |
41.75 |
2.1% |
93% |
True |
False |
2,767,103 |
20 |
1,979.25 |
1,813.00 |
166.25 |
8.5% |
36.00 |
1.8% |
80% |
False |
False |
2,468,947 |
40 |
2,014.50 |
1,813.00 |
201.50 |
10.4% |
27.00 |
1.4% |
66% |
False |
False |
1,716,638 |
60 |
2,014.50 |
1,813.00 |
201.50 |
10.4% |
24.00 |
1.2% |
66% |
False |
False |
1,146,128 |
80 |
2,014.50 |
1,813.00 |
201.50 |
10.4% |
21.50 |
1.1% |
66% |
False |
False |
860,243 |
100 |
2,014.50 |
1,813.00 |
201.50 |
10.4% |
19.75 |
1.0% |
66% |
False |
False |
688,404 |
120 |
2,014.50 |
1,813.00 |
201.50 |
10.4% |
18.50 |
1.0% |
66% |
False |
False |
573,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,100.75 |
2.618 |
2,045.25 |
1.618 |
2,011.25 |
1.000 |
1,990.25 |
0.618 |
1,977.25 |
HIGH |
1,956.25 |
0.618 |
1,943.25 |
0.500 |
1,939.25 |
0.382 |
1,935.25 |
LOW |
1,922.25 |
0.618 |
1,901.25 |
1.000 |
1,888.25 |
1.618 |
1,867.25 |
2.618 |
1,833.25 |
4.250 |
1,777.75 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,943.75 |
1,937.75 |
PP |
1,941.50 |
1,929.25 |
S1 |
1,939.25 |
1,921.00 |
|