Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,924.50 |
1,946.00 |
21.50 |
1.1% |
1,884.00 |
High |
1,956.25 |
1,960.50 |
4.25 |
0.2% |
1,960.50 |
Low |
1,922.25 |
1,931.75 |
9.50 |
0.5% |
1,872.25 |
Close |
1,946.00 |
1,959.75 |
13.75 |
0.7% |
1,959.75 |
Range |
34.00 |
28.75 |
-5.25 |
-15.4% |
88.25 |
ATR |
33.69 |
33.34 |
-0.35 |
-1.0% |
0.00 |
Volume |
2,014,997 |
1,601,260 |
-413,737 |
-20.5% |
9,530,951 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.00 |
2,027.00 |
1,975.50 |
|
R3 |
2,008.25 |
1,998.25 |
1,967.75 |
|
R2 |
1,979.50 |
1,979.50 |
1,965.00 |
|
R1 |
1,969.50 |
1,969.50 |
1,962.50 |
1,974.50 |
PP |
1,950.75 |
1,950.75 |
1,950.75 |
1,953.00 |
S1 |
1,940.75 |
1,940.75 |
1,957.00 |
1,945.75 |
S2 |
1,922.00 |
1,922.00 |
1,954.50 |
|
S3 |
1,893.25 |
1,912.00 |
1,951.75 |
|
S4 |
1,864.50 |
1,883.25 |
1,944.00 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,195.50 |
2,166.00 |
2,008.25 |
|
R3 |
2,107.25 |
2,077.75 |
1,984.00 |
|
R2 |
2,019.00 |
2,019.00 |
1,976.00 |
|
R1 |
1,989.50 |
1,989.50 |
1,967.75 |
2,004.25 |
PP |
1,930.75 |
1,930.75 |
1,930.75 |
1,938.25 |
S1 |
1,901.25 |
1,901.25 |
1,951.75 |
1,916.00 |
S2 |
1,842.50 |
1,842.50 |
1,943.50 |
|
S3 |
1,754.25 |
1,813.00 |
1,935.50 |
|
S4 |
1,666.00 |
1,724.75 |
1,911.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,960.50 |
1,872.25 |
88.25 |
4.5% |
34.50 |
1.8% |
99% |
True |
False |
1,906,190 |
10 |
1,960.50 |
1,813.00 |
147.50 |
7.5% |
40.75 |
2.1% |
99% |
True |
False |
2,620,299 |
20 |
1,978.25 |
1,813.00 |
165.25 |
8.4% |
36.25 |
1.9% |
89% |
False |
False |
2,464,963 |
40 |
2,014.50 |
1,813.00 |
201.50 |
10.3% |
27.25 |
1.4% |
73% |
False |
False |
1,756,344 |
60 |
2,014.50 |
1,813.00 |
201.50 |
10.3% |
23.75 |
1.2% |
73% |
False |
False |
1,172,744 |
80 |
2,014.50 |
1,813.00 |
201.50 |
10.3% |
22.00 |
1.1% |
73% |
False |
False |
880,241 |
100 |
2,014.50 |
1,813.00 |
201.50 |
10.3% |
20.00 |
1.0% |
73% |
False |
False |
704,416 |
120 |
2,014.50 |
1,813.00 |
201.50 |
10.3% |
18.75 |
1.0% |
73% |
False |
False |
587,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,082.75 |
2.618 |
2,035.75 |
1.618 |
2,007.00 |
1.000 |
1,989.25 |
0.618 |
1,978.25 |
HIGH |
1,960.50 |
0.618 |
1,949.50 |
0.500 |
1,946.00 |
0.382 |
1,942.75 |
LOW |
1,931.75 |
0.618 |
1,914.00 |
1.000 |
1,903.00 |
1.618 |
1,885.25 |
2.618 |
1,856.50 |
4.250 |
1,809.50 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,955.25 |
1,953.25 |
PP |
1,950.75 |
1,946.75 |
S1 |
1,946.00 |
1,940.50 |
|