Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,946.00 |
1,960.25 |
14.25 |
0.7% |
1,884.00 |
High |
1,960.50 |
1,965.75 |
5.25 |
0.3% |
1,960.50 |
Low |
1,931.75 |
1,944.50 |
12.75 |
0.7% |
1,872.25 |
Close |
1,959.75 |
1,957.00 |
-2.75 |
-0.1% |
1,959.75 |
Range |
28.75 |
21.25 |
-7.50 |
-26.1% |
88.25 |
ATR |
33.34 |
32.47 |
-0.86 |
-2.6% |
0.00 |
Volume |
1,601,260 |
1,452,059 |
-149,201 |
-9.3% |
9,530,951 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,019.50 |
2,009.50 |
1,968.75 |
|
R3 |
1,998.25 |
1,988.25 |
1,962.75 |
|
R2 |
1,977.00 |
1,977.00 |
1,961.00 |
|
R1 |
1,967.00 |
1,967.00 |
1,959.00 |
1,961.50 |
PP |
1,955.75 |
1,955.75 |
1,955.75 |
1,953.00 |
S1 |
1,945.75 |
1,945.75 |
1,955.00 |
1,940.00 |
S2 |
1,934.50 |
1,934.50 |
1,953.00 |
|
S3 |
1,913.25 |
1,924.50 |
1,951.25 |
|
S4 |
1,892.00 |
1,903.25 |
1,945.25 |
|
|
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 |
1,965.75 |
1,885.75 |
80.00 |
4.1% |
32.25 |
1.6% |
89% |
True |
False |
1,865,976 |
10 |
1,965.75 |
1,813.00 |
152.75 |
7.8% |
38.75 |
2.0% |
94% |
True |
False |
2,470,697 |
20 |
1,978.25 |
1,813.00 |
165.25 |
8.4% |
36.25 |
1.9% |
87% |
False |
False |
2,448,227 |
40 |
2,014.50 |
1,813.00 |
201.50 |
10.3% |
27.50 |
1.4% |
71% |
False |
False |
1,792,541 |
60 |
2,014.50 |
1,813.00 |
201.50 |
10.3% |
23.75 |
1.2% |
71% |
False |
False |
1,196,817 |
80 |
2,014.50 |
1,813.00 |
201.50 |
10.3% |
22.00 |
1.1% |
71% |
False |
False |
898,373 |
100 |
2,014.50 |
1,813.00 |
201.50 |
10.3% |
20.00 |
1.0% |
71% |
False |
False |
718,936 |
120 |
2,014.50 |
1,813.00 |
201.50 |
10.3% |
18.75 |
1.0% |
71% |
False |
False |
599,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,056.00 |
2.618 |
2,021.50 |
1.618 |
2,000.25 |
1.000 |
1,987.00 |
0.618 |
1,979.00 |
HIGH |
1,965.75 |
0.618 |
1,957.75 |
0.500 |
1,955.00 |
0.382 |
1,952.50 |
LOW |
1,944.50 |
0.618 |
1,931.25 |
1.000 |
1,923.25 |
1.618 |
1,910.00 |
2.618 |
1,888.75 |
4.250 |
1,854.25 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,956.50 |
1,952.75 |
PP |
1,955.75 |
1,948.25 |
S1 |
1,955.00 |
1,944.00 |
|