Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,960.25 |
1,957.75 |
-2.50 |
-0.1% |
1,884.00 |
High |
1,965.75 |
1,980.75 |
15.00 |
0.8% |
1,960.50 |
Low |
1,944.50 |
1,956.75 |
12.25 |
0.6% |
1,872.25 |
Close |
1,957.00 |
1,980.00 |
23.00 |
1.2% |
1,959.75 |
Range |
21.25 |
24.00 |
2.75 |
12.9% |
88.25 |
ATR |
32.47 |
31.87 |
-0.61 |
-1.9% |
0.00 |
Volume |
1,452,059 |
1,571,000 |
118,941 |
8.2% |
9,530,951 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.50 |
2,036.25 |
1,993.25 |
|
R3 |
2,020.50 |
2,012.25 |
1,986.50 |
|
R2 |
1,996.50 |
1,996.50 |
1,984.50 |
|
R1 |
1,988.25 |
1,988.25 |
1,982.25 |
1,992.50 |
PP |
1,972.50 |
1,972.50 |
1,972.50 |
1,974.50 |
S1 |
1,964.25 |
1,964.25 |
1,977.75 |
1,968.50 |
S2 |
1,948.50 |
1,948.50 |
1,975.50 |
|
S3 |
1,924.50 |
1,940.25 |
1,973.50 |
|
S4 |
1,900.50 |
1,916.25 |
1,966.75 |
|
|
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 |
1,980.75 |
1,920.25 |
60.50 |
3.1% |
26.25 |
1.3% |
99% |
True |
False |
1,732,353 |
10 |
1,980.75 |
1,813.00 |
167.75 |
8.5% |
38.25 |
1.9% |
100% |
True |
False |
2,316,319 |
20 |
1,980.75 |
1,813.00 |
167.75 |
8.5% |
36.50 |
1.8% |
100% |
True |
False |
2,427,196 |
40 |
2,014.50 |
1,813.00 |
201.50 |
10.2% |
27.75 |
1.4% |
83% |
False |
False |
1,831,257 |
60 |
2,014.50 |
1,813.00 |
201.50 |
10.2% |
23.75 |
1.2% |
83% |
False |
False |
1,222,860 |
80 |
2,014.50 |
1,813.00 |
201.50 |
10.2% |
22.25 |
1.1% |
83% |
False |
False |
917,989 |
100 |
2,014.50 |
1,813.00 |
201.50 |
10.2% |
20.25 |
1.0% |
83% |
False |
False |
734,640 |
120 |
2,014.50 |
1,813.00 |
201.50 |
10.2% |
18.75 |
0.9% |
83% |
False |
False |
612,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,082.75 |
2.618 |
2,043.50 |
1.618 |
2,019.50 |
1.000 |
2,004.75 |
0.618 |
1,995.50 |
HIGH |
1,980.75 |
0.618 |
1,971.50 |
0.500 |
1,968.75 |
0.382 |
1,966.00 |
LOW |
1,956.75 |
0.618 |
1,942.00 |
1.000 |
1,932.75 |
1.618 |
1,918.00 |
2.618 |
1,894.00 |
4.250 |
1,854.75 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,976.25 |
1,972.00 |
PP |
1,972.50 |
1,964.25 |
S1 |
1,968.75 |
1,956.25 |
|