Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,976.00 |
1,971.75 |
-4.25 |
-0.2% |
1,884.00 |
High |
1,985.75 |
1,994.25 |
8.50 |
0.4% |
1,960.50 |
Low |
1,962.00 |
1,959.25 |
-2.75 |
-0.1% |
1,872.25 |
Close |
1,972.25 |
1,988.50 |
16.25 |
0.8% |
1,959.75 |
Range |
23.75 |
35.00 |
11.25 |
47.4% |
88.25 |
ATR |
31.29 |
31.55 |
0.27 |
0.8% |
0.00 |
Volume |
1,895,667 |
1,980,796 |
85,129 |
4.5% |
9,530,951 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,085.75 |
2,072.00 |
2,007.75 |
|
R3 |
2,050.75 |
2,037.00 |
1,998.00 |
|
R2 |
2,015.75 |
2,015.75 |
1,995.00 |
|
R1 |
2,002.00 |
2,002.00 |
1,991.75 |
2,009.00 |
PP |
1,980.75 |
1,980.75 |
1,980.75 |
1,984.00 |
S1 |
1,967.00 |
1,967.00 |
1,985.25 |
1,974.00 |
S2 |
1,945.75 |
1,945.75 |
1,982.00 |
|
S3 |
1,910.75 |
1,932.00 |
1,979.00 |
|
S4 |
1,875.75 |
1,897.00 |
1,969.25 |
|
|
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 |
1,994.25 |
1,931.75 |
62.50 |
3.1% |
26.50 |
1.3% |
91% |
True |
False |
1,700,156 |
10 |
1,994.25 |
1,851.00 |
143.25 |
7.2% |
31.75 |
1.6% |
96% |
True |
False |
1,900,952 |
20 |
1,994.25 |
1,813.00 |
181.25 |
9.1% |
36.50 |
1.8% |
97% |
True |
False |
2,362,392 |
40 |
2,014.50 |
1,813.00 |
201.50 |
10.1% |
28.50 |
1.4% |
87% |
False |
False |
1,926,343 |
60 |
2,014.50 |
1,813.00 |
201.50 |
10.1% |
24.00 |
1.2% |
87% |
False |
False |
1,287,349 |
80 |
2,014.50 |
1,813.00 |
201.50 |
10.1% |
22.50 |
1.1% |
87% |
False |
False |
966,384 |
100 |
2,014.50 |
1,813.00 |
201.50 |
10.1% |
20.50 |
1.0% |
87% |
False |
False |
773,391 |
120 |
2,014.50 |
1,813.00 |
201.50 |
10.1% |
19.00 |
1.0% |
87% |
False |
False |
644,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,143.00 |
2.618 |
2,086.00 |
1.618 |
2,051.00 |
1.000 |
2,029.25 |
0.618 |
2,016.00 |
HIGH |
1,994.25 |
0.618 |
1,981.00 |
0.500 |
1,976.75 |
0.382 |
1,972.50 |
LOW |
1,959.25 |
0.618 |
1,937.50 |
1.000 |
1,924.25 |
1.618 |
1,902.50 |
2.618 |
1,867.50 |
4.250 |
1,810.50 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,984.50 |
1,984.25 |
PP |
1,980.75 |
1,979.75 |
S1 |
1,976.75 |
1,975.50 |
|