Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,227 |
16,287 |
60 |
0.4% |
16,923 |
High |
16,385 |
16,329 |
-56 |
-0.3% |
17,020 |
Low |
16,195 |
15,769 |
-426 |
-2.6% |
16,427 |
Close |
16,255 |
16,007 |
-248 |
-1.5% |
16,437 |
Range |
190 |
560 |
370 |
194.7% |
593 |
ATR |
213 |
238 |
25 |
11.6% |
0 |
Volume |
304,542 |
536,220 |
231,678 |
76.1% |
1,273,023 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,715 |
17,421 |
16,315 |
|
R3 |
17,155 |
16,861 |
16,161 |
|
R2 |
16,595 |
16,595 |
16,110 |
|
R1 |
16,301 |
16,301 |
16,058 |
16,168 |
PP |
16,035 |
16,035 |
16,035 |
15,969 |
S1 |
15,741 |
15,741 |
15,956 |
15,608 |
S2 |
15,475 |
15,475 |
15,904 |
|
S3 |
14,915 |
15,181 |
15,853 |
|
S4 |
14,355 |
14,621 |
15,699 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,407 |
18,015 |
16,763 |
|
R3 |
17,814 |
17,422 |
16,600 |
|
R2 |
17,221 |
17,221 |
16,546 |
|
R1 |
16,829 |
16,829 |
16,491 |
16,729 |
PP |
16,628 |
16,628 |
16,628 |
16,578 |
S1 |
16,236 |
16,236 |
16,383 |
16,136 |
S2 |
16,035 |
16,035 |
16,328 |
|
S3 |
15,442 |
15,643 |
16,274 |
|
S4 |
14,849 |
15,050 |
16,111 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,949 |
15,769 |
1,180 |
7.4% |
346 |
2.2% |
20% |
False |
True |
359,867 |
10 |
17,020 |
15,769 |
1,251 |
7.8% |
296 |
1.9% |
19% |
False |
True |
279,108 |
20 |
17,279 |
15,769 |
1,510 |
9.4% |
242 |
1.5% |
16% |
False |
True |
221,218 |
40 |
17,279 |
15,769 |
1,510 |
9.4% |
176 |
1.1% |
16% |
False |
True |
128,741 |
60 |
17,279 |
15,769 |
1,510 |
9.4% |
161 |
1.0% |
16% |
False |
True |
85,854 |
80 |
17,279 |
15,769 |
1,510 |
9.4% |
143 |
0.9% |
16% |
False |
True |
64,394 |
100 |
17,279 |
15,769 |
1,510 |
9.4% |
121 |
0.8% |
16% |
False |
True |
51,517 |
120 |
17,279 |
15,769 |
1,510 |
9.4% |
109 |
0.7% |
16% |
False |
True |
42,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,709 |
2.618 |
17,795 |
1.618 |
17,235 |
1.000 |
16,889 |
0.618 |
16,675 |
HIGH |
16,329 |
0.618 |
16,115 |
0.500 |
16,049 |
0.382 |
15,983 |
LOW |
15,769 |
0.618 |
15,423 |
1.000 |
15,209 |
1.618 |
14,863 |
2.618 |
14,303 |
4.250 |
13,389 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,049 |
16,148 |
PP |
16,035 |
16,101 |
S1 |
16,021 |
16,054 |
|