Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,287 |
16,007 |
-280 |
-1.7% |
16,923 |
High |
16,329 |
16,136 |
-193 |
-1.2% |
17,020 |
Low |
15,769 |
15,785 |
16 |
0.1% |
16,427 |
Close |
16,007 |
16,015 |
8 |
0.0% |
16,437 |
Range |
560 |
351 |
-209 |
-37.3% |
593 |
ATR |
238 |
246 |
8 |
3.4% |
0 |
Volume |
536,220 |
430,281 |
-105,939 |
-19.8% |
1,273,023 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,032 |
16,874 |
16,208 |
|
R3 |
16,681 |
16,523 |
16,112 |
|
R2 |
16,330 |
16,330 |
16,079 |
|
R1 |
16,172 |
16,172 |
16,047 |
16,251 |
PP |
15,979 |
15,979 |
15,979 |
16,018 |
S1 |
15,821 |
15,821 |
15,983 |
15,900 |
S2 |
15,628 |
15,628 |
15,951 |
|
S3 |
15,277 |
15,470 |
15,919 |
|
S4 |
14,926 |
15,119 |
15,822 |
|
|
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 |
16,682 |
15,769 |
913 |
5.7% |
333 |
2.1% |
27% |
False |
False |
377,397 |
10 |
17,020 |
15,769 |
1,251 |
7.8% |
313 |
2.0% |
20% |
False |
False |
299,435 |
20 |
17,279 |
15,769 |
1,510 |
9.4% |
253 |
1.6% |
16% |
False |
False |
236,577 |
40 |
17,279 |
15,769 |
1,510 |
9.4% |
182 |
1.1% |
16% |
False |
False |
139,481 |
60 |
17,279 |
15,769 |
1,510 |
9.4% |
165 |
1.0% |
16% |
False |
False |
93,025 |
80 |
17,279 |
15,769 |
1,510 |
9.4% |
146 |
0.9% |
16% |
False |
False |
69,772 |
100 |
17,279 |
15,769 |
1,510 |
9.4% |
124 |
0.8% |
16% |
False |
False |
55,820 |
120 |
17,279 |
15,769 |
1,510 |
9.4% |
111 |
0.7% |
16% |
False |
False |
46,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,628 |
2.618 |
17,055 |
1.618 |
16,704 |
1.000 |
16,487 |
0.618 |
16,353 |
HIGH |
16,136 |
0.618 |
16,002 |
0.500 |
15,961 |
0.382 |
15,919 |
LOW |
15,785 |
0.618 |
15,568 |
1.000 |
15,434 |
1.618 |
15,217 |
2.618 |
14,866 |
4.250 |
14,293 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
15,997 |
16,077 |
PP |
15,979 |
16,056 |
S1 |
15,961 |
16,036 |
|