Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,033 |
16,334 |
301 |
1.9% |
16,420 |
High |
16,347 |
16,419 |
72 |
0.4% |
16,526 |
Low |
16,020 |
16,163 |
143 |
0.9% |
15,769 |
Close |
16,309 |
16,331 |
22 |
0.1% |
16,309 |
Range |
327 |
256 |
-71 |
-21.7% |
757 |
ATR |
252 |
252 |
0 |
0.1% |
0 |
Volume |
266,749 |
180,953 |
-85,796 |
-32.2% |
1,844,559 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,072 |
16,958 |
16,472 |
|
R3 |
16,816 |
16,702 |
16,402 |
|
R2 |
16,560 |
16,560 |
16,378 |
|
R1 |
16,446 |
16,446 |
16,355 |
16,375 |
PP |
16,304 |
16,304 |
16,304 |
16,269 |
S1 |
16,190 |
16,190 |
16,308 |
16,119 |
S2 |
16,048 |
16,048 |
16,284 |
|
S3 |
15,792 |
15,934 |
16,261 |
|
S4 |
15,536 |
15,678 |
16,190 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,472 |
18,148 |
16,725 |
|
R3 |
17,715 |
17,391 |
16,517 |
|
R2 |
16,958 |
16,958 |
16,448 |
|
R1 |
16,634 |
16,634 |
16,379 |
16,418 |
PP |
16,201 |
16,201 |
16,201 |
16,093 |
S1 |
15,877 |
15,877 |
16,240 |
15,661 |
S2 |
15,444 |
15,444 |
16,170 |
|
S3 |
14,687 |
15,120 |
16,101 |
|
S4 |
13,930 |
14,363 |
15,893 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,419 |
15,769 |
650 |
4.0% |
337 |
2.1% |
86% |
True |
False |
343,749 |
10 |
16,949 |
15,769 |
1,180 |
7.2% |
329 |
2.0% |
48% |
False |
False |
313,324 |
20 |
17,149 |
15,769 |
1,380 |
8.5% |
269 |
1.6% |
41% |
False |
False |
244,698 |
40 |
17,279 |
15,769 |
1,510 |
9.2% |
192 |
1.2% |
37% |
False |
False |
150,646 |
60 |
17,279 |
15,769 |
1,510 |
9.2% |
172 |
1.1% |
37% |
False |
False |
100,486 |
80 |
17,279 |
15,769 |
1,510 |
9.2% |
151 |
0.9% |
37% |
False |
False |
75,369 |
100 |
17,279 |
15,769 |
1,510 |
9.2% |
130 |
0.8% |
37% |
False |
False |
60,297 |
120 |
17,279 |
15,769 |
1,510 |
9.2% |
115 |
0.7% |
37% |
False |
False |
50,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,507 |
2.618 |
17,089 |
1.618 |
16,833 |
1.000 |
16,675 |
0.618 |
16,577 |
HIGH |
16,419 |
0.618 |
16,321 |
0.500 |
16,291 |
0.382 |
16,261 |
LOW |
16,163 |
0.618 |
16,005 |
1.000 |
15,907 |
1.618 |
15,749 |
2.618 |
15,493 |
4.250 |
15,075 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,318 |
16,255 |
PP |
16,304 |
16,178 |
S1 |
16,291 |
16,102 |
|