Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,546 |
16,426 |
-120 |
-0.7% |
16,420 |
High |
16,598 |
16,693 |
95 |
0.6% |
16,526 |
Low |
16,383 |
16,403 |
20 |
0.1% |
15,769 |
Close |
16,425 |
16,613 |
188 |
1.1% |
16,309 |
Range |
215 |
290 |
75 |
34.9% |
757 |
ATR |
256 |
259 |
2 |
0.9% |
0 |
Volume |
192,923 |
200,392 |
7,469 |
3.9% |
1,844,559 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,440 |
17,316 |
16,773 |
|
R3 |
17,150 |
17,026 |
16,693 |
|
R2 |
16,860 |
16,860 |
16,666 |
|
R1 |
16,736 |
16,736 |
16,640 |
16,798 |
PP |
16,570 |
16,570 |
16,570 |
16,601 |
S1 |
16,446 |
16,446 |
16,587 |
16,508 |
S2 |
16,280 |
16,280 |
16,560 |
|
S3 |
15,990 |
16,156 |
16,533 |
|
S4 |
15,700 |
15,866 |
16,454 |
|
|
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 |
16,693 |
16,020 |
673 |
4.1% |
288 |
1.7% |
88% |
True |
False |
204,555 |
10 |
16,693 |
15,769 |
924 |
5.6% |
311 |
1.9% |
91% |
True |
False |
290,976 |
20 |
17,069 |
15,769 |
1,300 |
7.8% |
278 |
1.7% |
65% |
False |
False |
248,226 |
40 |
17,279 |
15,769 |
1,510 |
9.1% |
207 |
1.2% |
56% |
False |
False |
164,977 |
60 |
17,279 |
15,769 |
1,510 |
9.1% |
180 |
1.1% |
56% |
False |
False |
110,070 |
80 |
17,279 |
15,769 |
1,510 |
9.1% |
158 |
1.0% |
56% |
False |
False |
82,557 |
100 |
17,279 |
15,769 |
1,510 |
9.1% |
138 |
0.8% |
56% |
False |
False |
66,047 |
120 |
17,279 |
15,769 |
1,510 |
9.1% |
121 |
0.7% |
56% |
False |
False |
55,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,926 |
2.618 |
17,452 |
1.618 |
17,162 |
1.000 |
16,983 |
0.618 |
16,872 |
HIGH |
16,693 |
0.618 |
16,582 |
0.500 |
16,548 |
0.382 |
16,514 |
LOW |
16,403 |
0.618 |
16,224 |
1.000 |
16,113 |
1.618 |
15,934 |
2.618 |
15,644 |
4.250 |
15,171 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,591 |
16,559 |
PP |
16,570 |
16,505 |
S1 |
16,548 |
16,451 |
|