Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,426 |
16,619 |
193 |
1.2% |
16,334 |
High |
16,693 |
16,747 |
54 |
0.3% |
16,747 |
Low |
16,403 |
16,514 |
111 |
0.7% |
16,163 |
Close |
16,613 |
16,736 |
123 |
0.7% |
16,736 |
Range |
290 |
233 |
-57 |
-19.7% |
584 |
ATR |
259 |
257 |
-2 |
-0.7% |
0 |
Volume |
200,392 |
160,537 |
-39,855 |
-19.9% |
916,563 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,365 |
17,283 |
16,864 |
|
R3 |
17,132 |
17,050 |
16,800 |
|
R2 |
16,899 |
16,899 |
16,779 |
|
R1 |
16,817 |
16,817 |
16,757 |
16,858 |
PP |
16,666 |
16,666 |
16,666 |
16,686 |
S1 |
16,584 |
16,584 |
16,715 |
16,625 |
S2 |
16,433 |
16,433 |
16,693 |
|
S3 |
16,200 |
16,351 |
16,672 |
|
S4 |
15,967 |
16,118 |
16,608 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,301 |
18,102 |
17,057 |
|
R3 |
17,717 |
17,518 |
16,897 |
|
R2 |
17,133 |
17,133 |
16,843 |
|
R1 |
16,934 |
16,934 |
16,790 |
17,034 |
PP |
16,549 |
16,549 |
16,549 |
16,598 |
S1 |
16,350 |
16,350 |
16,683 |
16,450 |
S2 |
15,965 |
15,965 |
16,629 |
|
S3 |
15,381 |
15,766 |
16,576 |
|
S4 |
14,797 |
15,182 |
16,415 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,747 |
16,163 |
584 |
3.5% |
269 |
1.6% |
98% |
True |
False |
183,312 |
10 |
16,747 |
15,769 |
978 |
5.8% |
308 |
1.8% |
99% |
True |
False |
276,112 |
20 |
17,063 |
15,769 |
1,294 |
7.7% |
280 |
1.7% |
75% |
False |
False |
248,675 |
40 |
17,279 |
15,769 |
1,510 |
9.0% |
211 |
1.3% |
64% |
False |
False |
168,977 |
60 |
17,279 |
15,769 |
1,510 |
9.0% |
179 |
1.1% |
64% |
False |
False |
112,745 |
80 |
17,279 |
15,769 |
1,510 |
9.0% |
160 |
1.0% |
64% |
False |
False |
84,563 |
100 |
17,279 |
15,769 |
1,510 |
9.0% |
140 |
0.8% |
64% |
False |
False |
67,653 |
120 |
17,279 |
15,769 |
1,510 |
9.0% |
123 |
0.7% |
64% |
False |
False |
56,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,737 |
2.618 |
17,357 |
1.618 |
17,124 |
1.000 |
16,980 |
0.618 |
16,891 |
HIGH |
16,747 |
0.618 |
16,658 |
0.500 |
16,631 |
0.382 |
16,603 |
LOW |
16,514 |
0.618 |
16,370 |
1.000 |
16,281 |
1.618 |
16,137 |
2.618 |
15,904 |
4.250 |
15,524 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,701 |
16,679 |
PP |
16,666 |
16,622 |
S1 |
16,631 |
16,565 |
|