Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,619 |
16,746 |
127 |
0.8% |
16,334 |
High |
16,747 |
16,797 |
50 |
0.3% |
16,747 |
Low |
16,514 |
16,652 |
138 |
0.8% |
16,163 |
Close |
16,736 |
16,756 |
20 |
0.1% |
16,736 |
Range |
233 |
145 |
-88 |
-37.8% |
584 |
ATR |
257 |
249 |
-8 |
-3.1% |
0 |
Volume |
160,537 |
132,768 |
-27,769 |
-17.3% |
916,563 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,170 |
17,108 |
16,836 |
|
R3 |
17,025 |
16,963 |
16,796 |
|
R2 |
16,880 |
16,880 |
16,783 |
|
R1 |
16,818 |
16,818 |
16,769 |
16,849 |
PP |
16,735 |
16,735 |
16,735 |
16,751 |
S1 |
16,673 |
16,673 |
16,743 |
16,704 |
S2 |
16,590 |
16,590 |
16,730 |
|
S3 |
16,445 |
16,528 |
16,716 |
|
S4 |
16,300 |
16,383 |
16,676 |
|
|
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 |
16,797 |
16,209 |
588 |
3.5% |
247 |
1.5% |
93% |
True |
False |
173,675 |
10 |
16,797 |
15,769 |
1,028 |
6.1% |
292 |
1.7% |
96% |
True |
False |
258,712 |
20 |
17,063 |
15,769 |
1,294 |
7.7% |
278 |
1.7% |
76% |
False |
False |
246,366 |
40 |
17,279 |
15,769 |
1,510 |
9.0% |
212 |
1.3% |
65% |
False |
False |
172,290 |
60 |
17,279 |
15,769 |
1,510 |
9.0% |
179 |
1.1% |
65% |
False |
False |
114,957 |
80 |
17,279 |
15,769 |
1,510 |
9.0% |
162 |
1.0% |
65% |
False |
False |
86,222 |
100 |
17,279 |
15,769 |
1,510 |
9.0% |
141 |
0.8% |
65% |
False |
False |
68,980 |
120 |
17,279 |
15,769 |
1,510 |
9.0% |
123 |
0.7% |
65% |
False |
False |
57,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,413 |
2.618 |
17,177 |
1.618 |
17,032 |
1.000 |
16,942 |
0.618 |
16,887 |
HIGH |
16,797 |
0.618 |
16,742 |
0.500 |
16,725 |
0.382 |
16,708 |
LOW |
16,652 |
0.618 |
16,563 |
1.000 |
16,507 |
1.618 |
16,418 |
2.618 |
16,273 |
4.250 |
16,036 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,746 |
16,704 |
PP |
16,735 |
16,652 |
S1 |
16,725 |
16,600 |
|