Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,746 |
16,766 |
20 |
0.1% |
16,334 |
High |
16,797 |
16,940 |
143 |
0.9% |
16,747 |
Low |
16,652 |
16,754 |
102 |
0.6% |
16,163 |
Close |
16,756 |
16,936 |
180 |
1.1% |
16,736 |
Range |
145 |
186 |
41 |
28.3% |
584 |
ATR |
249 |
244 |
-4 |
-1.8% |
0 |
Volume |
132,768 |
131,306 |
-1,462 |
-1.1% |
916,563 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,435 |
17,371 |
17,038 |
|
R3 |
17,249 |
17,185 |
16,987 |
|
R2 |
17,063 |
17,063 |
16,970 |
|
R1 |
16,999 |
16,999 |
16,953 |
17,031 |
PP |
16,877 |
16,877 |
16,877 |
16,893 |
S1 |
16,813 |
16,813 |
16,919 |
16,845 |
S2 |
16,691 |
16,691 |
16,902 |
|
S3 |
16,505 |
16,627 |
16,885 |
|
S4 |
16,319 |
16,441 |
16,834 |
|
|
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 |
16,940 |
16,383 |
557 |
3.3% |
214 |
1.3% |
99% |
True |
False |
163,585 |
10 |
16,940 |
15,769 |
1,171 |
6.9% |
292 |
1.7% |
100% |
True |
False |
241,388 |
20 |
17,020 |
15,769 |
1,251 |
7.4% |
281 |
1.7% |
93% |
False |
False |
244,837 |
40 |
17,279 |
15,769 |
1,510 |
8.9% |
213 |
1.3% |
77% |
False |
False |
175,528 |
60 |
17,279 |
15,769 |
1,510 |
8.9% |
180 |
1.1% |
77% |
False |
False |
117,144 |
80 |
17,279 |
15,769 |
1,510 |
8.9% |
163 |
1.0% |
77% |
False |
False |
87,864 |
100 |
17,279 |
15,769 |
1,510 |
8.9% |
143 |
0.8% |
77% |
False |
False |
70,293 |
120 |
17,279 |
15,769 |
1,510 |
8.9% |
124 |
0.7% |
77% |
False |
False |
58,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,731 |
2.618 |
17,427 |
1.618 |
17,241 |
1.000 |
17,126 |
0.618 |
17,055 |
HIGH |
16,940 |
0.618 |
16,869 |
0.500 |
16,847 |
0.382 |
16,825 |
LOW |
16,754 |
0.618 |
16,639 |
1.000 |
16,568 |
1.618 |
16,453 |
2.618 |
16,267 |
4.250 |
15,964 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,906 |
16,866 |
PP |
16,877 |
16,797 |
S1 |
16,847 |
16,727 |
|