Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,766 |
16,919 |
153 |
0.9% |
16,334 |
High |
16,940 |
16,992 |
52 |
0.3% |
16,747 |
Low |
16,754 |
16,820 |
66 |
0.4% |
16,163 |
Close |
16,936 |
16,924 |
-12 |
-0.1% |
16,736 |
Range |
186 |
172 |
-14 |
-7.5% |
584 |
ATR |
244 |
239 |
-5 |
-2.1% |
0 |
Volume |
131,306 |
175,425 |
44,119 |
33.6% |
916,563 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,428 |
17,348 |
17,019 |
|
R3 |
17,256 |
17,176 |
16,971 |
|
R2 |
17,084 |
17,084 |
16,956 |
|
R1 |
17,004 |
17,004 |
16,940 |
17,044 |
PP |
16,912 |
16,912 |
16,912 |
16,932 |
S1 |
16,832 |
16,832 |
16,908 |
16,872 |
S2 |
16,740 |
16,740 |
16,893 |
|
S3 |
16,568 |
16,660 |
16,877 |
|
S4 |
16,396 |
16,488 |
16,830 |
|
|
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 |
16,992 |
16,403 |
589 |
3.5% |
205 |
1.2% |
88% |
True |
False |
160,085 |
10 |
16,992 |
15,785 |
1,207 |
7.1% |
253 |
1.5% |
94% |
True |
False |
205,309 |
20 |
17,020 |
15,769 |
1,251 |
7.4% |
275 |
1.6% |
92% |
False |
False |
242,208 |
40 |
17,279 |
15,769 |
1,510 |
8.9% |
215 |
1.3% |
76% |
False |
False |
179,878 |
60 |
17,279 |
15,769 |
1,510 |
8.9% |
180 |
1.1% |
76% |
False |
False |
120,068 |
80 |
17,279 |
15,769 |
1,510 |
8.9% |
165 |
1.0% |
76% |
False |
False |
90,056 |
100 |
17,279 |
15,769 |
1,510 |
8.9% |
144 |
0.9% |
76% |
False |
False |
72,048 |
120 |
17,279 |
15,769 |
1,510 |
8.9% |
126 |
0.7% |
76% |
False |
False |
60,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,723 |
2.618 |
17,442 |
1.618 |
17,270 |
1.000 |
17,164 |
0.618 |
17,098 |
HIGH |
16,992 |
0.618 |
16,926 |
0.500 |
16,906 |
0.382 |
16,886 |
LOW |
16,820 |
0.618 |
16,714 |
1.000 |
16,648 |
1.618 |
16,542 |
2.618 |
16,370 |
4.250 |
16,089 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,918 |
16,890 |
PP |
16,912 |
16,856 |
S1 |
16,906 |
16,822 |
|