Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,065.2 |
1,084.9 |
19.7 |
1.8% |
1,046.8 |
High |
1,089.4 |
1,095.8 |
6.4 |
0.6% |
1,095.8 |
Low |
1,046.8 |
1,073.9 |
27.1 |
2.6% |
1,038.6 |
Close |
1,082.8 |
1,078.7 |
-4.1 |
-0.4% |
1,078.7 |
Range |
42.6 |
21.9 |
-20.7 |
-48.6% |
57.2 |
ATR |
24.0 |
23.8 |
-0.1 |
-0.6% |
0.0 |
Volume |
272,862 |
181,141 |
-91,721 |
-33.6% |
1,218,705 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.5 |
1,135.5 |
1,090.8 |
|
R3 |
1,126.5 |
1,113.5 |
1,084.8 |
|
R2 |
1,104.8 |
1,104.8 |
1,082.8 |
|
R1 |
1,091.8 |
1,091.8 |
1,080.8 |
1,087.3 |
PP |
1,082.8 |
1,082.8 |
1,082.8 |
1,080.5 |
S1 |
1,069.8 |
1,069.8 |
1,076.8 |
1,065.3 |
S2 |
1,061.0 |
1,061.0 |
1,074.8 |
|
S3 |
1,039.0 |
1,048.0 |
1,072.8 |
|
S4 |
1,017.0 |
1,026.0 |
1,066.8 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.8 |
1,217.8 |
1,110.3 |
|
R3 |
1,185.5 |
1,160.8 |
1,094.5 |
|
R2 |
1,128.3 |
1,128.3 |
1,089.3 |
|
R1 |
1,103.5 |
1,103.5 |
1,084.0 |
1,115.8 |
PP |
1,071.0 |
1,071.0 |
1,071.0 |
1,077.3 |
S1 |
1,046.3 |
1,046.3 |
1,073.5 |
1,058.8 |
S2 |
1,013.8 |
1,013.8 |
1,068.3 |
|
S3 |
956.8 |
989.0 |
1,063.0 |
|
S4 |
899.5 |
931.8 |
1,047.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,095.8 |
1,038.6 |
57.2 |
5.3% |
30.0 |
2.8% |
70% |
True |
False |
243,741 |
10 |
1,106.5 |
1,038.6 |
67.9 |
6.3% |
29.3 |
2.7% |
59% |
False |
False |
217,687 |
20 |
1,139.3 |
1,038.6 |
100.7 |
9.3% |
24.0 |
2.2% |
40% |
False |
False |
190,807 |
40 |
1,182.2 |
1,038.6 |
143.6 |
13.3% |
18.8 |
1.7% |
28% |
False |
False |
125,531 |
60 |
1,182.2 |
1,038.6 |
143.6 |
13.3% |
17.0 |
1.6% |
28% |
False |
False |
83,705 |
80 |
1,205.4 |
1,038.6 |
166.8 |
15.5% |
15.8 |
1.5% |
24% |
False |
False |
62,792 |
100 |
1,205.4 |
1,038.6 |
166.8 |
15.5% |
13.0 |
1.2% |
24% |
False |
False |
50,236 |
120 |
1,205.4 |
1,038.6 |
166.8 |
15.5% |
10.8 |
1.0% |
24% |
False |
False |
41,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,189.0 |
2.618 |
1,153.3 |
1.618 |
1,131.3 |
1.000 |
1,117.8 |
0.618 |
1,109.3 |
HIGH |
1,095.8 |
0.618 |
1,087.5 |
0.500 |
1,084.8 |
0.382 |
1,082.3 |
LOW |
1,074.0 |
0.618 |
1,060.3 |
1.000 |
1,052.0 |
1.618 |
1,038.5 |
2.618 |
1,016.5 |
4.250 |
980.8 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,084.8 |
1,075.0 |
PP |
1,082.8 |
1,071.0 |
S1 |
1,080.8 |
1,067.3 |
|