Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,084.9 |
1,080.5 |
-4.4 |
-0.4% |
1,046.8 |
High |
1,095.8 |
1,097.3 |
1.5 |
0.1% |
1,095.8 |
Low |
1,073.9 |
1,070.6 |
-3.3 |
-0.3% |
1,038.6 |
Close |
1,078.7 |
1,092.3 |
13.6 |
1.3% |
1,078.7 |
Range |
21.9 |
26.7 |
4.8 |
21.9% |
57.2 |
ATR |
23.8 |
24.0 |
0.2 |
0.9% |
0.0 |
Volume |
181,141 |
105,367 |
-75,774 |
-41.8% |
1,218,705 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,166.8 |
1,156.3 |
1,107.0 |
|
R3 |
1,140.3 |
1,129.5 |
1,099.8 |
|
R2 |
1,113.5 |
1,113.5 |
1,097.3 |
|
R1 |
1,102.8 |
1,102.8 |
1,094.8 |
1,108.3 |
PP |
1,086.8 |
1,086.8 |
1,086.8 |
1,089.5 |
S1 |
1,076.3 |
1,076.3 |
1,089.8 |
1,081.5 |
S2 |
1,060.0 |
1,060.0 |
1,087.5 |
|
S3 |
1,033.3 |
1,049.5 |
1,085.0 |
|
S4 |
1,006.8 |
1,022.8 |
1,077.5 |
|
|
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 |
1,097.3 |
1,038.8 |
58.5 |
5.4% |
30.3 |
2.8% |
91% |
True |
False |
222,048 |
10 |
1,101.2 |
1,038.6 |
62.6 |
5.7% |
30.0 |
2.7% |
86% |
False |
False |
214,006 |
20 |
1,126.2 |
1,038.6 |
87.6 |
8.0% |
24.5 |
2.2% |
61% |
False |
False |
188,942 |
40 |
1,182.2 |
1,038.6 |
143.6 |
13.1% |
19.3 |
1.8% |
37% |
False |
False |
128,162 |
60 |
1,182.2 |
1,038.6 |
143.6 |
13.1% |
17.3 |
1.6% |
37% |
False |
False |
85,461 |
80 |
1,205.4 |
1,038.6 |
166.8 |
15.3% |
16.0 |
1.5% |
32% |
False |
False |
64,108 |
100 |
1,205.4 |
1,038.6 |
166.8 |
15.3% |
13.3 |
1.2% |
32% |
False |
False |
51,289 |
120 |
1,205.4 |
1,038.6 |
166.8 |
15.3% |
11.0 |
1.0% |
32% |
False |
False |
42,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,210.8 |
2.618 |
1,167.3 |
1.618 |
1,140.5 |
1.000 |
1,124.0 |
0.618 |
1,113.8 |
HIGH |
1,097.3 |
0.618 |
1,087.0 |
0.500 |
1,084.0 |
0.382 |
1,080.8 |
LOW |
1,070.5 |
0.618 |
1,054.0 |
1.000 |
1,044.0 |
1.618 |
1,027.5 |
2.618 |
1,000.8 |
4.250 |
957.0 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,089.5 |
1,085.5 |
PP |
1,086.8 |
1,078.8 |
S1 |
1,084.0 |
1,072.0 |
|