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 |
1,114.0 |
1,117.1 |
3.1 |
0.3% |
1,080.5 |
High |
1,117.4 |
1,119.3 |
1.9 |
0.2% |
1,120.1 |
Low |
1,105.0 |
1,099.1 |
-5.9 |
-0.5% |
1,070.6 |
Close |
1,115.4 |
1,116.2 |
0.8 |
0.1% |
1,115.4 |
Range |
12.4 |
20.2 |
7.8 |
62.9% |
49.5 |
ATR |
23.4 |
23.2 |
-0.2 |
-1.0% |
0.0 |
Volume |
108,120 |
92,608 |
-15,512 |
-14.3% |
623,585 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.3 |
1,164.3 |
1,127.3 |
|
R3 |
1,152.0 |
1,144.3 |
1,121.8 |
|
R2 |
1,131.8 |
1,131.8 |
1,120.0 |
|
R1 |
1,124.0 |
1,124.0 |
1,118.0 |
1,117.8 |
PP |
1,111.5 |
1,111.5 |
1,111.5 |
1,108.5 |
S1 |
1,103.8 |
1,103.8 |
1,114.3 |
1,097.5 |
S2 |
1,091.3 |
1,091.3 |
1,112.5 |
|
S3 |
1,071.3 |
1,083.5 |
1,110.8 |
|
S4 |
1,051.0 |
1,063.3 |
1,105.0 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.5 |
1,232.5 |
1,142.5 |
|
R3 |
1,201.0 |
1,183.0 |
1,129.0 |
|
R2 |
1,151.5 |
1,151.5 |
1,124.5 |
|
R1 |
1,133.5 |
1,133.5 |
1,120.0 |
1,142.5 |
PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,106.5 |
S1 |
1,084.0 |
1,084.0 |
1,110.8 |
1,093.0 |
S2 |
1,052.5 |
1,052.5 |
1,106.3 |
|
S3 |
1,003.0 |
1,034.5 |
1,101.8 |
|
S4 |
953.5 |
985.0 |
1,088.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,120.1 |
1,086.3 |
33.8 |
3.0% |
21.5 |
1.9% |
88% |
False |
False |
122,165 |
10 |
1,120.1 |
1,038.8 |
81.3 |
7.3% |
26.0 |
2.3% |
95% |
False |
False |
172,107 |
20 |
1,120.1 |
1,038.6 |
81.5 |
7.3% |
25.5 |
2.3% |
95% |
False |
False |
183,842 |
40 |
1,182.2 |
1,038.6 |
143.6 |
12.9% |
20.8 |
1.9% |
54% |
False |
False |
143,401 |
60 |
1,182.2 |
1,038.6 |
143.6 |
12.9% |
17.8 |
1.6% |
54% |
False |
False |
95,638 |
80 |
1,196.5 |
1,038.6 |
157.9 |
14.1% |
16.8 |
1.5% |
49% |
False |
False |
71,741 |
100 |
1,205.4 |
1,038.6 |
166.8 |
14.9% |
14.5 |
1.3% |
47% |
False |
False |
57,398 |
120 |
1,205.4 |
1,038.6 |
166.8 |
14.9% |
12.0 |
1.1% |
47% |
False |
False |
47,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,205.3 |
2.618 |
1,172.3 |
1.618 |
1,152.0 |
1.000 |
1,139.5 |
0.618 |
1,131.8 |
HIGH |
1,119.3 |
0.618 |
1,111.5 |
0.500 |
1,109.3 |
0.382 |
1,106.8 |
LOW |
1,099.0 |
0.618 |
1,086.5 |
1.000 |
1,079.0 |
1.618 |
1,066.5 |
2.618 |
1,046.3 |
4.250 |
1,013.3 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,113.8 |
1,112.8 |
PP |
1,111.5 |
1,109.5 |
S1 |
1,109.3 |
1,106.3 |
|