Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
6,335.0 |
6,252.5 |
-82.5 |
-1.3% |
6,512.0 |
High |
6,383.0 |
6,361.5 |
-21.5 |
-0.3% |
6,561.0 |
Low |
6,253.5 |
6,240.0 |
-13.5 |
-0.2% |
6,253.5 |
Close |
6,322.0 |
6,337.0 |
15.0 |
0.2% |
6,322.0 |
Range |
129.5 |
121.5 |
-8.0 |
-6.2% |
307.5 |
ATR |
90.7 |
92.9 |
2.2 |
2.4% |
0.0 |
Volume |
147,439 |
155,690 |
8,251 |
5.6% |
754,723 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,677.5 |
6,628.5 |
6,404.0 |
|
R3 |
6,556.0 |
6,507.0 |
6,370.5 |
|
R2 |
6,434.5 |
6,434.5 |
6,359.5 |
|
R1 |
6,385.5 |
6,385.5 |
6,348.0 |
6,410.0 |
PP |
6,313.0 |
6,313.0 |
6,313.0 |
6,325.0 |
S1 |
6,264.0 |
6,264.0 |
6,326.0 |
6,288.5 |
S2 |
6,191.5 |
6,191.5 |
6,314.5 |
|
S3 |
6,070.0 |
6,142.5 |
6,303.5 |
|
S4 |
5,948.5 |
6,021.0 |
6,270.0 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,301.5 |
7,119.0 |
6,491.0 |
|
R3 |
6,994.0 |
6,811.5 |
6,406.5 |
|
R2 |
6,686.5 |
6,686.5 |
6,378.5 |
|
R1 |
6,504.0 |
6,504.0 |
6,350.0 |
6,441.5 |
PP |
6,379.0 |
6,379.0 |
6,379.0 |
6,347.5 |
S1 |
6,196.5 |
6,196.5 |
6,294.0 |
6,134.0 |
S2 |
6,071.5 |
6,071.5 |
6,265.5 |
|
S3 |
5,764.0 |
5,889.0 |
6,237.5 |
|
S4 |
5,456.5 |
5,581.5 |
6,153.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,540.0 |
6,240.0 |
300.0 |
4.7% |
131.0 |
2.1% |
32% |
False |
True |
155,445 |
10 |
6,633.0 |
6,240.0 |
393.0 |
6.2% |
108.0 |
1.7% |
25% |
False |
True |
139,269 |
20 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
93.5 |
1.5% |
15% |
False |
True |
126,659 |
40 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
67.5 |
1.1% |
15% |
False |
True |
76,643 |
60 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
55.0 |
0.9% |
15% |
False |
True |
51,109 |
80 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
44.0 |
0.7% |
15% |
False |
True |
38,335 |
100 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
36.0 |
0.6% |
15% |
False |
True |
30,680 |
120 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
30.5 |
0.5% |
15% |
False |
True |
25,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,878.0 |
2.618 |
6,679.5 |
1.618 |
6,558.0 |
1.000 |
6,483.0 |
0.618 |
6,436.5 |
HIGH |
6,361.5 |
0.618 |
6,315.0 |
0.500 |
6,301.0 |
0.382 |
6,286.5 |
LOW |
6,240.0 |
0.618 |
6,165.0 |
1.000 |
6,118.5 |
1.618 |
6,043.5 |
2.618 |
5,922.0 |
4.250 |
5,723.5 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
6,325.0 |
6,385.0 |
PP |
6,313.0 |
6,369.0 |
S1 |
6,301.0 |
6,353.0 |
|