Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
6,252.5 |
6,294.5 |
42.0 |
0.7% |
6,512.0 |
High |
6,361.5 |
6,384.5 |
23.0 |
0.4% |
6,561.0 |
Low |
6,240.0 |
6,275.0 |
35.0 |
0.6% |
6,253.5 |
Close |
6,337.0 |
6,373.0 |
36.0 |
0.6% |
6,322.0 |
Range |
121.5 |
109.5 |
-12.0 |
-9.9% |
307.5 |
ATR |
92.9 |
94.0 |
1.2 |
1.3% |
0.0 |
Volume |
155,690 |
241,985 |
86,295 |
55.4% |
754,723 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,672.5 |
6,632.5 |
6,433.0 |
|
R3 |
6,563.0 |
6,523.0 |
6,403.0 |
|
R2 |
6,453.5 |
6,453.5 |
6,393.0 |
|
R1 |
6,413.5 |
6,413.5 |
6,383.0 |
6,433.5 |
PP |
6,344.0 |
6,344.0 |
6,344.0 |
6,354.0 |
S1 |
6,304.0 |
6,304.0 |
6,363.0 |
6,324.0 |
S2 |
6,234.5 |
6,234.5 |
6,353.0 |
|
S3 |
6,125.0 |
6,194.5 |
6,343.0 |
|
S4 |
6,015.5 |
6,085.0 |
6,313.0 |
|
|
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 |
6,530.5 |
6,240.0 |
290.5 |
4.6% |
129.5 |
2.0% |
46% |
False |
False |
176,304 |
10 |
6,594.0 |
6,240.0 |
354.0 |
5.6% |
112.0 |
1.8% |
38% |
False |
False |
152,263 |
20 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
95.0 |
1.5% |
21% |
False |
False |
129,301 |
40 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
70.0 |
1.1% |
21% |
False |
False |
82,693 |
60 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
56.5 |
0.9% |
21% |
False |
False |
55,142 |
80 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
45.5 |
0.7% |
21% |
False |
False |
41,360 |
100 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
37.0 |
0.6% |
21% |
False |
False |
33,100 |
120 |
6,875.0 |
6,240.0 |
635.0 |
10.0% |
31.5 |
0.5% |
21% |
False |
False |
27,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,850.0 |
2.618 |
6,671.0 |
1.618 |
6,561.5 |
1.000 |
6,494.0 |
0.618 |
6,452.0 |
HIGH |
6,384.5 |
0.618 |
6,342.5 |
0.500 |
6,330.0 |
0.382 |
6,317.0 |
LOW |
6,275.0 |
0.618 |
6,207.5 |
1.000 |
6,165.5 |
1.618 |
6,098.0 |
2.618 |
5,988.5 |
4.250 |
5,809.5 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
6,358.5 |
6,353.0 |
PP |
6,344.0 |
6,332.5 |
S1 |
6,330.0 |
6,312.0 |
|