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 |
6,200.5 |
6,159.0 |
-41.5 |
-0.7% |
6,252.5 |
High |
6,255.0 |
6,291.5 |
36.5 |
0.6% |
6,384.5 |
Low |
6,042.5 |
6,146.0 |
103.5 |
1.7% |
6,042.5 |
Close |
6,174.5 |
6,279.5 |
105.0 |
1.7% |
6,279.5 |
Range |
212.5 |
145.5 |
-67.0 |
-31.5% |
342.0 |
ATR |
112.9 |
115.2 |
2.3 |
2.1% |
0.0 |
Volume |
166,843 |
118,627 |
-48,216 |
-28.9% |
999,101 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,675.5 |
6,623.0 |
6,359.5 |
|
R3 |
6,530.0 |
6,477.5 |
6,319.5 |
|
R2 |
6,384.5 |
6,384.5 |
6,306.0 |
|
R1 |
6,332.0 |
6,332.0 |
6,293.0 |
6,358.0 |
PP |
6,239.0 |
6,239.0 |
6,239.0 |
6,252.0 |
S1 |
6,186.5 |
6,186.5 |
6,266.0 |
6,213.0 |
S2 |
6,093.5 |
6,093.5 |
6,253.0 |
|
S3 |
5,948.0 |
6,041.0 |
6,239.5 |
|
S4 |
5,802.5 |
5,895.5 |
6,199.5 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,261.5 |
7,112.5 |
6,467.5 |
|
R3 |
6,919.5 |
6,770.5 |
6,373.5 |
|
R2 |
6,577.5 |
6,577.5 |
6,342.0 |
|
R1 |
6,428.5 |
6,428.5 |
6,311.0 |
6,503.0 |
PP |
6,235.5 |
6,235.5 |
6,235.5 |
6,273.0 |
S1 |
6,086.5 |
6,086.5 |
6,248.0 |
6,161.0 |
S2 |
5,893.5 |
5,893.5 |
6,217.0 |
|
S3 |
5,551.5 |
5,744.5 |
6,185.5 |
|
S4 |
5,209.5 |
5,402.5 |
6,091.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,384.5 |
6,042.5 |
342.0 |
5.4% |
168.0 |
2.7% |
69% |
False |
False |
199,820 |
10 |
6,561.0 |
6,042.5 |
518.5 |
8.3% |
143.0 |
2.3% |
46% |
False |
False |
175,382 |
20 |
6,820.0 |
6,042.5 |
777.5 |
12.4% |
117.0 |
1.9% |
30% |
False |
False |
143,683 |
40 |
6,875.0 |
6,042.5 |
832.5 |
13.3% |
82.5 |
1.3% |
28% |
False |
False |
97,704 |
60 |
6,875.0 |
6,042.5 |
832.5 |
13.3% |
65.5 |
1.0% |
28% |
False |
False |
65,157 |
80 |
6,875.0 |
6,042.5 |
832.5 |
13.3% |
53.0 |
0.8% |
28% |
False |
False |
48,878 |
100 |
6,875.0 |
6,042.5 |
832.5 |
13.3% |
43.5 |
0.7% |
28% |
False |
False |
39,114 |
120 |
6,875.0 |
6,042.5 |
832.5 |
13.3% |
36.5 |
0.6% |
28% |
False |
False |
32,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,910.0 |
2.618 |
6,672.5 |
1.618 |
6,527.0 |
1.000 |
6,437.0 |
0.618 |
6,381.5 |
HIGH |
6,291.5 |
0.618 |
6,236.0 |
0.500 |
6,219.0 |
0.382 |
6,201.5 |
LOW |
6,146.0 |
0.618 |
6,056.0 |
1.000 |
6,000.5 |
1.618 |
5,910.5 |
2.618 |
5,765.0 |
4.250 |
5,527.5 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
6,259.0 |
6,256.0 |
PP |
6,239.0 |
6,232.0 |
S1 |
6,219.0 |
6,208.0 |
|