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 |
6,159.0 |
6,300.0 |
141.0 |
2.3% |
6,252.5 |
High |
6,291.5 |
6,315.0 |
23.5 |
0.4% |
6,384.5 |
Low |
6,146.0 |
6,200.0 |
54.0 |
0.9% |
6,042.5 |
Close |
6,279.5 |
6,240.0 |
-39.5 |
-0.6% |
6,279.5 |
Range |
145.5 |
115.0 |
-30.5 |
-21.0% |
342.0 |
ATR |
115.2 |
115.2 |
0.0 |
0.0% |
0.0 |
Volume |
118,627 |
166,843 |
48,216 |
40.6% |
999,101 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,596.5 |
6,533.5 |
6,303.0 |
|
R3 |
6,481.5 |
6,418.5 |
6,271.5 |
|
R2 |
6,366.5 |
6,366.5 |
6,261.0 |
|
R1 |
6,303.5 |
6,303.5 |
6,250.5 |
6,277.5 |
PP |
6,251.5 |
6,251.5 |
6,251.5 |
6,239.0 |
S1 |
6,188.5 |
6,188.5 |
6,229.5 |
6,162.5 |
S2 |
6,136.5 |
6,136.5 |
6,219.0 |
|
S3 |
6,021.5 |
6,073.5 |
6,208.5 |
|
S4 |
5,906.5 |
5,958.5 |
6,177.0 |
|
|
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 |
5.5% |
166.5 |
2.7% |
58% |
False |
False |
202,050 |
10 |
6,540.0 |
6,042.5 |
497.5 |
8.0% |
149.0 |
2.4% |
40% |
False |
False |
178,748 |
20 |
6,757.5 |
6,042.5 |
715.0 |
11.5% |
118.5 |
1.9% |
28% |
False |
False |
145,160 |
40 |
6,875.0 |
6,042.5 |
832.5 |
13.3% |
85.0 |
1.4% |
24% |
False |
False |
101,873 |
60 |
6,875.0 |
6,042.5 |
832.5 |
13.3% |
67.5 |
1.1% |
24% |
False |
False |
67,937 |
80 |
6,875.0 |
6,042.5 |
832.5 |
13.3% |
54.5 |
0.9% |
24% |
False |
False |
50,963 |
100 |
6,875.0 |
6,042.5 |
832.5 |
13.3% |
44.5 |
0.7% |
24% |
False |
False |
40,782 |
120 |
6,875.0 |
6,042.5 |
832.5 |
13.3% |
37.5 |
0.6% |
24% |
False |
False |
33,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,804.0 |
2.618 |
6,616.0 |
1.618 |
6,501.0 |
1.000 |
6,430.0 |
0.618 |
6,386.0 |
HIGH |
6,315.0 |
0.618 |
6,271.0 |
0.500 |
6,257.5 |
0.382 |
6,244.0 |
LOW |
6,200.0 |
0.618 |
6,129.0 |
1.000 |
6,085.0 |
1.618 |
6,014.0 |
2.618 |
5,899.0 |
4.250 |
5,711.0 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
6,257.5 |
6,219.5 |
PP |
6,251.5 |
6,199.0 |
S1 |
6,246.0 |
6,179.0 |
|