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 |
6,383.5 |
6,390.5 |
7.0 |
0.1% |
6,300.0 |
High |
6,393.0 |
6,431.5 |
38.5 |
0.6% |
6,409.0 |
Low |
6,347.0 |
6,313.0 |
-34.0 |
-0.5% |
6,198.5 |
Close |
6,365.0 |
6,342.5 |
-22.5 |
-0.4% |
6,365.0 |
Range |
46.0 |
118.5 |
72.5 |
157.6% |
210.5 |
ATR |
111.4 |
111.9 |
0.5 |
0.5% |
0.0 |
Volume |
96,730 |
81,282 |
-15,448 |
-16.0% |
591,079 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,718.0 |
6,648.5 |
6,407.5 |
|
R3 |
6,599.5 |
6,530.0 |
6,375.0 |
|
R2 |
6,481.0 |
6,481.0 |
6,364.0 |
|
R1 |
6,411.5 |
6,411.5 |
6,353.5 |
6,387.0 |
PP |
6,362.5 |
6,362.5 |
6,362.5 |
6,350.0 |
S1 |
6,293.0 |
6,293.0 |
6,331.5 |
6,268.5 |
S2 |
6,244.0 |
6,244.0 |
6,321.0 |
|
S3 |
6,125.5 |
6,174.5 |
6,310.0 |
|
S4 |
6,007.0 |
6,056.0 |
6,277.5 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,955.5 |
6,871.0 |
6,481.0 |
|
R3 |
6,745.0 |
6,660.5 |
6,423.0 |
|
R2 |
6,534.5 |
6,534.5 |
6,403.5 |
|
R1 |
6,450.0 |
6,450.0 |
6,384.5 |
6,492.0 |
PP |
6,324.0 |
6,324.0 |
6,324.0 |
6,345.5 |
S1 |
6,239.5 |
6,239.5 |
6,345.5 |
6,282.0 |
S2 |
6,113.5 |
6,113.5 |
6,326.5 |
|
S3 |
5,903.0 |
6,029.0 |
6,307.0 |
|
S4 |
5,692.5 |
5,818.5 |
6,249.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,431.5 |
6,198.5 |
233.0 |
3.7% |
105.5 |
1.7% |
62% |
True |
False |
101,103 |
10 |
6,431.5 |
6,042.5 |
389.0 |
6.1% |
136.0 |
2.1% |
77% |
True |
False |
151,577 |
20 |
6,633.0 |
6,042.5 |
590.5 |
9.3% |
122.0 |
1.9% |
51% |
False |
False |
145,423 |
40 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
94.5 |
1.5% |
36% |
False |
False |
114,316 |
60 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
73.0 |
1.1% |
36% |
False |
False |
76,362 |
80 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
61.0 |
1.0% |
36% |
False |
False |
57,281 |
100 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
49.5 |
0.8% |
36% |
False |
False |
45,836 |
120 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
42.0 |
0.7% |
36% |
False |
False |
38,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,935.0 |
2.618 |
6,741.5 |
1.618 |
6,623.0 |
1.000 |
6,550.0 |
0.618 |
6,504.5 |
HIGH |
6,431.5 |
0.618 |
6,386.0 |
0.500 |
6,372.0 |
0.382 |
6,358.5 |
LOW |
6,313.0 |
0.618 |
6,240.0 |
1.000 |
6,194.5 |
1.618 |
6,121.5 |
2.618 |
6,003.0 |
4.250 |
5,809.5 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
6,372.0 |
6,362.0 |
PP |
6,362.5 |
6,355.5 |
S1 |
6,352.5 |
6,349.0 |
|