Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
6,390.5 |
6,360.0 |
-30.5 |
-0.5% |
6,300.0 |
High |
6,431.5 |
6,415.0 |
-16.5 |
-0.3% |
6,409.0 |
Low |
6,313.0 |
6,355.0 |
42.0 |
0.7% |
6,198.5 |
Close |
6,342.5 |
6,384.0 |
41.5 |
0.7% |
6,365.0 |
Range |
118.5 |
60.0 |
-58.5 |
-49.4% |
210.5 |
ATR |
111.9 |
109.1 |
-2.8 |
-2.5% |
0.0 |
Volume |
81,282 |
90,149 |
8,867 |
10.9% |
591,079 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,564.5 |
6,534.5 |
6,417.0 |
|
R3 |
6,504.5 |
6,474.5 |
6,400.5 |
|
R2 |
6,444.5 |
6,444.5 |
6,395.0 |
|
R1 |
6,414.5 |
6,414.5 |
6,389.5 |
6,429.5 |
PP |
6,384.5 |
6,384.5 |
6,384.5 |
6,392.0 |
S1 |
6,354.5 |
6,354.5 |
6,378.5 |
6,369.5 |
S2 |
6,324.5 |
6,324.5 |
6,373.0 |
|
S3 |
6,264.5 |
6,294.5 |
6,367.5 |
|
S4 |
6,204.5 |
6,234.5 |
6,351.0 |
|
|
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 |
6,292.0 |
139.5 |
2.2% |
83.0 |
1.3% |
66% |
False |
False |
95,169 |
10 |
6,431.5 |
6,042.5 |
389.0 |
6.1% |
131.0 |
2.1% |
88% |
False |
False |
136,393 |
20 |
6,594.0 |
6,042.5 |
551.5 |
8.6% |
121.5 |
1.9% |
62% |
False |
False |
144,328 |
40 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
95.0 |
1.5% |
41% |
False |
False |
116,451 |
60 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
74.0 |
1.2% |
41% |
False |
False |
77,864 |
80 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
62.0 |
1.0% |
41% |
False |
False |
58,408 |
100 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
50.5 |
0.8% |
41% |
False |
False |
46,737 |
120 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
42.5 |
0.7% |
41% |
False |
False |
38,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,670.0 |
2.618 |
6,572.0 |
1.618 |
6,512.0 |
1.000 |
6,475.0 |
0.618 |
6,452.0 |
HIGH |
6,415.0 |
0.618 |
6,392.0 |
0.500 |
6,385.0 |
0.382 |
6,378.0 |
LOW |
6,355.0 |
0.618 |
6,318.0 |
1.000 |
6,295.0 |
1.618 |
6,258.0 |
2.618 |
6,198.0 |
4.250 |
6,100.0 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
6,385.0 |
6,380.0 |
PP |
6,384.5 |
6,376.0 |
S1 |
6,384.5 |
6,372.0 |
|