Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
6,360.0 |
6,406.0 |
46.0 |
0.7% |
6,300.0 |
High |
6,415.0 |
6,454.0 |
39.0 |
0.6% |
6,409.0 |
Low |
6,355.0 |
6,396.5 |
41.5 |
0.7% |
6,198.5 |
Close |
6,384.0 |
6,426.0 |
42.0 |
0.7% |
6,365.0 |
Range |
60.0 |
57.5 |
-2.5 |
-4.2% |
210.5 |
ATR |
109.1 |
106.3 |
-2.8 |
-2.6% |
0.0 |
Volume |
90,149 |
109,939 |
19,790 |
22.0% |
591,079 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,598.0 |
6,569.5 |
6,457.5 |
|
R3 |
6,540.5 |
6,512.0 |
6,442.0 |
|
R2 |
6,483.0 |
6,483.0 |
6,436.5 |
|
R1 |
6,454.5 |
6,454.5 |
6,431.5 |
6,469.0 |
PP |
6,425.5 |
6,425.5 |
6,425.5 |
6,432.5 |
S1 |
6,397.0 |
6,397.0 |
6,420.5 |
6,411.0 |
S2 |
6,368.0 |
6,368.0 |
6,415.5 |
|
S3 |
6,310.5 |
6,339.5 |
6,410.0 |
|
S4 |
6,253.0 |
6,282.0 |
6,394.5 |
|
|
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 |
6,454.0 |
6,292.0 |
162.0 |
2.5% |
80.0 |
1.2% |
83% |
True |
False |
96,386 |
10 |
6,454.0 |
6,042.5 |
411.5 |
6.4% |
112.0 |
1.7% |
93% |
True |
False |
115,791 |
20 |
6,561.0 |
6,042.5 |
518.5 |
8.1% |
120.0 |
1.9% |
74% |
False |
False |
141,614 |
40 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
95.0 |
1.5% |
46% |
False |
False |
118,796 |
60 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
74.5 |
1.2% |
46% |
False |
False |
79,696 |
80 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
62.0 |
1.0% |
46% |
False |
False |
59,782 |
100 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
51.0 |
0.8% |
46% |
False |
False |
47,837 |
120 |
6,875.0 |
6,042.5 |
832.5 |
13.0% |
42.5 |
0.7% |
46% |
False |
False |
39,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,698.5 |
2.618 |
6,604.5 |
1.618 |
6,547.0 |
1.000 |
6,511.5 |
0.618 |
6,489.5 |
HIGH |
6,454.0 |
0.618 |
6,432.0 |
0.500 |
6,425.0 |
0.382 |
6,418.5 |
LOW |
6,396.5 |
0.618 |
6,361.0 |
1.000 |
6,339.0 |
1.618 |
6,303.5 |
2.618 |
6,246.0 |
4.250 |
6,152.0 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
6,426.0 |
6,412.0 |
PP |
6,425.5 |
6,397.5 |
S1 |
6,425.0 |
6,383.5 |
|