Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,221.7 |
1,224.4 |
2.7 |
0.2% |
1,192.1 |
High |
1,233.6 |
1,225.4 |
-8.2 |
-0.7% |
1,233.6 |
Low |
1,220.3 |
1,218.8 |
-1.5 |
-0.1% |
1,184.8 |
Close |
1,225.9 |
1,222.3 |
-3.6 |
-0.3% |
1,222.3 |
Range |
13.3 |
6.6 |
-6.7 |
-50.4% |
48.8 |
ATR |
15.8 |
15.2 |
-0.6 |
-3.9% |
0.0 |
Volume |
2,607 |
1,446 |
-1,161 |
-44.5% |
10,115 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.0 |
1,238.7 |
1,225.9 |
|
R3 |
1,235.4 |
1,232.1 |
1,224.1 |
|
R2 |
1,228.8 |
1,228.8 |
1,223.5 |
|
R1 |
1,225.5 |
1,225.5 |
1,222.9 |
1,223.9 |
PP |
1,222.2 |
1,222.2 |
1,222.2 |
1,221.3 |
S1 |
1,218.9 |
1,218.9 |
1,221.7 |
1,217.3 |
S2 |
1,215.6 |
1,215.6 |
1,221.1 |
|
S3 |
1,209.0 |
1,212.3 |
1,220.5 |
|
S4 |
1,202.4 |
1,205.7 |
1,218.7 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.0 |
1,339.9 |
1,249.1 |
|
R3 |
1,311.2 |
1,291.1 |
1,235.7 |
|
R2 |
1,262.4 |
1,262.4 |
1,231.2 |
|
R1 |
1,242.3 |
1,242.3 |
1,226.8 |
1,252.4 |
PP |
1,213.6 |
1,213.6 |
1,213.6 |
1,218.6 |
S1 |
1,193.5 |
1,193.5 |
1,217.8 |
1,203.6 |
S2 |
1,164.8 |
1,164.8 |
1,213.4 |
|
S3 |
1,116.0 |
1,144.7 |
1,208.9 |
|
S4 |
1,067.2 |
1,095.9 |
1,195.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,233.6 |
1,184.8 |
48.8 |
4.0% |
14.8 |
1.2% |
77% |
False |
False |
2,023 |
10 |
1,233.6 |
1,184.8 |
48.8 |
4.0% |
14.8 |
1.2% |
77% |
False |
False |
1,940 |
20 |
1,243.7 |
1,184.8 |
58.9 |
4.8% |
13.9 |
1.1% |
64% |
False |
False |
2,101 |
40 |
1,315.9 |
1,184.8 |
131.1 |
10.7% |
13.1 |
1.1% |
29% |
False |
False |
1,942 |
60 |
1,323.0 |
1,184.8 |
138.2 |
11.3% |
12.4 |
1.0% |
27% |
False |
False |
1,722 |
80 |
1,347.3 |
1,184.8 |
162.5 |
13.3% |
12.7 |
1.0% |
23% |
False |
False |
1,442 |
100 |
1,347.3 |
1,184.8 |
162.5 |
13.3% |
11.4 |
0.9% |
23% |
False |
False |
1,224 |
120 |
1,347.3 |
1,184.8 |
162.5 |
13.3% |
10.2 |
0.8% |
23% |
False |
False |
1,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,253.5 |
2.618 |
1,242.7 |
1.618 |
1,236.1 |
1.000 |
1,232.0 |
0.618 |
1,229.5 |
HIGH |
1,225.4 |
0.618 |
1,222.9 |
0.500 |
1,222.1 |
0.382 |
1,221.3 |
LOW |
1,218.8 |
0.618 |
1,214.7 |
1.000 |
1,212.2 |
1.618 |
1,208.1 |
2.618 |
1,201.5 |
4.250 |
1,190.8 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,222.2 |
1,221.5 |
PP |
1,222.2 |
1,220.6 |
S1 |
1,222.1 |
1,219.8 |
|