Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,237.0 |
1,230.1 |
-6.9 |
-0.6% |
1,192.1 |
High |
1,238.0 |
1,250.4 |
12.4 |
1.0% |
1,233.6 |
Low |
1,232.1 |
1,223.1 |
-9.0 |
-0.7% |
1,184.8 |
Close |
1,234.9 |
1,245.5 |
10.6 |
0.9% |
1,222.3 |
Range |
5.9 |
27.3 |
21.4 |
362.7% |
48.8 |
ATR |
14.6 |
15.5 |
0.9 |
6.2% |
0.0 |
Volume |
580 |
7,857 |
7,277 |
1,254.7% |
10,115 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.6 |
1,310.8 |
1,260.5 |
|
R3 |
1,294.3 |
1,283.5 |
1,253.0 |
|
R2 |
1,267.0 |
1,267.0 |
1,250.5 |
|
R1 |
1,256.2 |
1,256.2 |
1,248.0 |
1,261.6 |
PP |
1,239.7 |
1,239.7 |
1,239.7 |
1,242.4 |
S1 |
1,228.9 |
1,228.9 |
1,243.0 |
1,234.3 |
S2 |
1,212.4 |
1,212.4 |
1,240.5 |
|
S3 |
1,185.1 |
1,201.6 |
1,238.0 |
|
S4 |
1,157.8 |
1,174.3 |
1,230.5 |
|
|
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 |
1,250.4 |
1,218.8 |
31.6 |
2.5% |
13.3 |
1.1% |
84% |
True |
False |
3,049 |
10 |
1,250.4 |
1,184.8 |
65.6 |
5.3% |
15.7 |
1.3% |
93% |
True |
False |
2,391 |
20 |
1,250.4 |
1,184.8 |
65.6 |
5.3% |
14.5 |
1.2% |
93% |
True |
False |
2,392 |
40 |
1,299.0 |
1,184.8 |
114.2 |
9.2% |
13.4 |
1.1% |
53% |
False |
False |
2,183 |
60 |
1,323.0 |
1,184.8 |
138.2 |
11.1% |
12.7 |
1.0% |
44% |
False |
False |
1,871 |
80 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
12.6 |
1.0% |
37% |
False |
False |
1,575 |
100 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
11.8 |
0.9% |
37% |
False |
False |
1,297 |
120 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
10.4 |
0.8% |
37% |
False |
False |
1,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.4 |
2.618 |
1,321.9 |
1.618 |
1,294.6 |
1.000 |
1,277.7 |
0.618 |
1,267.3 |
HIGH |
1,250.4 |
0.618 |
1,240.0 |
0.500 |
1,236.8 |
0.382 |
1,233.5 |
LOW |
1,223.1 |
0.618 |
1,206.2 |
1.000 |
1,195.8 |
1.618 |
1,178.9 |
2.618 |
1,151.6 |
4.250 |
1,107.1 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,242.6 |
1,242.6 |
PP |
1,239.7 |
1,239.7 |
S1 |
1,236.8 |
1,236.8 |
|