Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,230.1 |
1,241.0 |
10.9 |
0.9% |
1,192.1 |
High |
1,250.4 |
1,245.5 |
-4.9 |
-0.4% |
1,233.6 |
Low |
1,223.1 |
1,237.0 |
13.9 |
1.1% |
1,184.8 |
Close |
1,245.5 |
1,241.9 |
-3.6 |
-0.3% |
1,222.3 |
Range |
27.3 |
8.5 |
-18.8 |
-68.9% |
48.8 |
ATR |
15.5 |
15.0 |
-0.5 |
-3.2% |
0.0 |
Volume |
7,857 |
1,939 |
-5,918 |
-75.3% |
10,115 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.0 |
1,262.9 |
1,246.6 |
|
R3 |
1,258.5 |
1,254.4 |
1,244.2 |
|
R2 |
1,250.0 |
1,250.0 |
1,243.5 |
|
R1 |
1,245.9 |
1,245.9 |
1,242.7 |
1,248.0 |
PP |
1,241.5 |
1,241.5 |
1,241.5 |
1,242.5 |
S1 |
1,237.4 |
1,237.4 |
1,241.1 |
1,239.5 |
S2 |
1,233.0 |
1,233.0 |
1,240.3 |
|
S3 |
1,224.5 |
1,228.9 |
1,239.6 |
|
S4 |
1,216.0 |
1,220.4 |
1,237.2 |
|
|
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% |
12.3 |
1.0% |
73% |
False |
False |
2,916 |
10 |
1,250.4 |
1,184.8 |
65.6 |
5.3% |
15.2 |
1.2% |
87% |
False |
False |
2,482 |
20 |
1,250.4 |
1,184.8 |
65.6 |
5.3% |
14.4 |
1.2% |
87% |
False |
False |
2,434 |
40 |
1,298.4 |
1,184.8 |
113.6 |
9.1% |
13.4 |
1.1% |
50% |
False |
False |
2,217 |
60 |
1,323.0 |
1,184.8 |
138.2 |
11.1% |
12.8 |
1.0% |
41% |
False |
False |
1,896 |
80 |
1,347.3 |
1,184.8 |
162.5 |
13.1% |
12.5 |
1.0% |
35% |
False |
False |
1,595 |
100 |
1,347.3 |
1,184.8 |
162.5 |
13.1% |
11.8 |
0.9% |
35% |
False |
False |
1,314 |
120 |
1,347.3 |
1,184.8 |
162.5 |
13.1% |
10.4 |
0.8% |
35% |
False |
False |
1,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.6 |
2.618 |
1,267.8 |
1.618 |
1,259.3 |
1.000 |
1,254.0 |
0.618 |
1,250.8 |
HIGH |
1,245.5 |
0.618 |
1,242.3 |
0.500 |
1,241.3 |
0.382 |
1,240.2 |
LOW |
1,237.0 |
0.618 |
1,231.7 |
1.000 |
1,228.5 |
1.618 |
1,223.2 |
2.618 |
1,214.7 |
4.250 |
1,200.9 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,241.7 |
1,240.2 |
PP |
1,241.5 |
1,238.5 |
S1 |
1,241.3 |
1,236.8 |
|