Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,241.0 |
1,238.8 |
-2.2 |
-0.2% |
1,224.8 |
High |
1,245.5 |
1,241.4 |
-4.1 |
-0.3% |
1,250.4 |
Low |
1,237.0 |
1,233.5 |
-3.5 |
-0.3% |
1,223.1 |
Close |
1,241.9 |
1,239.8 |
-2.1 |
-0.2% |
1,239.8 |
Range |
8.5 |
7.9 |
-0.6 |
-7.1% |
27.3 |
ATR |
15.0 |
14.6 |
-0.5 |
-3.2% |
0.0 |
Volume |
1,939 |
5,253 |
3,314 |
170.9% |
18,388 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.9 |
1,258.8 |
1,244.1 |
|
R3 |
1,254.0 |
1,250.9 |
1,242.0 |
|
R2 |
1,246.1 |
1,246.1 |
1,241.2 |
|
R1 |
1,243.0 |
1,243.0 |
1,240.5 |
1,244.6 |
PP |
1,238.2 |
1,238.2 |
1,238.2 |
1,239.0 |
S1 |
1,235.1 |
1,235.1 |
1,239.1 |
1,236.7 |
S2 |
1,230.3 |
1,230.3 |
1,238.4 |
|
S3 |
1,222.4 |
1,227.2 |
1,237.6 |
|
S4 |
1,214.5 |
1,219.3 |
1,235.5 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.7 |
1,307.0 |
1,254.8 |
|
R3 |
1,292.4 |
1,279.7 |
1,247.3 |
|
R2 |
1,265.1 |
1,265.1 |
1,244.8 |
|
R1 |
1,252.4 |
1,252.4 |
1,242.3 |
1,258.8 |
PP |
1,237.8 |
1,237.8 |
1,237.8 |
1,240.9 |
S1 |
1,225.1 |
1,225.1 |
1,237.3 |
1,231.5 |
S2 |
1,210.5 |
1,210.5 |
1,234.8 |
|
S3 |
1,183.2 |
1,197.8 |
1,232.3 |
|
S4 |
1,155.9 |
1,170.5 |
1,224.8 |
|
|
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 |
1,223.1 |
27.3 |
2.2% |
12.6 |
1.0% |
61% |
False |
False |
3,677 |
10 |
1,250.4 |
1,184.8 |
65.6 |
5.3% |
13.7 |
1.1% |
84% |
False |
False |
2,850 |
20 |
1,250.4 |
1,184.8 |
65.6 |
5.3% |
14.1 |
1.1% |
84% |
False |
False |
2,632 |
40 |
1,298.4 |
1,184.8 |
113.6 |
9.2% |
13.2 |
1.1% |
48% |
False |
False |
2,329 |
60 |
1,323.0 |
1,184.8 |
138.2 |
11.1% |
12.6 |
1.0% |
40% |
False |
False |
1,977 |
80 |
1,347.3 |
1,184.8 |
162.5 |
13.1% |
12.5 |
1.0% |
34% |
False |
False |
1,657 |
100 |
1,347.3 |
1,184.8 |
162.5 |
13.1% |
11.8 |
0.9% |
34% |
False |
False |
1,365 |
120 |
1,347.3 |
1,184.8 |
162.5 |
13.1% |
10.5 |
0.8% |
34% |
False |
False |
1,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.0 |
2.618 |
1,262.1 |
1.618 |
1,254.2 |
1.000 |
1,249.3 |
0.618 |
1,246.3 |
HIGH |
1,241.4 |
0.618 |
1,238.4 |
0.500 |
1,237.5 |
0.382 |
1,236.5 |
LOW |
1,233.5 |
0.618 |
1,228.6 |
1.000 |
1,225.6 |
1.618 |
1,220.7 |
2.618 |
1,212.8 |
4.250 |
1,199.9 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,239.0 |
1,238.8 |
PP |
1,238.2 |
1,237.8 |
S1 |
1,237.5 |
1,236.8 |
|