Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,238.8 |
1,238.9 |
0.1 |
0.0% |
1,224.8 |
High |
1,241.4 |
1,250.0 |
8.6 |
0.7% |
1,250.4 |
Low |
1,233.5 |
1,236.2 |
2.7 |
0.2% |
1,223.1 |
Close |
1,239.8 |
1,245.5 |
5.7 |
0.5% |
1,239.8 |
Range |
7.9 |
13.8 |
5.9 |
74.7% |
27.3 |
ATR |
14.6 |
14.5 |
-0.1 |
-0.4% |
0.0 |
Volume |
5,253 |
2,367 |
-2,886 |
-54.9% |
18,388 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.3 |
1,279.2 |
1,253.1 |
|
R3 |
1,271.5 |
1,265.4 |
1,249.3 |
|
R2 |
1,257.7 |
1,257.7 |
1,248.0 |
|
R1 |
1,251.6 |
1,251.6 |
1,246.8 |
1,254.7 |
PP |
1,243.9 |
1,243.9 |
1,243.9 |
1,245.4 |
S1 |
1,237.8 |
1,237.8 |
1,244.2 |
1,240.9 |
S2 |
1,230.1 |
1,230.1 |
1,243.0 |
|
S3 |
1,216.3 |
1,224.0 |
1,241.7 |
|
S4 |
1,202.5 |
1,210.2 |
1,237.9 |
|
|
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% |
12.7 |
1.0% |
82% |
False |
False |
3,599 |
10 |
1,250.4 |
1,204.7 |
45.7 |
3.7% |
12.5 |
1.0% |
89% |
False |
False |
2,986 |
20 |
1,250.4 |
1,184.8 |
65.6 |
5.3% |
14.3 |
1.2% |
93% |
False |
False |
2,659 |
40 |
1,298.4 |
1,184.8 |
113.6 |
9.1% |
13.3 |
1.1% |
53% |
False |
False |
2,371 |
60 |
1,323.0 |
1,184.8 |
138.2 |
11.1% |
12.6 |
1.0% |
44% |
False |
False |
1,999 |
80 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
12.5 |
1.0% |
37% |
False |
False |
1,681 |
100 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
11.9 |
1.0% |
37% |
False |
False |
1,387 |
120 |
1,347.3 |
1,184.8 |
162.5 |
13.0% |
10.6 |
0.8% |
37% |
False |
False |
1,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.7 |
2.618 |
1,286.1 |
1.618 |
1,272.3 |
1.000 |
1,263.8 |
0.618 |
1,258.5 |
HIGH |
1,250.0 |
0.618 |
1,244.7 |
0.500 |
1,243.1 |
0.382 |
1,241.5 |
LOW |
1,236.2 |
0.618 |
1,227.7 |
1.000 |
1,222.4 |
1.618 |
1,213.9 |
2.618 |
1,200.1 |
4.250 |
1,177.6 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,244.7 |
1,244.3 |
PP |
1,243.9 |
1,243.0 |
S1 |
1,243.1 |
1,241.8 |
|