Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,250.2 |
1,243.4 |
-6.8 |
-0.5% |
1,224.8 |
High |
1,250.2 |
1,245.0 |
-5.2 |
-0.4% |
1,250.4 |
Low |
1,241.8 |
1,227.6 |
-14.2 |
-1.1% |
1,223.1 |
Close |
1,246.6 |
1,230.1 |
-16.5 |
-1.3% |
1,239.8 |
Range |
8.4 |
17.4 |
9.0 |
107.1% |
27.3 |
ATR |
14.0 |
14.4 |
0.4 |
2.6% |
0.0 |
Volume |
6,806 |
6,988 |
182 |
2.7% |
18,388 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.4 |
1,275.7 |
1,239.7 |
|
R3 |
1,269.0 |
1,258.3 |
1,234.9 |
|
R2 |
1,251.6 |
1,251.6 |
1,233.3 |
|
R1 |
1,240.9 |
1,240.9 |
1,231.7 |
1,237.6 |
PP |
1,234.2 |
1,234.2 |
1,234.2 |
1,232.6 |
S1 |
1,223.5 |
1,223.5 |
1,228.5 |
1,220.2 |
S2 |
1,216.8 |
1,216.8 |
1,226.9 |
|
S3 |
1,199.4 |
1,206.1 |
1,225.3 |
|
S4 |
1,182.0 |
1,188.7 |
1,220.5 |
|
|
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 |
1,256.2 |
1,227.6 |
28.6 |
2.3% |
11.3 |
0.9% |
9% |
False |
True |
7,734 |
10 |
1,256.2 |
1,218.8 |
37.4 |
3.0% |
11.8 |
1.0% |
30% |
False |
False |
5,325 |
20 |
1,256.2 |
1,184.8 |
71.4 |
5.8% |
13.8 |
1.1% |
63% |
False |
False |
3,694 |
40 |
1,298.4 |
1,184.8 |
113.6 |
9.2% |
13.6 |
1.1% |
40% |
False |
False |
3,086 |
60 |
1,323.0 |
1,184.8 |
138.2 |
11.2% |
12.7 |
1.0% |
33% |
False |
False |
2,409 |
80 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
12.6 |
1.0% |
28% |
False |
False |
2,061 |
100 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
12.0 |
1.0% |
28% |
False |
False |
1,695 |
120 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
10.9 |
0.9% |
28% |
False |
False |
1,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.0 |
2.618 |
1,290.6 |
1.618 |
1,273.2 |
1.000 |
1,262.4 |
0.618 |
1,255.8 |
HIGH |
1,245.0 |
0.618 |
1,238.4 |
0.500 |
1,236.3 |
0.382 |
1,234.2 |
LOW |
1,227.6 |
0.618 |
1,216.8 |
1.000 |
1,210.2 |
1.618 |
1,199.4 |
2.618 |
1,182.0 |
4.250 |
1,153.7 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,236.3 |
1,241.9 |
PP |
1,234.2 |
1,238.0 |
S1 |
1,232.2 |
1,234.0 |
|