Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,243.4 |
1,233.6 |
-9.8 |
-0.8% |
1,238.9 |
High |
1,245.0 |
1,235.0 |
-10.0 |
-0.8% |
1,256.2 |
Low |
1,227.6 |
1,229.9 |
2.3 |
0.2% |
1,227.6 |
Close |
1,230.1 |
1,232.8 |
2.7 |
0.2% |
1,232.8 |
Range |
17.4 |
5.1 |
-12.3 |
-70.7% |
28.6 |
ATR |
14.4 |
13.7 |
-0.7 |
-4.6% |
0.0 |
Volume |
6,988 |
7,512 |
524 |
7.5% |
40,932 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.9 |
1,245.4 |
1,235.6 |
|
R3 |
1,242.8 |
1,240.3 |
1,234.2 |
|
R2 |
1,237.7 |
1,237.7 |
1,233.7 |
|
R1 |
1,235.2 |
1,235.2 |
1,233.3 |
1,233.9 |
PP |
1,232.6 |
1,232.6 |
1,232.6 |
1,231.9 |
S1 |
1,230.1 |
1,230.1 |
1,232.3 |
1,228.8 |
S2 |
1,227.5 |
1,227.5 |
1,231.9 |
|
S3 |
1,222.4 |
1,225.0 |
1,231.4 |
|
S4 |
1,217.3 |
1,219.9 |
1,230.0 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.7 |
1,307.3 |
1,248.5 |
|
R3 |
1,296.1 |
1,278.7 |
1,240.7 |
|
R2 |
1,267.5 |
1,267.5 |
1,238.0 |
|
R1 |
1,250.1 |
1,250.1 |
1,235.4 |
1,244.5 |
PP |
1,238.9 |
1,238.9 |
1,238.9 |
1,236.1 |
S1 |
1,221.5 |
1,221.5 |
1,230.2 |
1,215.9 |
S2 |
1,210.3 |
1,210.3 |
1,227.6 |
|
S3 |
1,181.7 |
1,192.9 |
1,224.9 |
|
S4 |
1,153.1 |
1,164.3 |
1,217.1 |
|
|
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% |
10.8 |
0.9% |
18% |
False |
False |
8,186 |
10 |
1,256.2 |
1,223.1 |
33.1 |
2.7% |
11.7 |
0.9% |
29% |
False |
False |
5,932 |
20 |
1,256.2 |
1,184.8 |
71.4 |
5.8% |
13.2 |
1.1% |
67% |
False |
False |
3,936 |
40 |
1,292.5 |
1,184.8 |
107.7 |
8.7% |
13.4 |
1.1% |
45% |
False |
False |
3,227 |
60 |
1,323.0 |
1,184.8 |
138.2 |
11.2% |
12.6 |
1.0% |
35% |
False |
False |
2,510 |
80 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
12.6 |
1.0% |
30% |
False |
False |
2,149 |
100 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
12.0 |
1.0% |
30% |
False |
False |
1,769 |
120 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
10.9 |
0.9% |
30% |
False |
False |
1,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.7 |
2.618 |
1,248.4 |
1.618 |
1,243.3 |
1.000 |
1,240.1 |
0.618 |
1,238.2 |
HIGH |
1,235.0 |
0.618 |
1,233.1 |
0.500 |
1,232.5 |
0.382 |
1,231.8 |
LOW |
1,229.9 |
0.618 |
1,226.7 |
1.000 |
1,224.8 |
1.618 |
1,221.6 |
2.618 |
1,216.5 |
4.250 |
1,208.2 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,232.7 |
1,238.9 |
PP |
1,232.6 |
1,236.9 |
S1 |
1,232.5 |
1,234.8 |
|