Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,233.6 |
1,228.7 |
-4.9 |
-0.4% |
1,238.9 |
High |
1,235.0 |
1,232.6 |
-2.4 |
-0.2% |
1,256.2 |
Low |
1,229.9 |
1,226.1 |
-3.8 |
-0.3% |
1,227.6 |
Close |
1,232.8 |
1,230.2 |
-2.6 |
-0.2% |
1,232.8 |
Range |
5.1 |
6.5 |
1.4 |
27.5% |
28.6 |
ATR |
13.7 |
13.2 |
-0.5 |
-3.6% |
0.0 |
Volume |
7,512 |
5,337 |
-2,175 |
-29.0% |
40,932 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.1 |
1,246.2 |
1,233.8 |
|
R3 |
1,242.6 |
1,239.7 |
1,232.0 |
|
R2 |
1,236.1 |
1,236.1 |
1,231.4 |
|
R1 |
1,233.2 |
1,233.2 |
1,230.8 |
1,234.7 |
PP |
1,229.6 |
1,229.6 |
1,229.6 |
1,230.4 |
S1 |
1,226.7 |
1,226.7 |
1,229.6 |
1,228.2 |
S2 |
1,223.1 |
1,223.1 |
1,229.0 |
|
S3 |
1,216.6 |
1,220.2 |
1,228.4 |
|
S4 |
1,210.1 |
1,213.7 |
1,226.6 |
|
|
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 |
1,226.1 |
30.1 |
2.4% |
9.3 |
0.8% |
14% |
False |
True |
8,780 |
10 |
1,256.2 |
1,223.1 |
33.1 |
2.7% |
11.0 |
0.9% |
21% |
False |
False |
6,189 |
20 |
1,256.2 |
1,184.8 |
71.4 |
5.8% |
13.2 |
1.1% |
64% |
False |
False |
4,110 |
40 |
1,291.0 |
1,184.8 |
106.2 |
8.6% |
13.4 |
1.1% |
43% |
False |
False |
3,318 |
60 |
1,323.0 |
1,184.8 |
138.2 |
11.2% |
12.4 |
1.0% |
33% |
False |
False |
2,590 |
80 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
12.5 |
1.0% |
28% |
False |
False |
2,207 |
100 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
11.9 |
1.0% |
28% |
False |
False |
1,822 |
120 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
10.8 |
0.9% |
28% |
False |
False |
1,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,260.2 |
2.618 |
1,249.6 |
1.618 |
1,243.1 |
1.000 |
1,239.1 |
0.618 |
1,236.6 |
HIGH |
1,232.6 |
0.618 |
1,230.1 |
0.500 |
1,229.4 |
0.382 |
1,228.6 |
LOW |
1,226.1 |
0.618 |
1,222.1 |
1.000 |
1,219.6 |
1.618 |
1,215.6 |
2.618 |
1,209.1 |
4.250 |
1,198.5 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,229.9 |
1,235.6 |
PP |
1,229.6 |
1,233.8 |
S1 |
1,229.4 |
1,232.0 |
|