Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,228.7 |
1,226.2 |
-2.5 |
-0.2% |
1,238.9 |
High |
1,232.6 |
1,236.0 |
3.4 |
0.3% |
1,256.2 |
Low |
1,226.1 |
1,223.6 |
-2.5 |
-0.2% |
1,227.6 |
Close |
1,230.2 |
1,230.3 |
0.1 |
0.0% |
1,232.8 |
Range |
6.5 |
12.4 |
5.9 |
90.8% |
28.6 |
ATR |
13.2 |
13.1 |
-0.1 |
-0.4% |
0.0 |
Volume |
5,337 |
4,595 |
-742 |
-13.9% |
40,932 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.2 |
1,261.1 |
1,237.1 |
|
R3 |
1,254.8 |
1,248.7 |
1,233.7 |
|
R2 |
1,242.4 |
1,242.4 |
1,232.6 |
|
R1 |
1,236.3 |
1,236.3 |
1,231.4 |
1,239.4 |
PP |
1,230.0 |
1,230.0 |
1,230.0 |
1,231.5 |
S1 |
1,223.9 |
1,223.9 |
1,229.2 |
1,227.0 |
S2 |
1,217.6 |
1,217.6 |
1,228.0 |
|
S3 |
1,205.2 |
1,211.5 |
1,226.9 |
|
S4 |
1,192.8 |
1,199.1 |
1,223.5 |
|
|
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 |
1,250.2 |
1,223.6 |
26.6 |
2.2% |
10.0 |
0.8% |
25% |
False |
True |
6,247 |
10 |
1,256.2 |
1,223.1 |
33.1 |
2.7% |
11.7 |
0.9% |
22% |
False |
False |
6,591 |
20 |
1,256.2 |
1,184.8 |
71.4 |
5.8% |
13.0 |
1.1% |
64% |
False |
False |
4,264 |
40 |
1,277.0 |
1,184.8 |
92.2 |
7.5% |
13.0 |
1.1% |
49% |
False |
False |
3,388 |
60 |
1,323.0 |
1,184.8 |
138.2 |
11.2% |
12.5 |
1.0% |
33% |
False |
False |
2,659 |
80 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
12.6 |
1.0% |
28% |
False |
False |
2,238 |
100 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
12.0 |
1.0% |
28% |
False |
False |
1,868 |
120 |
1,347.3 |
1,184.8 |
162.5 |
13.2% |
10.9 |
0.9% |
28% |
False |
False |
1,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.7 |
2.618 |
1,268.5 |
1.618 |
1,256.1 |
1.000 |
1,248.4 |
0.618 |
1,243.7 |
HIGH |
1,236.0 |
0.618 |
1,231.3 |
0.500 |
1,229.8 |
0.382 |
1,228.3 |
LOW |
1,223.6 |
0.618 |
1,215.9 |
1.000 |
1,211.2 |
1.618 |
1,203.5 |
2.618 |
1,191.1 |
4.250 |
1,170.9 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,230.1 |
1,230.1 |
PP |
1,230.0 |
1,230.0 |
S1 |
1,229.8 |
1,229.8 |
|