Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,228.5 |
1,212.7 |
-15.8 |
-1.3% |
1,238.9 |
High |
1,231.0 |
1,217.3 |
-13.7 |
-1.1% |
1,256.2 |
Low |
1,209.4 |
1,196.6 |
-12.8 |
-1.1% |
1,227.6 |
Close |
1,225.9 |
1,199.5 |
-26.4 |
-2.2% |
1,232.8 |
Range |
21.6 |
20.7 |
-0.9 |
-4.2% |
28.6 |
ATR |
13.7 |
14.9 |
1.1 |
8.1% |
0.0 |
Volume |
2,530 |
8,878 |
6,348 |
250.9% |
40,932 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.6 |
1,253.7 |
1,210.9 |
|
R3 |
1,245.9 |
1,233.0 |
1,205.2 |
|
R2 |
1,225.2 |
1,225.2 |
1,203.3 |
|
R1 |
1,212.3 |
1,212.3 |
1,201.4 |
1,208.4 |
PP |
1,204.5 |
1,204.5 |
1,204.5 |
1,202.5 |
S1 |
1,191.6 |
1,191.6 |
1,197.6 |
1,187.7 |
S2 |
1,183.8 |
1,183.8 |
1,195.7 |
|
S3 |
1,163.1 |
1,170.9 |
1,193.8 |
|
S4 |
1,142.4 |
1,150.2 |
1,188.1 |
|
|
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 |
1,236.0 |
1,196.6 |
39.4 |
3.3% |
13.3 |
1.1% |
7% |
False |
True |
5,770 |
10 |
1,256.2 |
1,196.6 |
59.6 |
5.0% |
12.3 |
1.0% |
5% |
False |
True |
6,752 |
20 |
1,256.2 |
1,184.8 |
71.4 |
6.0% |
13.7 |
1.1% |
21% |
False |
False |
4,617 |
40 |
1,275.1 |
1,184.8 |
90.3 |
7.5% |
13.5 |
1.1% |
16% |
False |
False |
3,558 |
60 |
1,323.0 |
1,184.8 |
138.2 |
11.5% |
12.7 |
1.1% |
11% |
False |
False |
2,804 |
80 |
1,347.3 |
1,184.8 |
162.5 |
13.5% |
12.8 |
1.1% |
9% |
False |
False |
2,358 |
100 |
1,347.3 |
1,184.8 |
162.5 |
13.5% |
12.4 |
1.0% |
9% |
False |
False |
1,979 |
120 |
1,347.3 |
1,184.8 |
162.5 |
13.5% |
11.1 |
0.9% |
9% |
False |
False |
1,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.3 |
2.618 |
1,271.5 |
1.618 |
1,250.8 |
1.000 |
1,238.0 |
0.618 |
1,230.1 |
HIGH |
1,217.3 |
0.618 |
1,209.4 |
0.500 |
1,207.0 |
0.382 |
1,204.5 |
LOW |
1,196.6 |
0.618 |
1,183.8 |
1.000 |
1,175.9 |
1.618 |
1,163.1 |
2.618 |
1,142.4 |
4.250 |
1,108.6 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,207.0 |
1,216.3 |
PP |
1,204.5 |
1,210.7 |
S1 |
1,202.0 |
1,205.1 |
|