Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,053.9 |
1,038.8 |
-15.1 |
-1.4% |
1,100.0 |
High |
1,067.2 |
1,055.2 |
-12.0 |
-1.1% |
1,100.0 |
Low |
1,041.8 |
1,038.8 |
-3.0 |
-0.3% |
1,041.8 |
Close |
1,044.4 |
1,039.8 |
-4.6 |
-0.4% |
1,044.4 |
Range |
25.4 |
16.4 |
-9.0 |
-35.4% |
58.2 |
ATR |
15.0 |
15.1 |
0.1 |
0.7% |
0.0 |
Volume |
12 |
6 |
-6 |
-50.0% |
199 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,093.8 |
1,083.3 |
1,048.8 |
|
R3 |
1,077.5 |
1,066.8 |
1,044.3 |
|
R2 |
1,061.0 |
1,061.0 |
1,042.8 |
|
R1 |
1,050.5 |
1,050.5 |
1,041.3 |
1,055.8 |
PP |
1,044.5 |
1,044.5 |
1,044.5 |
1,047.3 |
S1 |
1,034.0 |
1,034.0 |
1,038.3 |
1,039.3 |
S2 |
1,028.3 |
1,028.3 |
1,036.8 |
|
S3 |
1,011.8 |
1,017.5 |
1,035.3 |
|
S4 |
995.5 |
1,001.3 |
1,030.8 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.8 |
1,198.8 |
1,076.5 |
|
R3 |
1,178.5 |
1,140.5 |
1,060.5 |
|
R2 |
1,120.3 |
1,120.3 |
1,055.0 |
|
R1 |
1,082.3 |
1,082.3 |
1,049.8 |
1,072.3 |
PP |
1,062.0 |
1,062.0 |
1,062.0 |
1,057.0 |
S1 |
1,024.3 |
1,024.3 |
1,039.0 |
1,014.0 |
S2 |
1,003.8 |
1,003.8 |
1,033.8 |
|
S3 |
945.8 |
966.0 |
1,028.5 |
|
S4 |
887.5 |
907.8 |
1,012.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,083.0 |
1,038.8 |
44.2 |
4.3% |
20.5 |
2.0% |
2% |
False |
True |
29 |
10 |
1,102.6 |
1,038.8 |
63.8 |
6.1% |
16.8 |
1.6% |
2% |
False |
True |
30 |
20 |
1,149.8 |
1,038.8 |
111.0 |
10.7% |
11.8 |
1.1% |
1% |
False |
True |
26 |
40 |
1,168.1 |
1,038.8 |
129.3 |
12.4% |
6.0 |
0.6% |
1% |
False |
True |
13 |
60 |
1,168.1 |
1,038.8 |
129.3 |
12.4% |
4.0 |
0.4% |
1% |
False |
True |
143 |
80 |
1,195.6 |
1,038.8 |
156.8 |
15.1% |
3.0 |
0.3% |
1% |
False |
True |
507 |
100 |
1,195.6 |
1,038.8 |
156.8 |
15.1% |
2.3 |
0.2% |
1% |
False |
True |
421 |
120 |
1,195.6 |
1,038.8 |
156.8 |
15.1% |
2.0 |
0.2% |
1% |
False |
True |
391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.0 |
2.618 |
1,098.3 |
1.618 |
1,081.8 |
1.000 |
1,071.5 |
0.618 |
1,065.3 |
HIGH |
1,055.3 |
0.618 |
1,049.0 |
0.500 |
1,047.0 |
0.382 |
1,045.0 |
LOW |
1,038.8 |
0.618 |
1,028.8 |
1.000 |
1,022.5 |
1.618 |
1,012.3 |
2.618 |
995.8 |
4.250 |
969.0 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,047.0 |
1,059.3 |
PP |
1,044.5 |
1,052.8 |
S1 |
1,042.3 |
1,046.3 |
|