Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,038.8 |
1,050.2 |
11.4 |
1.1% |
1,100.0 |
High |
1,055.2 |
1,063.4 |
8.2 |
0.8% |
1,100.0 |
Low |
1,038.8 |
1,050.2 |
11.4 |
1.1% |
1,041.8 |
Close |
1,039.8 |
1,055.6 |
15.8 |
1.5% |
1,044.4 |
Range |
16.4 |
13.2 |
-3.2 |
-19.5% |
58.2 |
ATR |
15.1 |
15.7 |
0.6 |
4.0% |
0.0 |
Volume |
6 |
38 |
32 |
533.3% |
199 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,096.0 |
1,089.0 |
1,062.8 |
|
R3 |
1,082.8 |
1,075.8 |
1,059.3 |
|
R2 |
1,069.5 |
1,069.5 |
1,058.0 |
|
R1 |
1,062.5 |
1,062.5 |
1,056.8 |
1,066.0 |
PP |
1,056.5 |
1,056.5 |
1,056.5 |
1,058.3 |
S1 |
1,049.5 |
1,049.5 |
1,054.5 |
1,053.0 |
S2 |
1,043.3 |
1,043.3 |
1,053.3 |
|
S3 |
1,030.0 |
1,036.3 |
1,052.0 |
|
S4 |
1,016.8 |
1,023.0 |
1,048.3 |
|
|
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 |
1,079.6 |
1,038.8 |
40.8 |
3.9% |
19.3 |
1.8% |
41% |
False |
False |
19 |
10 |
1,100.0 |
1,038.8 |
61.2 |
5.8% |
17.0 |
1.6% |
27% |
False |
False |
34 |
20 |
1,149.8 |
1,038.8 |
111.0 |
10.5% |
12.3 |
1.2% |
15% |
False |
False |
28 |
40 |
1,168.1 |
1,038.8 |
129.3 |
12.2% |
6.3 |
0.6% |
13% |
False |
False |
14 |
60 |
1,168.1 |
1,038.8 |
129.3 |
12.2% |
4.3 |
0.4% |
13% |
False |
False |
117 |
80 |
1,195.6 |
1,038.8 |
156.8 |
14.9% |
3.0 |
0.3% |
11% |
False |
False |
483 |
100 |
1,195.6 |
1,038.8 |
156.8 |
14.9% |
2.5 |
0.2% |
11% |
False |
False |
421 |
120 |
1,195.6 |
1,038.8 |
156.8 |
14.9% |
2.0 |
0.2% |
11% |
False |
False |
385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,119.5 |
2.618 |
1,098.0 |
1.618 |
1,084.8 |
1.000 |
1,076.5 |
0.618 |
1,071.5 |
HIGH |
1,063.5 |
0.618 |
1,058.3 |
0.500 |
1,056.8 |
0.382 |
1,055.3 |
LOW |
1,050.3 |
0.618 |
1,042.0 |
1.000 |
1,037.0 |
1.618 |
1,028.8 |
2.618 |
1,015.8 |
4.250 |
994.0 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,056.8 |
1,054.8 |
PP |
1,056.5 |
1,053.8 |
S1 |
1,056.0 |
1,053.0 |
|