Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,050.2 |
1,049.9 |
-0.3 |
0.0% |
1,100.0 |
High |
1,063.4 |
1,051.0 |
-12.4 |
-1.2% |
1,100.0 |
Low |
1,050.2 |
1,038.9 |
-11.3 |
-1.1% |
1,041.8 |
Close |
1,055.6 |
1,059.8 |
4.2 |
0.4% |
1,044.4 |
Range |
13.2 |
12.1 |
-1.1 |
-8.3% |
58.2 |
ATR |
15.7 |
15.7 |
0.1 |
0.5% |
0.0 |
Volume |
38 |
11 |
-27 |
-71.1% |
199 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,086.3 |
1,085.0 |
1,066.5 |
|
R3 |
1,074.0 |
1,073.0 |
1,063.3 |
|
R2 |
1,062.0 |
1,062.0 |
1,062.0 |
|
R1 |
1,061.0 |
1,061.0 |
1,061.0 |
1,061.5 |
PP |
1,050.0 |
1,050.0 |
1,050.0 |
1,050.3 |
S1 |
1,048.8 |
1,048.8 |
1,058.8 |
1,049.3 |
S2 |
1,037.8 |
1,037.8 |
1,057.5 |
|
S3 |
1,025.8 |
1,036.8 |
1,056.5 |
|
S4 |
1,013.5 |
1,024.5 |
1,053.3 |
|
|
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 |
3.8% |
18.3 |
1.7% |
51% |
False |
False |
15 |
10 |
1,100.0 |
1,038.8 |
61.2 |
5.8% |
16.8 |
1.6% |
34% |
False |
False |
30 |
20 |
1,149.8 |
1,038.8 |
111.0 |
10.5% |
13.0 |
1.2% |
19% |
False |
False |
28 |
40 |
1,168.1 |
1,038.8 |
129.3 |
12.2% |
6.5 |
0.6% |
16% |
False |
False |
14 |
60 |
1,168.1 |
1,038.8 |
129.3 |
12.2% |
4.3 |
0.4% |
16% |
False |
False |
90 |
80 |
1,195.6 |
1,038.8 |
156.8 |
14.8% |
3.3 |
0.3% |
13% |
False |
False |
458 |
100 |
1,195.6 |
1,038.8 |
156.8 |
14.8% |
2.5 |
0.2% |
13% |
False |
False |
421 |
120 |
1,195.6 |
1,038.8 |
156.8 |
14.8% |
2.3 |
0.2% |
13% |
False |
False |
378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,102.5 |
2.618 |
1,082.8 |
1.618 |
1,070.5 |
1.000 |
1,063.0 |
0.618 |
1,058.5 |
HIGH |
1,051.0 |
0.618 |
1,046.5 |
0.500 |
1,045.0 |
0.382 |
1,043.5 |
LOW |
1,039.0 |
0.618 |
1,031.5 |
1.000 |
1,026.8 |
1.618 |
1,019.3 |
2.618 |
1,007.3 |
4.250 |
987.5 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,054.8 |
1,057.0 |
PP |
1,050.0 |
1,054.0 |
S1 |
1,045.0 |
1,051.0 |
|