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 |
1,909.75 |
1,884.75 |
-25.00 |
-1.3% |
1,952.75 |
High |
1,923.25 |
1,898.00 |
-25.25 |
-1.3% |
1,963.00 |
Low |
1,885.50 |
1,856.00 |
-29.50 |
-1.6% |
1,885.50 |
Close |
1,886.50 |
1,857.75 |
-28.75 |
-1.5% |
1,886.50 |
Range |
37.75 |
42.00 |
4.25 |
11.3% |
77.50 |
ATR |
25.53 |
26.70 |
1.18 |
4.6% |
0.00 |
Volume |
4,140 |
3,911 |
-229 |
-5.5% |
16,871 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.50 |
1,969.25 |
1,880.75 |
|
R3 |
1,954.50 |
1,927.25 |
1,869.25 |
|
R2 |
1,912.50 |
1,912.50 |
1,865.50 |
|
R1 |
1,885.25 |
1,885.25 |
1,861.50 |
1,878.00 |
PP |
1,870.50 |
1,870.50 |
1,870.50 |
1,867.00 |
S1 |
1,843.25 |
1,843.25 |
1,854.00 |
1,836.00 |
S2 |
1,828.50 |
1,828.50 |
1,850.00 |
|
S3 |
1,786.50 |
1,801.25 |
1,846.25 |
|
S4 |
1,744.50 |
1,759.25 |
1,834.75 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,144.25 |
2,092.75 |
1,929.00 |
|
R3 |
2,066.75 |
2,015.25 |
1,907.75 |
|
R2 |
1,989.25 |
1,989.25 |
1,900.75 |
|
R1 |
1,937.75 |
1,937.75 |
1,893.50 |
1,924.75 |
PP |
1,911.75 |
1,911.75 |
1,911.75 |
1,905.00 |
S1 |
1,860.25 |
1,860.25 |
1,879.50 |
1,847.25 |
S2 |
1,834.25 |
1,834.25 |
1,872.25 |
|
S3 |
1,756.75 |
1,782.75 |
1,865.25 |
|
S4 |
1,679.25 |
1,705.25 |
1,844.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,960.25 |
1,856.00 |
104.25 |
5.6% |
42.00 |
2.3% |
2% |
False |
True |
3,694 |
10 |
1,970.00 |
1,856.00 |
114.00 |
6.1% |
33.50 |
1.8% |
2% |
False |
True |
3,228 |
20 |
2,006.50 |
1,856.00 |
150.50 |
8.1% |
27.00 |
1.5% |
1% |
False |
True |
2,126 |
40 |
2,006.50 |
1,856.00 |
150.50 |
8.1% |
19.25 |
1.0% |
1% |
False |
True |
1,161 |
60 |
2,006.50 |
1,856.00 |
150.50 |
8.1% |
17.75 |
1.0% |
1% |
False |
True |
789 |
80 |
2,006.50 |
1,856.00 |
150.50 |
8.1% |
16.25 |
0.9% |
1% |
False |
True |
600 |
100 |
2,006.50 |
1,856.00 |
150.50 |
8.1% |
14.00 |
0.8% |
1% |
False |
True |
481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,076.50 |
2.618 |
2,008.00 |
1.618 |
1,966.00 |
1.000 |
1,940.00 |
0.618 |
1,924.00 |
HIGH |
1,898.00 |
0.618 |
1,882.00 |
0.500 |
1,877.00 |
0.382 |
1,872.00 |
LOW |
1,856.00 |
0.618 |
1,830.00 |
1.000 |
1,814.00 |
1.618 |
1,788.00 |
2.618 |
1,746.00 |
4.250 |
1,677.50 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,877.00 |
1,908.00 |
PP |
1,870.50 |
1,891.25 |
S1 |
1,864.25 |
1,874.50 |
|