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 |
1,884.75 |
1,859.25 |
-25.50 |
-1.4% |
1,952.75 |
High |
1,898.00 |
1,884.75 |
-13.25 |
-0.7% |
1,963.00 |
Low |
1,856.00 |
1,857.00 |
1.00 |
0.1% |
1,885.50 |
Close |
1,857.75 |
1,867.00 |
9.25 |
0.5% |
1,886.50 |
Range |
42.00 |
27.75 |
-14.25 |
-33.9% |
77.50 |
ATR |
26.70 |
26.78 |
0.07 |
0.3% |
0.00 |
Volume |
3,911 |
5,171 |
1,260 |
32.2% |
16,871 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,952.75 |
1,937.75 |
1,882.25 |
|
R3 |
1,925.00 |
1,910.00 |
1,874.75 |
|
R2 |
1,897.25 |
1,897.25 |
1,872.00 |
|
R1 |
1,882.25 |
1,882.25 |
1,869.50 |
1,889.75 |
PP |
1,869.50 |
1,869.50 |
1,869.50 |
1,873.50 |
S1 |
1,854.50 |
1,854.50 |
1,864.50 |
1,862.00 |
S2 |
1,841.75 |
1,841.75 |
1,862.00 |
|
S3 |
1,814.00 |
1,826.75 |
1,859.25 |
|
S4 |
1,786.25 |
1,799.00 |
1,851.75 |
|
|
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% |
41.00 |
2.2% |
11% |
False |
False |
4,166 |
10 |
1,963.00 |
1,856.00 |
107.00 |
5.7% |
34.50 |
1.8% |
10% |
False |
False |
3,550 |
20 |
2,006.50 |
1,856.00 |
150.50 |
8.1% |
27.25 |
1.5% |
7% |
False |
False |
2,371 |
40 |
2,006.50 |
1,856.00 |
150.50 |
8.1% |
19.75 |
1.1% |
7% |
False |
False |
1,289 |
60 |
2,006.50 |
1,856.00 |
150.50 |
8.1% |
18.25 |
1.0% |
7% |
False |
False |
874 |
80 |
2,006.50 |
1,856.00 |
150.50 |
8.1% |
16.50 |
0.9% |
7% |
False |
False |
663 |
100 |
2,006.50 |
1,856.00 |
150.50 |
8.1% |
14.50 |
0.8% |
7% |
False |
False |
533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.75 |
2.618 |
1,957.50 |
1.618 |
1,929.75 |
1.000 |
1,912.50 |
0.618 |
1,902.00 |
HIGH |
1,884.75 |
0.618 |
1,874.25 |
0.500 |
1,871.00 |
0.382 |
1,867.50 |
LOW |
1,857.00 |
0.618 |
1,839.75 |
1.000 |
1,829.25 |
1.618 |
1,812.00 |
2.618 |
1,784.25 |
4.250 |
1,739.00 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,871.00 |
1,889.50 |
PP |
1,869.50 |
1,882.00 |
S1 |
1,868.25 |
1,874.50 |
|