Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,839.75 |
1,847.50 |
7.75 |
0.4% |
1,884.75 |
High |
1,861.75 |
1,883.75 |
22.00 |
1.2% |
1,898.00 |
Low |
1,808.25 |
1,843.50 |
35.25 |
1.9% |
1,805.00 |
Close |
1,842.50 |
1,873.00 |
30.50 |
1.7% |
1,873.00 |
Range |
53.50 |
40.25 |
-13.25 |
-24.8% |
93.00 |
ATR |
31.52 |
32.22 |
0.69 |
2.2% |
0.00 |
Volume |
11,763 |
3,637 |
-8,126 |
-69.1% |
30,245 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.50 |
1,970.50 |
1,895.25 |
|
R3 |
1,947.25 |
1,930.25 |
1,884.00 |
|
R2 |
1,907.00 |
1,907.00 |
1,880.50 |
|
R1 |
1,890.00 |
1,890.00 |
1,876.75 |
1,898.50 |
PP |
1,866.75 |
1,866.75 |
1,866.75 |
1,871.00 |
S1 |
1,849.75 |
1,849.75 |
1,869.25 |
1,858.25 |
S2 |
1,826.50 |
1,826.50 |
1,865.50 |
|
S3 |
1,786.25 |
1,809.50 |
1,862.00 |
|
S4 |
1,746.00 |
1,769.25 |
1,850.75 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,137.75 |
2,098.25 |
1,924.25 |
|
R3 |
2,044.75 |
2,005.25 |
1,898.50 |
|
R2 |
1,951.75 |
1,951.75 |
1,890.00 |
|
R1 |
1,912.25 |
1,912.25 |
1,881.50 |
1,885.50 |
PP |
1,858.75 |
1,858.75 |
1,858.75 |
1,845.25 |
S1 |
1,819.25 |
1,819.25 |
1,864.50 |
1,792.50 |
S2 |
1,765.75 |
1,765.75 |
1,856.00 |
|
S3 |
1,672.75 |
1,726.25 |
1,847.50 |
|
S4 |
1,579.75 |
1,633.25 |
1,821.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,898.00 |
1,805.00 |
93.00 |
5.0% |
46.50 |
2.5% |
73% |
False |
False |
6,049 |
10 |
1,963.00 |
1,805.00 |
158.00 |
8.4% |
42.00 |
2.2% |
43% |
False |
False |
4,711 |
20 |
1,995.00 |
1,805.00 |
190.00 |
10.1% |
33.25 |
1.8% |
36% |
False |
False |
3,368 |
40 |
2,006.50 |
1,805.00 |
201.50 |
10.8% |
23.00 |
1.2% |
34% |
False |
False |
1,814 |
60 |
2,006.50 |
1,805.00 |
201.50 |
10.8% |
20.75 |
1.1% |
34% |
False |
False |
1,225 |
80 |
2,006.50 |
1,805.00 |
201.50 |
10.8% |
18.25 |
1.0% |
34% |
False |
False |
926 |
100 |
2,006.50 |
1,805.00 |
201.50 |
10.8% |
15.75 |
0.8% |
34% |
False |
False |
744 |
120 |
2,006.50 |
1,805.00 |
201.50 |
10.8% |
14.00 |
0.7% |
34% |
False |
False |
621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,054.75 |
2.618 |
1,989.00 |
1.618 |
1,948.75 |
1.000 |
1,924.00 |
0.618 |
1,908.50 |
HIGH |
1,883.75 |
0.618 |
1,868.25 |
0.500 |
1,863.50 |
0.382 |
1,859.00 |
LOW |
1,843.50 |
0.618 |
1,818.75 |
1.000 |
1,803.25 |
1.618 |
1,778.50 |
2.618 |
1,738.25 |
4.250 |
1,672.50 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,870.00 |
1,863.50 |
PP |
1,866.75 |
1,854.00 |
S1 |
1,863.50 |
1,844.50 |
|