Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,847.50 |
1,877.25 |
29.75 |
1.6% |
1,884.75 |
High |
1,883.75 |
1,896.00 |
12.25 |
0.7% |
1,898.00 |
Low |
1,843.50 |
1,865.00 |
21.50 |
1.2% |
1,805.00 |
Close |
1,873.00 |
1,892.00 |
19.00 |
1.0% |
1,873.00 |
Range |
40.25 |
31.00 |
-9.25 |
-23.0% |
93.00 |
ATR |
32.22 |
32.13 |
-0.09 |
-0.3% |
0.00 |
Volume |
3,637 |
6,327 |
2,690 |
74.0% |
30,245 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.25 |
1,965.75 |
1,909.00 |
|
R3 |
1,946.25 |
1,934.75 |
1,900.50 |
|
R2 |
1,915.25 |
1,915.25 |
1,897.75 |
|
R1 |
1,903.75 |
1,903.75 |
1,894.75 |
1,909.50 |
PP |
1,884.25 |
1,884.25 |
1,884.25 |
1,887.25 |
S1 |
1,872.75 |
1,872.75 |
1,889.25 |
1,878.50 |
S2 |
1,853.25 |
1,853.25 |
1,886.25 |
|
S3 |
1,822.25 |
1,841.75 |
1,883.50 |
|
S4 |
1,791.25 |
1,810.75 |
1,875.00 |
|
|
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 |
1,896.00 |
1,805.00 |
91.00 |
4.8% |
44.50 |
2.3% |
96% |
True |
False |
6,532 |
10 |
1,960.25 |
1,805.00 |
155.25 |
8.2% |
43.25 |
2.3% |
56% |
False |
False |
5,113 |
20 |
1,984.75 |
1,805.00 |
179.75 |
9.5% |
33.75 |
1.8% |
48% |
False |
False |
3,609 |
40 |
2,006.50 |
1,805.00 |
201.50 |
10.7% |
23.50 |
1.2% |
43% |
False |
False |
1,971 |
60 |
2,006.50 |
1,805.00 |
201.50 |
10.7% |
21.00 |
1.1% |
43% |
False |
False |
1,330 |
80 |
2,006.50 |
1,805.00 |
201.50 |
10.7% |
18.50 |
1.0% |
43% |
False |
False |
1,005 |
100 |
2,006.50 |
1,805.00 |
201.50 |
10.7% |
16.00 |
0.8% |
43% |
False |
False |
807 |
120 |
2,006.50 |
1,805.00 |
201.50 |
10.7% |
14.00 |
0.7% |
43% |
False |
False |
674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.75 |
2.618 |
1,977.25 |
1.618 |
1,946.25 |
1.000 |
1,927.00 |
0.618 |
1,915.25 |
HIGH |
1,896.00 |
0.618 |
1,884.25 |
0.500 |
1,880.50 |
0.382 |
1,876.75 |
LOW |
1,865.00 |
0.618 |
1,845.75 |
1.000 |
1,834.00 |
1.618 |
1,814.75 |
2.618 |
1,783.75 |
4.250 |
1,733.25 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,888.25 |
1,878.75 |
PP |
1,884.25 |
1,865.50 |
S1 |
1,880.50 |
1,852.00 |
|