Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,877.25 |
1,892.00 |
14.75 |
0.8% |
1,884.75 |
High |
1,896.00 |
1,931.50 |
35.50 |
1.9% |
1,898.00 |
Low |
1,865.00 |
1,879.50 |
14.50 |
0.8% |
1,805.00 |
Close |
1,892.00 |
1,930.00 |
38.00 |
2.0% |
1,873.00 |
Range |
31.00 |
52.00 |
21.00 |
67.7% |
93.00 |
ATR |
32.13 |
33.55 |
1.42 |
4.4% |
0.00 |
Volume |
6,327 |
3,127 |
-3,200 |
-50.6% |
30,245 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,069.75 |
2,051.75 |
1,958.50 |
|
R3 |
2,017.75 |
1,999.75 |
1,944.25 |
|
R2 |
1,965.75 |
1,965.75 |
1,939.50 |
|
R1 |
1,947.75 |
1,947.75 |
1,934.75 |
1,956.75 |
PP |
1,913.75 |
1,913.75 |
1,913.75 |
1,918.00 |
S1 |
1,895.75 |
1,895.75 |
1,925.25 |
1,904.75 |
S2 |
1,861.75 |
1,861.75 |
1,920.50 |
|
S3 |
1,809.75 |
1,843.75 |
1,915.75 |
|
S4 |
1,757.75 |
1,791.75 |
1,901.50 |
|
|
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 |
1,931.50 |
1,805.00 |
126.50 |
6.6% |
49.25 |
2.6% |
99% |
True |
False |
6,123 |
10 |
1,960.25 |
1,805.00 |
155.25 |
8.0% |
45.25 |
2.3% |
81% |
False |
False |
5,144 |
20 |
1,984.75 |
1,805.00 |
179.75 |
9.3% |
35.25 |
1.8% |
70% |
False |
False |
3,713 |
40 |
2,006.50 |
1,805.00 |
201.50 |
10.4% |
24.75 |
1.3% |
62% |
False |
False |
2,048 |
60 |
2,006.50 |
1,805.00 |
201.50 |
10.4% |
21.75 |
1.1% |
62% |
False |
False |
1,382 |
80 |
2,006.50 |
1,805.00 |
201.50 |
10.4% |
19.00 |
1.0% |
62% |
False |
False |
1,044 |
100 |
2,006.50 |
1,805.00 |
201.50 |
10.4% |
16.50 |
0.9% |
62% |
False |
False |
839 |
120 |
2,006.50 |
1,805.00 |
201.50 |
10.4% |
14.50 |
0.8% |
62% |
False |
False |
700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,152.50 |
2.618 |
2,067.75 |
1.618 |
2,015.75 |
1.000 |
1,983.50 |
0.618 |
1,963.75 |
HIGH |
1,931.50 |
0.618 |
1,911.75 |
0.500 |
1,905.50 |
0.382 |
1,899.25 |
LOW |
1,879.50 |
0.618 |
1,847.25 |
1.000 |
1,827.50 |
1.618 |
1,795.25 |
2.618 |
1,743.25 |
4.250 |
1,658.50 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,921.75 |
1,915.75 |
PP |
1,913.75 |
1,901.75 |
S1 |
1,905.50 |
1,887.50 |
|