Trading Metrics calculated at close of trading on 22-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,892.00 |
1,930.00 |
38.00 |
2.0% |
1,884.75 |
High |
1,931.50 |
1,935.75 |
4.25 |
0.2% |
1,898.00 |
Low |
1,879.50 |
1,912.25 |
32.75 |
1.7% |
1,805.00 |
Close |
1,930.00 |
1,917.25 |
-12.75 |
-0.7% |
1,873.00 |
Range |
52.00 |
23.50 |
-28.50 |
-54.8% |
93.00 |
ATR |
33.55 |
32.83 |
-0.72 |
-2.1% |
0.00 |
Volume |
3,127 |
5,490 |
2,363 |
75.6% |
30,245 |
|
Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.25 |
1,978.25 |
1,930.25 |
|
R3 |
1,968.75 |
1,954.75 |
1,923.75 |
|
R2 |
1,945.25 |
1,945.25 |
1,921.50 |
|
R1 |
1,931.25 |
1,931.25 |
1,919.50 |
1,926.50 |
PP |
1,921.75 |
1,921.75 |
1,921.75 |
1,919.50 |
S1 |
1,907.75 |
1,907.75 |
1,915.00 |
1,903.00 |
S2 |
1,898.25 |
1,898.25 |
1,913.00 |
|
S3 |
1,874.75 |
1,884.25 |
1,910.75 |
|
S4 |
1,851.25 |
1,860.75 |
1,904.25 |
|
|
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 |
1,935.75 |
1,808.25 |
127.50 |
6.7% |
40.00 |
2.1% |
85% |
True |
False |
6,068 |
10 |
1,960.25 |
1,805.00 |
155.25 |
8.1% |
43.00 |
2.2% |
72% |
False |
False |
5,448 |
20 |
1,983.25 |
1,805.00 |
178.25 |
9.3% |
35.50 |
1.8% |
63% |
False |
False |
3,901 |
40 |
2,006.50 |
1,805.00 |
201.50 |
10.5% |
25.00 |
1.3% |
56% |
False |
False |
2,185 |
60 |
2,006.50 |
1,805.00 |
201.50 |
10.5% |
21.75 |
1.1% |
56% |
False |
False |
1,470 |
80 |
2,006.50 |
1,805.00 |
201.50 |
10.5% |
19.25 |
1.0% |
56% |
False |
False |
1,112 |
100 |
2,006.50 |
1,805.00 |
201.50 |
10.5% |
16.75 |
0.9% |
56% |
False |
False |
894 |
120 |
2,006.50 |
1,805.00 |
201.50 |
10.5% |
14.75 |
0.8% |
56% |
False |
False |
745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,035.50 |
2.618 |
1,997.25 |
1.618 |
1,973.75 |
1.000 |
1,959.25 |
0.618 |
1,950.25 |
HIGH |
1,935.75 |
0.618 |
1,926.75 |
0.500 |
1,924.00 |
0.382 |
1,921.25 |
LOW |
1,912.25 |
0.618 |
1,897.75 |
1.000 |
1,888.75 |
1.618 |
1,874.25 |
2.618 |
1,850.75 |
4.250 |
1,812.50 |
|
|
Fisher Pivots for day following 22-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,924.00 |
1,911.50 |
PP |
1,921.75 |
1,906.00 |
S1 |
1,919.50 |
1,900.50 |
|