Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,930.00 |
1,917.75 |
-12.25 |
-0.6% |
1,884.75 |
High |
1,935.75 |
1,948.00 |
12.25 |
0.6% |
1,898.00 |
Low |
1,912.25 |
1,914.75 |
2.50 |
0.1% |
1,805.00 |
Close |
1,917.25 |
1,938.25 |
21.00 |
1.1% |
1,873.00 |
Range |
23.50 |
33.25 |
9.75 |
41.5% |
93.00 |
ATR |
32.83 |
32.86 |
0.03 |
0.1% |
0.00 |
Volume |
5,490 |
5,615 |
125 |
2.3% |
30,245 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,033.50 |
2,019.00 |
1,956.50 |
|
R3 |
2,000.25 |
1,985.75 |
1,947.50 |
|
R2 |
1,967.00 |
1,967.00 |
1,944.25 |
|
R1 |
1,952.50 |
1,952.50 |
1,941.25 |
1,959.75 |
PP |
1,933.75 |
1,933.75 |
1,933.75 |
1,937.25 |
S1 |
1,919.25 |
1,919.25 |
1,935.25 |
1,926.50 |
S2 |
1,900.50 |
1,900.50 |
1,932.25 |
|
S3 |
1,867.25 |
1,886.00 |
1,929.00 |
|
S4 |
1,834.00 |
1,852.75 |
1,920.00 |
|
|
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 |
1,948.00 |
1,843.50 |
104.50 |
5.4% |
36.00 |
1.9% |
91% |
True |
False |
4,839 |
10 |
1,948.00 |
1,805.00 |
143.00 |
7.4% |
41.00 |
2.1% |
93% |
True |
False |
5,494 |
20 |
1,971.00 |
1,805.00 |
166.00 |
8.6% |
35.50 |
1.8% |
80% |
False |
False |
4,128 |
40 |
2,006.50 |
1,805.00 |
201.50 |
10.4% |
25.75 |
1.3% |
66% |
False |
False |
2,324 |
60 |
2,006.50 |
1,805.00 |
201.50 |
10.4% |
22.00 |
1.1% |
66% |
False |
False |
1,562 |
80 |
2,006.50 |
1,805.00 |
201.50 |
10.4% |
19.50 |
1.0% |
66% |
False |
False |
1,182 |
100 |
2,006.50 |
1,805.00 |
201.50 |
10.4% |
17.00 |
0.9% |
66% |
False |
False |
950 |
120 |
2,006.50 |
1,805.00 |
201.50 |
10.4% |
15.00 |
0.8% |
66% |
False |
False |
792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,089.25 |
2.618 |
2,035.00 |
1.618 |
2,001.75 |
1.000 |
1,981.25 |
0.618 |
1,968.50 |
HIGH |
1,948.00 |
0.618 |
1,935.25 |
0.500 |
1,931.50 |
0.382 |
1,927.50 |
LOW |
1,914.75 |
0.618 |
1,894.25 |
1.000 |
1,881.50 |
1.618 |
1,861.00 |
2.618 |
1,827.75 |
4.250 |
1,773.50 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,936.00 |
1,930.00 |
PP |
1,933.75 |
1,922.00 |
S1 |
1,931.50 |
1,913.75 |
|