Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,917.75 |
1,938.50 |
20.75 |
1.1% |
1,877.25 |
High |
1,948.00 |
1,953.00 |
5.00 |
0.3% |
1,953.00 |
Low |
1,914.75 |
1,924.25 |
9.50 |
0.5% |
1,865.00 |
Close |
1,938.25 |
1,951.75 |
13.50 |
0.7% |
1,951.75 |
Range |
33.25 |
28.75 |
-4.50 |
-13.5% |
88.00 |
ATR |
32.86 |
32.57 |
-0.29 |
-0.9% |
0.00 |
Volume |
5,615 |
4,467 |
-1,148 |
-20.4% |
25,026 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,029.25 |
2,019.25 |
1,967.50 |
|
R3 |
2,000.50 |
1,990.50 |
1,959.75 |
|
R2 |
1,971.75 |
1,971.75 |
1,957.00 |
|
R1 |
1,961.75 |
1,961.75 |
1,954.50 |
1,966.75 |
PP |
1,943.00 |
1,943.00 |
1,943.00 |
1,945.50 |
S1 |
1,933.00 |
1,933.00 |
1,949.00 |
1,938.00 |
S2 |
1,914.25 |
1,914.25 |
1,946.50 |
|
S3 |
1,885.50 |
1,904.25 |
1,943.75 |
|
S4 |
1,856.75 |
1,875.50 |
1,936.00 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,187.25 |
2,157.50 |
2,000.25 |
|
R3 |
2,099.25 |
2,069.50 |
1,976.00 |
|
R2 |
2,011.25 |
2,011.25 |
1,968.00 |
|
R1 |
1,981.50 |
1,981.50 |
1,959.75 |
1,996.50 |
PP |
1,923.25 |
1,923.25 |
1,923.25 |
1,930.75 |
S1 |
1,893.50 |
1,893.50 |
1,943.75 |
1,908.50 |
S2 |
1,835.25 |
1,835.25 |
1,935.50 |
|
S3 |
1,747.25 |
1,805.50 |
1,927.50 |
|
S4 |
1,659.25 |
1,717.50 |
1,903.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,953.00 |
1,865.00 |
88.00 |
4.5% |
33.75 |
1.7% |
99% |
True |
False |
5,005 |
10 |
1,953.00 |
1,805.00 |
148.00 |
7.6% |
40.25 |
2.1% |
99% |
True |
False |
5,527 |
20 |
1,970.00 |
1,805.00 |
165.00 |
8.5% |
35.75 |
1.8% |
89% |
False |
False |
4,264 |
40 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
26.25 |
1.3% |
73% |
False |
False |
2,435 |
60 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
22.00 |
1.1% |
73% |
False |
False |
1,636 |
80 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
19.75 |
1.0% |
73% |
False |
False |
1,237 |
100 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
17.25 |
0.9% |
73% |
False |
False |
994 |
120 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
15.25 |
0.8% |
73% |
False |
False |
829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,075.25 |
2.618 |
2,028.25 |
1.618 |
1,999.50 |
1.000 |
1,981.75 |
0.618 |
1,970.75 |
HIGH |
1,953.00 |
0.618 |
1,942.00 |
0.500 |
1,938.50 |
0.382 |
1,935.25 |
LOW |
1,924.25 |
0.618 |
1,906.50 |
1.000 |
1,895.50 |
1.618 |
1,877.75 |
2.618 |
1,849.00 |
4.250 |
1,802.00 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,947.50 |
1,945.50 |
PP |
1,943.00 |
1,939.00 |
S1 |
1,938.50 |
1,932.50 |
|