Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,938.50 |
1,953.00 |
14.50 |
0.7% |
1,877.25 |
High |
1,953.00 |
1,957.50 |
4.50 |
0.2% |
1,953.00 |
Low |
1,924.25 |
1,936.75 |
12.50 |
0.6% |
1,865.00 |
Close |
1,951.75 |
1,949.25 |
-2.50 |
-0.1% |
1,951.75 |
Range |
28.75 |
20.75 |
-8.00 |
-27.8% |
88.00 |
ATR |
32.57 |
31.72 |
-0.84 |
-2.6% |
0.00 |
Volume |
4,467 |
3,402 |
-1,065 |
-23.8% |
25,026 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.00 |
2,000.50 |
1,960.75 |
|
R3 |
1,989.25 |
1,979.75 |
1,955.00 |
|
R2 |
1,968.50 |
1,968.50 |
1,953.00 |
|
R1 |
1,959.00 |
1,959.00 |
1,951.25 |
1,953.50 |
PP |
1,947.75 |
1,947.75 |
1,947.75 |
1,945.00 |
S1 |
1,938.25 |
1,938.25 |
1,947.25 |
1,932.50 |
S2 |
1,927.00 |
1,927.00 |
1,945.50 |
|
S3 |
1,906.25 |
1,917.50 |
1,943.50 |
|
S4 |
1,885.50 |
1,896.75 |
1,937.75 |
|
|
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 |
1,957.50 |
1,879.50 |
78.00 |
4.0% |
31.75 |
1.6% |
89% |
True |
False |
4,420 |
10 |
1,957.50 |
1,805.00 |
152.50 |
7.8% |
38.00 |
2.0% |
95% |
True |
False |
5,476 |
20 |
1,970.00 |
1,805.00 |
165.00 |
8.5% |
35.75 |
1.8% |
87% |
False |
False |
4,352 |
40 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
26.50 |
1.4% |
72% |
False |
False |
2,520 |
60 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
22.00 |
1.1% |
72% |
False |
False |
1,692 |
80 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
20.00 |
1.0% |
72% |
False |
False |
1,279 |
100 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
17.50 |
0.9% |
72% |
False |
False |
1,028 |
120 |
2,006.50 |
1,805.00 |
201.50 |
10.3% |
15.25 |
0.8% |
72% |
False |
False |
858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,045.75 |
2.618 |
2,011.75 |
1.618 |
1,991.00 |
1.000 |
1,978.25 |
0.618 |
1,970.25 |
HIGH |
1,957.50 |
0.618 |
1,949.50 |
0.500 |
1,947.00 |
0.382 |
1,944.75 |
LOW |
1,936.75 |
0.618 |
1,924.00 |
1.000 |
1,916.00 |
1.618 |
1,903.25 |
2.618 |
1,882.50 |
4.250 |
1,848.50 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,948.50 |
1,945.00 |
PP |
1,947.75 |
1,940.50 |
S1 |
1,947.00 |
1,936.00 |
|