Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,222.0 |
1,223.8 |
1.8 |
0.1% |
1,190.0 |
High |
1,234.2 |
1,224.6 |
-9.6 |
-0.8% |
1,234.2 |
Low |
1,222.0 |
1,219.5 |
-2.5 |
-0.2% |
1,185.8 |
Close |
1,226.5 |
1,222.9 |
-3.6 |
-0.3% |
1,222.9 |
Range |
12.2 |
5.1 |
-7.1 |
-58.2% |
48.4 |
ATR |
14.2 |
13.7 |
-0.5 |
-3.6% |
0.0 |
Volume |
2,768 |
1,089 |
-1,679 |
-60.7% |
7,973 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.6 |
1,235.4 |
1,225.7 |
|
R3 |
1,232.5 |
1,230.3 |
1,224.3 |
|
R2 |
1,227.4 |
1,227.4 |
1,223.8 |
|
R1 |
1,225.2 |
1,225.2 |
1,223.4 |
1,223.8 |
PP |
1,222.3 |
1,222.3 |
1,222.3 |
1,221.6 |
S1 |
1,220.1 |
1,220.1 |
1,222.4 |
1,218.7 |
S2 |
1,217.2 |
1,217.2 |
1,222.0 |
|
S3 |
1,212.1 |
1,215.0 |
1,221.5 |
|
S4 |
1,207.0 |
1,209.9 |
1,220.1 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.5 |
1,339.6 |
1,249.5 |
|
R3 |
1,311.1 |
1,291.2 |
1,236.2 |
|
R2 |
1,262.7 |
1,262.7 |
1,231.8 |
|
R1 |
1,242.8 |
1,242.8 |
1,227.3 |
1,252.8 |
PP |
1,214.3 |
1,214.3 |
1,214.3 |
1,219.3 |
S1 |
1,194.4 |
1,194.4 |
1,218.5 |
1,204.4 |
S2 |
1,165.9 |
1,165.9 |
1,214.0 |
|
S3 |
1,117.5 |
1,146.0 |
1,209.6 |
|
S4 |
1,069.1 |
1,097.6 |
1,196.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.2 |
1,185.8 |
48.4 |
4.0% |
13.7 |
1.1% |
77% |
False |
False |
1,594 |
10 |
1,234.2 |
1,185.8 |
48.4 |
4.0% |
13.3 |
1.1% |
77% |
False |
False |
1,466 |
20 |
1,244.6 |
1,185.8 |
58.8 |
4.8% |
12.6 |
1.0% |
63% |
False |
False |
1,270 |
40 |
1,315.9 |
1,185.8 |
130.1 |
10.6% |
11.0 |
0.9% |
29% |
False |
False |
1,275 |
60 |
1,321.1 |
1,185.8 |
135.3 |
11.1% |
9.4 |
0.8% |
27% |
False |
False |
1,013 |
80 |
1,347.2 |
1,185.8 |
161.4 |
13.2% |
9.1 |
0.7% |
23% |
False |
False |
805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,246.3 |
2.618 |
1,238.0 |
1.618 |
1,232.9 |
1.000 |
1,229.7 |
0.618 |
1,227.8 |
HIGH |
1,224.6 |
0.618 |
1,222.7 |
0.500 |
1,222.1 |
0.382 |
1,221.4 |
LOW |
1,219.5 |
0.618 |
1,216.3 |
1.000 |
1,214.4 |
1.618 |
1,211.2 |
2.618 |
1,206.1 |
4.250 |
1,197.8 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,222.6 |
1,222.2 |
PP |
1,222.3 |
1,221.4 |
S1 |
1,222.1 |
1,220.7 |
|