Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,230.0 |
1,237.6 |
7.6 |
0.6% |
1,190.0 |
High |
1,238.1 |
1,238.5 |
0.4 |
0.0% |
1,234.2 |
Low |
1,228.3 |
1,232.9 |
4.6 |
0.4% |
1,185.8 |
Close |
1,231.1 |
1,235.4 |
4.3 |
0.3% |
1,222.9 |
Range |
9.8 |
5.6 |
-4.2 |
-42.9% |
48.4 |
ATR |
13.8 |
13.3 |
-0.5 |
-3.3% |
0.0 |
Volume |
1,748 |
1,306 |
-442 |
-25.3% |
7,973 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.4 |
1,249.5 |
1,238.5 |
|
R3 |
1,246.8 |
1,243.9 |
1,236.9 |
|
R2 |
1,241.2 |
1,241.2 |
1,236.4 |
|
R1 |
1,238.3 |
1,238.3 |
1,235.9 |
1,237.0 |
PP |
1,235.6 |
1,235.6 |
1,235.6 |
1,234.9 |
S1 |
1,232.7 |
1,232.7 |
1,234.9 |
1,231.4 |
S2 |
1,230.0 |
1,230.0 |
1,234.4 |
|
S3 |
1,224.4 |
1,227.1 |
1,233.9 |
|
S4 |
1,218.8 |
1,221.5 |
1,232.3 |
|
|
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 |
1,238.5 |
1,207.2 |
31.3 |
2.5% |
10.1 |
0.8% |
90% |
True |
False |
1,800 |
10 |
1,238.5 |
1,185.8 |
52.7 |
4.3% |
12.9 |
1.0% |
94% |
True |
False |
1,575 |
20 |
1,241.0 |
1,185.8 |
55.2 |
4.5% |
12.4 |
1.0% |
90% |
False |
False |
1,355 |
40 |
1,303.8 |
1,185.8 |
118.0 |
9.6% |
10.7 |
0.9% |
42% |
False |
False |
1,317 |
60 |
1,321.1 |
1,185.8 |
135.3 |
11.0% |
9.6 |
0.8% |
37% |
False |
False |
1,060 |
80 |
1,347.2 |
1,185.8 |
161.4 |
13.1% |
8.9 |
0.7% |
31% |
False |
False |
843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,262.3 |
2.618 |
1,253.2 |
1.618 |
1,247.6 |
1.000 |
1,244.1 |
0.618 |
1,242.0 |
HIGH |
1,238.5 |
0.618 |
1,236.4 |
0.500 |
1,235.7 |
0.382 |
1,235.0 |
LOW |
1,232.9 |
0.618 |
1,229.4 |
1.000 |
1,227.3 |
1.618 |
1,223.8 |
2.618 |
1,218.2 |
4.250 |
1,209.1 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,235.7 |
1,233.3 |
PP |
1,235.6 |
1,231.1 |
S1 |
1,235.5 |
1,229.0 |
|