Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,232.7 |
1,241.5 |
8.8 |
0.7% |
1,190.0 |
High |
1,249.3 |
1,244.5 |
-4.8 |
-0.4% |
1,234.2 |
Low |
1,224.2 |
1,237.9 |
13.7 |
1.1% |
1,185.8 |
Close |
1,246.0 |
1,242.4 |
-3.6 |
-0.3% |
1,222.9 |
Range |
25.1 |
6.6 |
-18.5 |
-73.7% |
48.4 |
ATR |
14.2 |
13.7 |
-0.4 |
-3.1% |
0.0 |
Volume |
442 |
3,223 |
2,781 |
629.2% |
7,973 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.4 |
1,258.5 |
1,246.0 |
|
R3 |
1,254.8 |
1,251.9 |
1,244.2 |
|
R2 |
1,248.2 |
1,248.2 |
1,243.6 |
|
R1 |
1,245.3 |
1,245.3 |
1,243.0 |
1,246.8 |
PP |
1,241.6 |
1,241.6 |
1,241.6 |
1,242.3 |
S1 |
1,238.7 |
1,238.7 |
1,241.8 |
1,240.2 |
S2 |
1,235.0 |
1,235.0 |
1,241.2 |
|
S3 |
1,228.4 |
1,232.1 |
1,240.6 |
|
S4 |
1,221.8 |
1,225.5 |
1,238.8 |
|
|
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 |
1,249.3 |
1,219.5 |
29.8 |
2.4% |
10.4 |
0.8% |
77% |
False |
False |
1,561 |
10 |
1,249.3 |
1,185.8 |
63.5 |
5.1% |
13.9 |
1.1% |
89% |
False |
False |
1,598 |
20 |
1,249.3 |
1,185.8 |
63.5 |
5.1% |
12.7 |
1.0% |
89% |
False |
False |
1,406 |
40 |
1,297.5 |
1,185.8 |
111.7 |
9.0% |
11.3 |
0.9% |
51% |
False |
False |
1,389 |
60 |
1,321.1 |
1,185.8 |
135.3 |
10.9% |
10.0 |
0.8% |
42% |
False |
False |
1,119 |
80 |
1,347.2 |
1,185.8 |
161.4 |
13.0% |
9.2 |
0.7% |
35% |
False |
False |
888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.6 |
2.618 |
1,261.8 |
1.618 |
1,255.2 |
1.000 |
1,251.1 |
0.618 |
1,248.6 |
HIGH |
1,244.5 |
0.618 |
1,242.0 |
0.500 |
1,241.2 |
0.382 |
1,240.4 |
LOW |
1,237.9 |
0.618 |
1,233.8 |
1.000 |
1,231.3 |
1.618 |
1,227.2 |
2.618 |
1,220.6 |
4.250 |
1,209.9 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,242.0 |
1,240.5 |
PP |
1,241.6 |
1,238.6 |
S1 |
1,241.2 |
1,236.8 |
|