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 |
1,244.6 |
1,235.1 |
-9.5 |
-0.8% |
1,237.0 |
High |
1,244.6 |
1,235.7 |
-8.9 |
-0.7% |
1,255.2 |
Low |
1,228.2 |
1,231.1 |
2.9 |
0.2% |
1,228.2 |
Close |
1,230.6 |
1,233.3 |
2.7 |
0.2% |
1,233.3 |
Range |
16.4 |
4.6 |
-11.8 |
-72.0% |
27.0 |
ATR |
13.2 |
12.6 |
-0.6 |
-4.4% |
0.0 |
Volume |
1,372 |
1,437 |
65 |
4.7% |
7,663 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.2 |
1,244.8 |
1,235.8 |
|
R3 |
1,242.6 |
1,240.2 |
1,234.6 |
|
R2 |
1,238.0 |
1,238.0 |
1,234.1 |
|
R1 |
1,235.6 |
1,235.6 |
1,233.7 |
1,234.5 |
PP |
1,233.4 |
1,233.4 |
1,233.4 |
1,232.8 |
S1 |
1,231.0 |
1,231.0 |
1,232.9 |
1,229.9 |
S2 |
1,228.8 |
1,228.8 |
1,232.5 |
|
S3 |
1,224.2 |
1,226.4 |
1,232.0 |
|
S4 |
1,219.6 |
1,221.8 |
1,230.8 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.9 |
1,303.6 |
1,248.2 |
|
R3 |
1,292.9 |
1,276.6 |
1,240.7 |
|
R2 |
1,265.9 |
1,265.9 |
1,238.3 |
|
R1 |
1,249.6 |
1,249.6 |
1,235.8 |
1,244.3 |
PP |
1,238.9 |
1,238.9 |
1,238.9 |
1,236.2 |
S1 |
1,222.6 |
1,222.6 |
1,230.8 |
1,217.3 |
S2 |
1,211.9 |
1,211.9 |
1,228.4 |
|
S3 |
1,184.9 |
1,195.6 |
1,225.9 |
|
S4 |
1,157.9 |
1,168.6 |
1,218.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,255.2 |
1,228.2 |
27.0 |
2.2% |
9.3 |
0.8% |
19% |
False |
False |
1,532 |
10 |
1,255.2 |
1,224.2 |
31.0 |
2.5% |
10.1 |
0.8% |
29% |
False |
False |
1,515 |
20 |
1,255.2 |
1,185.8 |
69.4 |
5.6% |
11.7 |
0.9% |
68% |
False |
False |
1,490 |
40 |
1,292.7 |
1,185.8 |
106.9 |
8.7% |
11.6 |
0.9% |
44% |
False |
False |
1,546 |
60 |
1,321.1 |
1,185.8 |
135.3 |
11.0% |
10.1 |
0.8% |
35% |
False |
False |
1,213 |
80 |
1,347.2 |
1,185.8 |
161.4 |
13.1% |
9.3 |
0.8% |
29% |
False |
False |
984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,255.3 |
2.618 |
1,247.7 |
1.618 |
1,243.1 |
1.000 |
1,240.3 |
0.618 |
1,238.5 |
HIGH |
1,235.7 |
0.618 |
1,233.9 |
0.500 |
1,233.4 |
0.382 |
1,232.9 |
LOW |
1,231.1 |
0.618 |
1,228.3 |
1.000 |
1,226.5 |
1.618 |
1,223.7 |
2.618 |
1,219.1 |
4.250 |
1,211.6 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,233.4 |
1,239.7 |
PP |
1,233.4 |
1,237.6 |
S1 |
1,233.3 |
1,235.4 |
|