Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,230.6 |
1,227.5 |
-3.1 |
-0.3% |
1,237.0 |
High |
1,232.9 |
1,234.8 |
1.9 |
0.2% |
1,255.2 |
Low |
1,226.6 |
1,224.4 |
-2.2 |
-0.2% |
1,228.2 |
Close |
1,230.7 |
1,230.9 |
0.2 |
0.0% |
1,233.3 |
Range |
6.3 |
10.4 |
4.1 |
65.1% |
27.0 |
ATR |
12.2 |
12.1 |
-0.1 |
-1.0% |
0.0 |
Volume |
2,533 |
1,790 |
-743 |
-29.3% |
7,663 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.2 |
1,256.5 |
1,236.6 |
|
R3 |
1,250.8 |
1,246.1 |
1,233.8 |
|
R2 |
1,240.4 |
1,240.4 |
1,232.8 |
|
R1 |
1,235.7 |
1,235.7 |
1,231.9 |
1,238.1 |
PP |
1,230.0 |
1,230.0 |
1,230.0 |
1,231.2 |
S1 |
1,225.3 |
1,225.3 |
1,229.9 |
1,227.7 |
S2 |
1,219.6 |
1,219.6 |
1,229.0 |
|
S3 |
1,209.2 |
1,214.9 |
1,228.0 |
|
S4 |
1,198.8 |
1,204.5 |
1,225.2 |
|
|
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 |
1,251.2 |
1,224.4 |
26.8 |
2.2% |
9.2 |
0.8% |
24% |
False |
True |
1,899 |
10 |
1,255.2 |
1,224.2 |
31.0 |
2.5% |
10.2 |
0.8% |
22% |
False |
False |
1,642 |
20 |
1,255.2 |
1,185.8 |
69.4 |
5.6% |
11.5 |
0.9% |
65% |
False |
False |
1,609 |
40 |
1,274.3 |
1,185.8 |
88.5 |
7.2% |
11.4 |
0.9% |
51% |
False |
False |
1,623 |
60 |
1,321.1 |
1,185.8 |
135.3 |
11.0% |
10.1 |
0.8% |
33% |
False |
False |
1,280 |
80 |
1,347.2 |
1,185.8 |
161.4 |
13.1% |
9.4 |
0.8% |
28% |
False |
False |
1,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.0 |
2.618 |
1,262.0 |
1.618 |
1,251.6 |
1.000 |
1,245.2 |
0.618 |
1,241.2 |
HIGH |
1,234.8 |
0.618 |
1,230.8 |
0.500 |
1,229.6 |
0.382 |
1,228.4 |
LOW |
1,224.4 |
0.618 |
1,218.0 |
1.000 |
1,214.0 |
1.618 |
1,207.6 |
2.618 |
1,197.2 |
4.250 |
1,180.2 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,230.5 |
1,230.6 |
PP |
1,230.0 |
1,230.3 |
S1 |
1,229.6 |
1,230.1 |
|