Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,825.19 |
17,005.07 |
179.88 |
1.1% |
16,373.15 |
High |
17,006.45 |
17,065.50 |
59.05 |
0.3% |
16,811.71 |
Low |
16,825.19 |
16,895.38 |
70.19 |
0.4% |
16,260.54 |
Close |
17,005.75 |
16,974.31 |
-31.44 |
-0.2% |
16,805.41 |
Range |
181.26 |
170.12 |
-11.14 |
-6.1% |
551.17 |
ATR |
210.77 |
207.87 |
-2.90 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,488.76 |
17,401.65 |
17,067.88 |
|
R3 |
17,318.64 |
17,231.53 |
17,021.09 |
|
R2 |
17,148.52 |
17,148.52 |
17,005.50 |
|
R1 |
17,061.41 |
17,061.41 |
16,989.90 |
17,019.91 |
PP |
16,978.40 |
16,978.40 |
16,978.40 |
16,957.64 |
S1 |
16,891.29 |
16,891.29 |
16,958.72 |
16,849.79 |
S2 |
16,808.28 |
16,808.28 |
16,943.12 |
|
S3 |
16,638.16 |
16,721.17 |
16,927.53 |
|
S4 |
16,468.04 |
16,551.05 |
16,880.74 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,279.40 |
18,093.57 |
17,108.55 |
|
R3 |
17,728.23 |
17,542.40 |
16,956.98 |
|
R2 |
17,177.06 |
17,177.06 |
16,906.46 |
|
R1 |
16,991.23 |
16,991.23 |
16,855.93 |
17,084.15 |
PP |
16,625.89 |
16,625.89 |
16,625.89 |
16,672.34 |
S1 |
16,440.06 |
16,440.06 |
16,754.89 |
16,532.98 |
S2 |
16,074.72 |
16,074.72 |
16,704.36 |
|
S3 |
15,523.55 |
15,888.89 |
16,653.84 |
|
S4 |
14,972.38 |
15,337.72 |
16,502.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,065.50 |
16,468.07 |
597.43 |
3.5% |
183.99 |
1.1% |
85% |
True |
False |
|
10 |
17,065.50 |
15,935.22 |
1,130.28 |
6.7% |
205.50 |
1.2% |
92% |
True |
False |
|
20 |
17,099.39 |
15,855.12 |
1,244.27 |
7.3% |
237.16 |
1.4% |
90% |
False |
False |
|
40 |
17,350.64 |
15,855.12 |
1,495.52 |
8.8% |
188.41 |
1.1% |
75% |
False |
False |
|
60 |
17,350.64 |
15,855.12 |
1,495.52 |
8.8% |
161.04 |
0.9% |
75% |
False |
False |
|
80 |
17,350.64 |
15,855.12 |
1,495.52 |
8.8% |
154.91 |
0.9% |
75% |
False |
False |
|
100 |
17,350.64 |
15,855.12 |
1,495.52 |
8.8% |
143.31 |
0.8% |
75% |
False |
False |
|
120 |
17,350.64 |
15,855.12 |
1,495.52 |
8.8% |
135.38 |
0.8% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,788.51 |
2.618 |
17,510.87 |
1.618 |
17,340.75 |
1.000 |
17,235.62 |
0.618 |
17,170.63 |
HIGH |
17,065.50 |
0.618 |
17,000.51 |
0.500 |
16,980.44 |
0.382 |
16,960.37 |
LOW |
16,895.38 |
0.618 |
16,790.25 |
1.000 |
16,725.26 |
1.618 |
16,620.13 |
2.618 |
16,450.01 |
4.250 |
16,172.37 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,980.44 |
16,948.76 |
PP |
16,978.40 |
16,923.21 |
S1 |
16,976.35 |
16,897.67 |
|