Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3,948.00 |
3,848.50 |
-99.50 |
-2.5% |
4,017.75 |
High |
3,967.00 |
3,885.75 |
-81.25 |
-2.0% |
4,047.75 |
Low |
3,851.00 |
3,793.50 |
-57.50 |
-1.5% |
3,851.00 |
Close |
3,853.00 |
3,798.50 |
-54.50 |
-1.4% |
3,853.00 |
Range |
116.00 |
92.25 |
-23.75 |
-20.5% |
196.75 |
ATR |
62.68 |
64.79 |
2.11 |
3.4% |
0.00 |
Volume |
675,542 |
636,045 |
-39,497 |
-5.8% |
2,460,238 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,102.75 |
4,042.75 |
3,849.25 |
|
R3 |
4,010.50 |
3,950.50 |
3,823.75 |
|
R2 |
3,918.25 |
3,918.25 |
3,815.50 |
|
R1 |
3,858.25 |
3,858.25 |
3,807.00 |
3,842.00 |
PP |
3,826.00 |
3,826.00 |
3,826.00 |
3,817.75 |
S1 |
3,766.00 |
3,766.00 |
3,790.00 |
3,750.00 |
S2 |
3,733.75 |
3,733.75 |
3,781.50 |
|
S3 |
3,641.50 |
3,673.75 |
3,773.25 |
|
S4 |
3,549.25 |
3,581.50 |
3,747.75 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,507.50 |
4,377.00 |
3,961.25 |
|
R3 |
4,310.75 |
4,180.25 |
3,907.00 |
|
R2 |
4,114.00 |
4,114.00 |
3,889.00 |
|
R1 |
3,983.50 |
3,983.50 |
3,871.00 |
3,950.50 |
PP |
3,917.25 |
3,917.25 |
3,917.25 |
3,900.75 |
S1 |
3,786.75 |
3,786.75 |
3,835.00 |
3,753.50 |
S2 |
3,720.50 |
3,720.50 |
3,817.00 |
|
S3 |
3,523.75 |
3,590.00 |
3,799.00 |
|
S4 |
3,327.00 |
3,393.25 |
3,744.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,047.75 |
3,793.50 |
254.25 |
6.7% |
96.25 |
2.5% |
2% |
False |
True |
551,606 |
10 |
4,064.75 |
3,793.50 |
271.25 |
7.1% |
77.75 |
2.0% |
2% |
False |
True |
459,237 |
20 |
4,118.75 |
3,793.50 |
325.25 |
8.6% |
65.25 |
1.7% |
2% |
False |
True |
387,505 |
40 |
4,118.75 |
3,793.50 |
325.25 |
8.6% |
48.00 |
1.3% |
2% |
False |
True |
215,625 |
60 |
4,118.75 |
3,793.50 |
325.25 |
8.6% |
45.75 |
1.2% |
2% |
False |
True |
143,952 |
80 |
4,118.75 |
3,776.75 |
342.00 |
9.0% |
43.25 |
1.1% |
6% |
False |
False |
108,034 |
100 |
4,118.75 |
3,619.00 |
499.75 |
13.2% |
38.00 |
1.0% |
36% |
False |
False |
86,430 |
120 |
4,118.75 |
3,488.75 |
630.00 |
16.6% |
34.75 |
0.9% |
49% |
False |
False |
72,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,277.75 |
2.618 |
4,127.25 |
1.618 |
4,035.00 |
1.000 |
3,978.00 |
0.618 |
3,942.75 |
HIGH |
3,885.75 |
0.618 |
3,850.50 |
0.500 |
3,839.50 |
0.382 |
3,828.75 |
LOW |
3,793.50 |
0.618 |
3,736.50 |
1.000 |
3,701.25 |
1.618 |
3,644.25 |
2.618 |
3,552.00 |
4.250 |
3,401.50 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,839.50 |
3,920.50 |
PP |
3,826.00 |
3,880.00 |
S1 |
3,812.25 |
3,839.25 |
|