Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3,848.50 |
3,798.00 |
-50.50 |
-1.3% |
4,017.75 |
High |
3,885.75 |
3,852.75 |
-33.00 |
-0.8% |
4,047.75 |
Low |
3,793.50 |
3,793.00 |
-0.50 |
0.0% |
3,851.00 |
Close |
3,798.50 |
3,811.75 |
13.25 |
0.3% |
3,853.00 |
Range |
92.25 |
59.75 |
-32.50 |
-35.2% |
196.75 |
ATR |
64.79 |
64.43 |
-0.36 |
-0.6% |
0.00 |
Volume |
636,045 |
602,322 |
-33,723 |
-5.3% |
2,460,238 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,998.50 |
3,964.75 |
3,844.50 |
|
R3 |
3,938.75 |
3,905.00 |
3,828.25 |
|
R2 |
3,879.00 |
3,879.00 |
3,822.75 |
|
R1 |
3,845.25 |
3,845.25 |
3,817.25 |
3,862.00 |
PP |
3,819.25 |
3,819.25 |
3,819.25 |
3,827.50 |
S1 |
3,785.50 |
3,785.50 |
3,806.25 |
3,802.50 |
S2 |
3,759.50 |
3,759.50 |
3,800.75 |
|
S3 |
3,699.75 |
3,725.75 |
3,795.25 |
|
S4 |
3,640.00 |
3,666.00 |
3,779.00 |
|
|
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 |
3,793.00 |
254.75 |
6.7% |
96.00 |
2.5% |
7% |
False |
True |
595,310 |
10 |
4,047.75 |
3,793.00 |
254.75 |
6.7% |
79.75 |
2.1% |
7% |
False |
True |
486,023 |
20 |
4,118.75 |
3,793.00 |
325.75 |
8.5% |
65.25 |
1.7% |
6% |
False |
True |
398,754 |
40 |
4,118.75 |
3,793.00 |
325.75 |
8.5% |
48.75 |
1.3% |
6% |
False |
True |
230,660 |
60 |
4,118.75 |
3,793.00 |
325.75 |
8.5% |
46.50 |
1.2% |
6% |
False |
True |
153,978 |
80 |
4,118.75 |
3,776.75 |
342.00 |
9.0% |
44.00 |
1.2% |
10% |
False |
False |
115,563 |
100 |
4,118.75 |
3,643.00 |
475.75 |
12.5% |
38.50 |
1.0% |
35% |
False |
False |
92,453 |
120 |
4,118.75 |
3,488.75 |
630.00 |
16.5% |
34.75 |
0.9% |
51% |
False |
False |
77,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,106.75 |
2.618 |
4,009.25 |
1.618 |
3,949.50 |
1.000 |
3,912.50 |
0.618 |
3,889.75 |
HIGH |
3,852.75 |
0.618 |
3,830.00 |
0.500 |
3,823.00 |
0.382 |
3,815.75 |
LOW |
3,793.00 |
0.618 |
3,756.00 |
1.000 |
3,733.25 |
1.618 |
3,696.25 |
2.618 |
3,636.50 |
4.250 |
3,539.00 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,823.00 |
3,880.00 |
PP |
3,819.25 |
3,857.25 |
S1 |
3,815.50 |
3,834.50 |
|