Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3,798.00 |
3,823.75 |
25.75 |
0.7% |
4,017.75 |
High |
3,852.75 |
3,831.50 |
-21.25 |
-0.6% |
4,047.75 |
Low |
3,793.00 |
3,691.25 |
-101.75 |
-2.7% |
3,851.00 |
Close |
3,811.75 |
3,752.00 |
-59.75 |
-1.6% |
3,853.00 |
Range |
59.75 |
140.25 |
80.50 |
134.7% |
196.75 |
ATR |
64.43 |
69.85 |
5.42 |
8.4% |
0.00 |
Volume |
602,322 |
831,107 |
228,785 |
38.0% |
2,460,238 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,179.00 |
4,105.75 |
3,829.25 |
|
R3 |
4,038.75 |
3,965.50 |
3,790.50 |
|
R2 |
3,898.50 |
3,898.50 |
3,777.75 |
|
R1 |
3,825.25 |
3,825.25 |
3,764.75 |
3,791.75 |
PP |
3,758.25 |
3,758.25 |
3,758.25 |
3,741.50 |
S1 |
3,685.00 |
3,685.00 |
3,739.25 |
3,651.50 |
S2 |
3,618.00 |
3,618.00 |
3,726.25 |
|
S3 |
3,477.75 |
3,544.75 |
3,713.50 |
|
S4 |
3,337.50 |
3,404.50 |
3,674.75 |
|
|
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 |
3,691.25 |
356.50 |
9.5% |
101.75 |
2.7% |
17% |
False |
True |
668,143 |
10 |
4,047.75 |
3,691.25 |
356.50 |
9.5% |
85.75 |
2.3% |
17% |
False |
True |
525,558 |
20 |
4,118.75 |
3,691.25 |
427.50 |
11.4% |
70.00 |
1.9% |
14% |
False |
True |
424,274 |
40 |
4,118.75 |
3,691.25 |
427.50 |
11.4% |
51.75 |
1.4% |
14% |
False |
True |
251,414 |
60 |
4,118.75 |
3,691.25 |
427.50 |
11.4% |
48.25 |
1.3% |
14% |
False |
True |
167,824 |
80 |
4,118.75 |
3,691.25 |
427.50 |
11.4% |
45.50 |
1.2% |
14% |
False |
True |
125,951 |
100 |
4,118.75 |
3,673.50 |
445.25 |
11.9% |
39.50 |
1.1% |
18% |
False |
False |
100,764 |
120 |
4,118.75 |
3,488.75 |
630.00 |
16.8% |
35.50 |
0.9% |
42% |
False |
False |
83,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,427.50 |
2.618 |
4,198.75 |
1.618 |
4,058.50 |
1.000 |
3,971.75 |
0.618 |
3,918.25 |
HIGH |
3,831.50 |
0.618 |
3,778.00 |
0.500 |
3,761.50 |
0.382 |
3,744.75 |
LOW |
3,691.25 |
0.618 |
3,604.50 |
1.000 |
3,551.00 |
1.618 |
3,464.25 |
2.618 |
3,324.00 |
4.250 |
3,095.25 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,761.50 |
3,788.50 |
PP |
3,758.25 |
3,776.25 |
S1 |
3,755.00 |
3,764.25 |
|