Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3,823.75 |
3,751.00 |
-72.75 |
-1.9% |
4,017.75 |
High |
3,831.50 |
3,786.50 |
-45.00 |
-1.2% |
4,047.75 |
Low |
3,691.25 |
3,684.00 |
-7.25 |
-0.2% |
3,851.00 |
Close |
3,752.00 |
3,741.50 |
-10.50 |
-0.3% |
3,853.00 |
Range |
140.25 |
102.50 |
-37.75 |
-26.9% |
196.75 |
ATR |
69.85 |
72.18 |
2.33 |
3.3% |
0.00 |
Volume |
831,107 |
695,840 |
-135,267 |
-16.3% |
2,460,238 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,044.75 |
3,995.75 |
3,798.00 |
|
R3 |
3,942.25 |
3,893.25 |
3,769.75 |
|
R2 |
3,839.75 |
3,839.75 |
3,760.25 |
|
R1 |
3,790.75 |
3,790.75 |
3,751.00 |
3,764.00 |
PP |
3,737.25 |
3,737.25 |
3,737.25 |
3,724.00 |
S1 |
3,688.25 |
3,688.25 |
3,732.00 |
3,661.50 |
S2 |
3,634.75 |
3,634.75 |
3,722.75 |
|
S3 |
3,532.25 |
3,585.75 |
3,713.25 |
|
S4 |
3,429.75 |
3,483.25 |
3,685.00 |
|
|
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 |
3,967.00 |
3,684.00 |
283.00 |
7.6% |
102.25 |
2.7% |
20% |
False |
True |
688,171 |
10 |
4,047.75 |
3,684.00 |
363.75 |
9.7% |
89.25 |
2.4% |
16% |
False |
True |
551,163 |
20 |
4,118.75 |
3,684.00 |
434.75 |
11.6% |
73.25 |
2.0% |
13% |
False |
True |
447,768 |
40 |
4,118.75 |
3,684.00 |
434.75 |
11.6% |
53.75 |
1.4% |
13% |
False |
True |
268,801 |
60 |
4,118.75 |
3,684.00 |
434.75 |
11.6% |
49.50 |
1.3% |
13% |
False |
True |
179,416 |
80 |
4,118.75 |
3,684.00 |
434.75 |
11.6% |
46.25 |
1.2% |
13% |
False |
True |
134,646 |
100 |
4,118.75 |
3,684.00 |
434.75 |
11.6% |
40.25 |
1.1% |
13% |
False |
True |
107,722 |
120 |
4,118.75 |
3,511.75 |
607.00 |
16.2% |
36.00 |
1.0% |
38% |
False |
False |
89,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,222.00 |
2.618 |
4,054.75 |
1.618 |
3,952.25 |
1.000 |
3,889.00 |
0.618 |
3,849.75 |
HIGH |
3,786.50 |
0.618 |
3,747.25 |
0.500 |
3,735.25 |
0.382 |
3,723.25 |
LOW |
3,684.00 |
0.618 |
3,620.75 |
1.000 |
3,581.50 |
1.618 |
3,518.25 |
2.618 |
3,415.75 |
4.250 |
3,248.50 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,739.50 |
3,768.50 |
PP |
3,737.25 |
3,759.50 |
S1 |
3,735.25 |
3,750.50 |
|