Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3,970.50 |
3,947.00 |
-23.50 |
-0.6% |
3,848.50 |
High |
3,983.00 |
4,024.75 |
41.75 |
1.0% |
3,885.75 |
Low |
3,939.50 |
3,939.50 |
0.00 |
0.0% |
3,684.00 |
Close |
3,949.25 |
4,005.25 |
56.00 |
1.4% |
3,804.00 |
Range |
43.50 |
85.25 |
41.75 |
96.0% |
201.75 |
ATR |
76.57 |
77.19 |
0.62 |
0.8% |
0.00 |
Volume |
343,470 |
348,130 |
4,660 |
1.4% |
3,243,215 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,245.50 |
4,210.75 |
4,052.25 |
|
R3 |
4,160.25 |
4,125.50 |
4,028.75 |
|
R2 |
4,075.00 |
4,075.00 |
4,021.00 |
|
R1 |
4,040.25 |
4,040.25 |
4,013.00 |
4,057.50 |
PP |
3,989.75 |
3,989.75 |
3,989.75 |
3,998.50 |
S1 |
3,955.00 |
3,955.00 |
3,997.50 |
3,972.50 |
S2 |
3,904.50 |
3,904.50 |
3,989.50 |
|
S3 |
3,819.25 |
3,869.75 |
3,981.75 |
|
S4 |
3,734.00 |
3,784.50 |
3,958.25 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,396.50 |
4,302.00 |
3,915.00 |
|
R3 |
4,194.75 |
4,100.25 |
3,859.50 |
|
R2 |
3,993.00 |
3,993.00 |
3,841.00 |
|
R1 |
3,898.50 |
3,898.50 |
3,822.50 |
3,845.00 |
PP |
3,791.25 |
3,791.25 |
3,791.25 |
3,764.50 |
S1 |
3,696.75 |
3,696.75 |
3,785.50 |
3,643.00 |
S2 |
3,589.50 |
3,589.50 |
3,767.00 |
|
S3 |
3,387.75 |
3,495.00 |
3,748.50 |
|
S4 |
3,186.00 |
3,293.25 |
3,693.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,024.75 |
3,742.00 |
282.75 |
7.1% |
89.25 |
2.2% |
93% |
True |
False |
373,451 |
10 |
4,024.75 |
3,684.00 |
340.75 |
8.5% |
95.75 |
2.4% |
94% |
True |
False |
530,811 |
20 |
4,064.75 |
3,684.00 |
380.75 |
9.5% |
81.50 |
2.0% |
84% |
False |
False |
462,460 |
40 |
4,118.75 |
3,684.00 |
434.75 |
10.9% |
63.00 |
1.6% |
74% |
False |
False |
315,362 |
60 |
4,118.75 |
3,684.00 |
434.75 |
10.9% |
54.25 |
1.4% |
74% |
False |
False |
210,505 |
80 |
4,118.75 |
3,684.00 |
434.75 |
10.9% |
49.75 |
1.2% |
74% |
False |
False |
157,971 |
100 |
4,118.75 |
3,684.00 |
434.75 |
10.9% |
44.25 |
1.1% |
74% |
False |
False |
126,394 |
120 |
4,118.75 |
3,511.75 |
607.00 |
15.2% |
39.50 |
1.0% |
81% |
False |
False |
105,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,387.00 |
2.618 |
4,248.00 |
1.618 |
4,162.75 |
1.000 |
4,110.00 |
0.618 |
4,077.50 |
HIGH |
4,024.75 |
0.618 |
3,992.25 |
0.500 |
3,982.00 |
0.382 |
3,972.00 |
LOW |
3,939.50 |
0.618 |
3,886.75 |
1.000 |
3,854.25 |
1.618 |
3,801.50 |
2.618 |
3,716.25 |
4.250 |
3,577.25 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,997.50 |
3,982.00 |
PP |
3,989.75 |
3,958.75 |
S1 |
3,982.00 |
3,935.50 |
|