Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3,995.75 |
4,035.75 |
40.00 |
1.0% |
3,811.75 |
High |
4,038.50 |
4,049.75 |
11.25 |
0.3% |
4,038.50 |
Low |
3,970.50 |
4,009.50 |
39.00 |
1.0% |
3,793.25 |
Close |
4,034.75 |
4,038.25 |
3.50 |
0.1% |
4,034.75 |
Range |
68.00 |
40.25 |
-27.75 |
-40.8% |
245.25 |
ATR |
76.53 |
73.94 |
-2.59 |
-3.4% |
0.00 |
Volume |
288,628 |
275,993 |
-12,635 |
-4.4% |
1,677,985 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,153.25 |
4,136.00 |
4,060.50 |
|
R3 |
4,113.00 |
4,095.75 |
4,049.25 |
|
R2 |
4,072.75 |
4,072.75 |
4,045.75 |
|
R1 |
4,055.50 |
4,055.50 |
4,042.00 |
4,064.00 |
PP |
4,032.50 |
4,032.50 |
4,032.50 |
4,036.75 |
S1 |
4,015.25 |
4,015.25 |
4,034.50 |
4,024.00 |
S2 |
3,992.25 |
3,992.25 |
4,030.75 |
|
S3 |
3,952.00 |
3,975.00 |
4,027.25 |
|
S4 |
3,911.75 |
3,934.75 |
4,016.00 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,691.25 |
4,608.25 |
4,169.75 |
|
R3 |
4,446.00 |
4,363.00 |
4,102.25 |
|
R2 |
4,200.75 |
4,200.75 |
4,079.75 |
|
R1 |
4,117.75 |
4,117.75 |
4,057.25 |
4,159.25 |
PP |
3,955.50 |
3,955.50 |
3,955.50 |
3,976.25 |
S1 |
3,872.50 |
3,872.50 |
4,012.25 |
3,914.00 |
S2 |
3,710.25 |
3,710.25 |
3,989.75 |
|
S3 |
3,465.00 |
3,627.25 |
3,967.25 |
|
S4 |
3,219.75 |
3,382.00 |
3,899.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,049.75 |
3,846.00 |
203.75 |
5.0% |
73.25 |
1.8% |
94% |
True |
False |
327,699 |
10 |
4,049.75 |
3,684.00 |
365.75 |
9.1% |
85.75 |
2.1% |
97% |
True |
False |
456,114 |
20 |
4,064.75 |
3,684.00 |
380.75 |
9.4% |
81.75 |
2.0% |
93% |
False |
False |
457,676 |
40 |
4,118.75 |
3,684.00 |
434.75 |
10.8% |
64.50 |
1.6% |
81% |
False |
False |
329,416 |
60 |
4,118.75 |
3,684.00 |
434.75 |
10.8% |
53.75 |
1.3% |
81% |
False |
False |
219,893 |
80 |
4,118.75 |
3,684.00 |
434.75 |
10.8% |
50.50 |
1.3% |
81% |
False |
False |
165,022 |
100 |
4,118.75 |
3,684.00 |
434.75 |
10.8% |
45.00 |
1.1% |
81% |
False |
False |
132,040 |
120 |
4,118.75 |
3,511.75 |
607.00 |
15.0% |
39.75 |
1.0% |
87% |
False |
False |
110,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,220.75 |
2.618 |
4,155.00 |
1.618 |
4,114.75 |
1.000 |
4,090.00 |
0.618 |
4,074.50 |
HIGH |
4,049.75 |
0.618 |
4,034.25 |
0.500 |
4,029.50 |
0.382 |
4,025.00 |
LOW |
4,009.50 |
0.618 |
3,984.75 |
1.000 |
3,969.25 |
1.618 |
3,944.50 |
2.618 |
3,904.25 |
4.250 |
3,838.50 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4,035.50 |
4,023.75 |
PP |
4,032.50 |
4,009.25 |
S1 |
4,029.50 |
3,994.50 |
|