Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4,035.75 |
4,041.00 |
5.25 |
0.1% |
3,811.75 |
High |
4,049.75 |
4,099.75 |
50.00 |
1.2% |
4,038.50 |
Low |
4,009.50 |
4,037.75 |
28.25 |
0.7% |
3,793.25 |
Close |
4,038.25 |
4,094.00 |
55.75 |
1.4% |
4,034.75 |
Range |
40.25 |
62.00 |
21.75 |
54.0% |
245.25 |
ATR |
73.94 |
73.09 |
-0.85 |
-1.2% |
0.00 |
Volume |
275,993 |
258,879 |
-17,114 |
-6.2% |
1,677,985 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,263.25 |
4,240.50 |
4,128.00 |
|
R3 |
4,201.25 |
4,178.50 |
4,111.00 |
|
R2 |
4,139.25 |
4,139.25 |
4,105.25 |
|
R1 |
4,116.50 |
4,116.50 |
4,099.75 |
4,128.00 |
PP |
4,077.25 |
4,077.25 |
4,077.25 |
4,082.75 |
S1 |
4,054.50 |
4,054.50 |
4,088.25 |
4,066.00 |
S2 |
4,015.25 |
4,015.25 |
4,082.75 |
|
S3 |
3,953.25 |
3,992.50 |
4,077.00 |
|
S4 |
3,891.25 |
3,930.50 |
4,060.00 |
|
|
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 |
4,099.75 |
3,939.50 |
160.25 |
3.9% |
59.75 |
1.5% |
96% |
True |
False |
303,020 |
10 |
4,099.75 |
3,684.00 |
415.75 |
10.2% |
86.00 |
2.1% |
99% |
True |
False |
421,770 |
20 |
4,099.75 |
3,684.00 |
415.75 |
10.2% |
82.75 |
2.0% |
99% |
True |
False |
453,896 |
40 |
4,118.75 |
3,684.00 |
434.75 |
10.6% |
65.50 |
1.6% |
94% |
False |
False |
335,839 |
60 |
4,118.75 |
3,684.00 |
434.75 |
10.6% |
54.00 |
1.3% |
94% |
False |
False |
224,196 |
80 |
4,118.75 |
3,684.00 |
434.75 |
10.6% |
51.25 |
1.2% |
94% |
False |
False |
168,253 |
100 |
4,118.75 |
3,684.00 |
434.75 |
10.6% |
45.50 |
1.1% |
94% |
False |
False |
134,629 |
120 |
4,118.75 |
3,511.75 |
607.00 |
14.8% |
40.00 |
1.0% |
96% |
False |
False |
112,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,363.25 |
2.618 |
4,262.00 |
1.618 |
4,200.00 |
1.000 |
4,161.75 |
0.618 |
4,138.00 |
HIGH |
4,099.75 |
0.618 |
4,076.00 |
0.500 |
4,068.75 |
0.382 |
4,061.50 |
LOW |
4,037.75 |
0.618 |
3,999.50 |
1.000 |
3,975.75 |
1.618 |
3,937.50 |
2.618 |
3,875.50 |
4.250 |
3,774.25 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4,085.50 |
4,074.50 |
PP |
4,077.25 |
4,054.75 |
S1 |
4,068.75 |
4,035.00 |
|