Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4,041.00 |
4,080.75 |
39.75 |
1.0% |
3,811.75 |
High |
4,099.75 |
4,096.25 |
-3.50 |
-0.1% |
4,038.50 |
Low |
4,037.75 |
4,054.75 |
17.00 |
0.4% |
3,793.25 |
Close |
4,094.00 |
4,072.25 |
-21.75 |
-0.5% |
4,034.75 |
Range |
62.00 |
41.50 |
-20.50 |
-33.1% |
245.25 |
ATR |
73.09 |
70.83 |
-2.26 |
-3.1% |
0.00 |
Volume |
258,879 |
340,712 |
81,833 |
31.6% |
1,677,985 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,199.00 |
4,177.00 |
4,095.00 |
|
R3 |
4,157.50 |
4,135.50 |
4,083.75 |
|
R2 |
4,116.00 |
4,116.00 |
4,079.75 |
|
R1 |
4,094.00 |
4,094.00 |
4,076.00 |
4,084.25 |
PP |
4,074.50 |
4,074.50 |
4,074.50 |
4,069.50 |
S1 |
4,052.50 |
4,052.50 |
4,068.50 |
4,042.75 |
S2 |
4,033.00 |
4,033.00 |
4,064.75 |
|
S3 |
3,991.50 |
4,011.00 |
4,060.75 |
|
S4 |
3,950.00 |
3,969.50 |
4,049.50 |
|
|
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% |
59.50 |
1.5% |
83% |
False |
False |
302,468 |
10 |
4,099.75 |
3,684.00 |
415.75 |
10.2% |
76.00 |
1.9% |
93% |
False |
False |
372,731 |
20 |
4,099.75 |
3,684.00 |
415.75 |
10.2% |
81.00 |
2.0% |
93% |
False |
False |
449,144 |
40 |
4,118.75 |
3,684.00 |
434.75 |
10.7% |
65.25 |
1.6% |
89% |
False |
False |
344,276 |
60 |
4,118.75 |
3,684.00 |
434.75 |
10.7% |
54.00 |
1.3% |
89% |
False |
False |
229,864 |
80 |
4,118.75 |
3,684.00 |
434.75 |
10.7% |
51.00 |
1.3% |
89% |
False |
False |
172,506 |
100 |
4,118.75 |
3,684.00 |
434.75 |
10.7% |
45.75 |
1.1% |
89% |
False |
False |
138,036 |
120 |
4,118.75 |
3,550.25 |
568.50 |
14.0% |
40.25 |
1.0% |
92% |
False |
False |
115,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,272.50 |
2.618 |
4,205.00 |
1.618 |
4,163.50 |
1.000 |
4,137.75 |
0.618 |
4,122.00 |
HIGH |
4,096.25 |
0.618 |
4,080.50 |
0.500 |
4,075.50 |
0.382 |
4,070.50 |
LOW |
4,054.75 |
0.618 |
4,029.00 |
1.000 |
4,013.25 |
1.618 |
3,987.50 |
2.618 |
3,946.00 |
4.250 |
3,878.50 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4,075.50 |
4,066.50 |
PP |
4,074.50 |
4,060.50 |
S1 |
4,073.25 |
4,054.50 |
|