| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
17,040.46 |
16,808.27 |
-232.19 |
-1.4% |
17,271.71 |
| High |
17,041.16 |
16,857.25 |
-183.91 |
-1.1% |
17,277.88 |
| Low |
16,776.13 |
16,674.04 |
-102.09 |
-0.6% |
16,945.80 |
| Close |
16,804.71 |
16,801.05 |
-3.66 |
0.0% |
17,113.15 |
| Range |
265.03 |
183.21 |
-81.82 |
-30.9% |
332.08 |
| ATR |
146.34 |
148.97 |
2.63 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,327.08 |
17,247.27 |
16,901.82 |
|
| R3 |
17,143.87 |
17,064.06 |
16,851.43 |
|
| R2 |
16,960.66 |
16,960.66 |
16,834.64 |
|
| R1 |
16,880.85 |
16,880.85 |
16,817.84 |
16,829.15 |
| PP |
16,777.45 |
16,777.45 |
16,777.45 |
16,751.60 |
| S1 |
16,697.64 |
16,697.64 |
16,784.26 |
16,645.94 |
| S2 |
16,594.24 |
16,594.24 |
16,767.46 |
|
| S3 |
16,411.03 |
16,514.43 |
16,750.67 |
|
| S4 |
16,227.82 |
16,331.22 |
16,700.28 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,108.52 |
17,942.91 |
17,295.79 |
|
| R3 |
17,776.44 |
17,610.83 |
17,204.47 |
|
| R2 |
17,444.36 |
17,444.36 |
17,174.03 |
|
| R1 |
17,278.75 |
17,278.75 |
17,143.59 |
17,195.52 |
| PP |
17,112.28 |
17,112.28 |
17,112.28 |
17,070.66 |
| S1 |
16,946.67 |
16,946.67 |
17,082.71 |
16,863.44 |
| S2 |
16,780.20 |
16,780.20 |
17,052.27 |
|
| S3 |
16,448.12 |
16,614.59 |
17,021.83 |
|
| S4 |
16,116.04 |
16,282.51 |
16,930.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,148.15 |
16,674.04 |
474.11 |
2.8% |
189.91 |
1.1% |
27% |
False |
True |
|
| 10 |
17,350.64 |
16,674.04 |
676.60 |
4.0% |
172.90 |
1.0% |
19% |
False |
True |
|
| 20 |
17,350.64 |
16,674.04 |
676.60 |
4.0% |
142.25 |
0.8% |
19% |
False |
True |
|
| 40 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
124.61 |
0.7% |
46% |
False |
False |
|
| 60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
129.13 |
0.8% |
46% |
False |
False |
|
| 80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
121.53 |
0.7% |
46% |
False |
False |
|
| 100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
115.65 |
0.7% |
46% |
False |
False |
|
| 120 |
17,350.64 |
16,028.29 |
1,322.35 |
7.9% |
117.08 |
0.7% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,635.89 |
|
2.618 |
17,336.89 |
|
1.618 |
17,153.68 |
|
1.000 |
17,040.46 |
|
0.618 |
16,970.47 |
|
HIGH |
16,857.25 |
|
0.618 |
16,787.26 |
|
0.500 |
16,765.65 |
|
0.382 |
16,744.03 |
|
LOW |
16,674.04 |
|
0.618 |
16,560.82 |
|
1.000 |
16,490.83 |
|
1.618 |
16,377.61 |
|
2.618 |
16,194.40 |
|
4.250 |
15,895.40 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,789.25 |
16,909.57 |
| PP |
16,777.45 |
16,873.40 |
| S1 |
16,765.65 |
16,837.22 |
|