Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,808.27 |
16,802.20 |
-6.07 |
0.0% |
17,107.69 |
High |
16,857.25 |
17,027.84 |
170.59 |
1.0% |
17,145.10 |
Low |
16,674.04 |
16,802.20 |
128.16 |
0.8% |
16,674.04 |
Close |
16,801.05 |
17,009.69 |
208.64 |
1.2% |
17,009.69 |
Range |
183.21 |
225.64 |
42.43 |
23.2% |
471.06 |
ATR |
148.97 |
154.53 |
5.56 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,623.50 |
17,542.23 |
17,133.79 |
|
R3 |
17,397.86 |
17,316.59 |
17,071.74 |
|
R2 |
17,172.22 |
17,172.22 |
17,051.06 |
|
R1 |
17,090.95 |
17,090.95 |
17,030.37 |
17,131.59 |
PP |
16,946.58 |
16,946.58 |
16,946.58 |
16,966.89 |
S1 |
16,865.31 |
16,865.31 |
16,989.01 |
16,905.95 |
S2 |
16,720.94 |
16,720.94 |
16,968.32 |
|
S3 |
16,495.30 |
16,639.67 |
16,947.64 |
|
S4 |
16,269.66 |
16,414.03 |
16,885.59 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,356.12 |
18,153.97 |
17,268.77 |
|
R3 |
17,885.06 |
17,682.91 |
17,139.23 |
|
R2 |
17,414.00 |
17,414.00 |
17,096.05 |
|
R1 |
17,211.85 |
17,211.85 |
17,052.87 |
17,077.40 |
PP |
16,942.94 |
16,942.94 |
16,942.94 |
16,875.72 |
S1 |
16,740.79 |
16,740.79 |
16,966.51 |
16,606.34 |
S2 |
16,471.88 |
16,471.88 |
16,923.33 |
|
S3 |
16,000.82 |
16,269.73 |
16,880.15 |
|
S4 |
15,529.76 |
15,798.67 |
16,750.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,145.10 |
16,674.04 |
471.06 |
2.8% |
195.03 |
1.1% |
71% |
False |
False |
|
10 |
17,277.88 |
16,674.04 |
603.84 |
3.5% |
186.14 |
1.1% |
56% |
False |
False |
|
20 |
17,350.64 |
16,674.04 |
676.60 |
4.0% |
147.15 |
0.9% |
50% |
False |
False |
|
40 |
17,350.64 |
16,364.22 |
986.42 |
5.8% |
125.98 |
0.7% |
65% |
False |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
129.97 |
0.8% |
66% |
False |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
122.83 |
0.7% |
66% |
False |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
117.51 |
0.7% |
66% |
False |
False |
|
120 |
17,350.64 |
16,063.20 |
1,287.44 |
7.6% |
117.66 |
0.7% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,986.81 |
2.618 |
17,618.57 |
1.618 |
17,392.93 |
1.000 |
17,253.48 |
0.618 |
17,167.29 |
HIGH |
17,027.84 |
0.618 |
16,941.65 |
0.500 |
16,915.02 |
0.382 |
16,888.39 |
LOW |
16,802.20 |
0.618 |
16,662.75 |
1.000 |
16,576.56 |
1.618 |
16,437.11 |
2.618 |
16,211.47 |
4.250 |
15,843.23 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,978.13 |
16,958.99 |
PP |
16,946.58 |
16,908.30 |
S1 |
16,915.02 |
16,857.60 |
|