Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,802.20 |
17,010.34 |
208.14 |
1.2% |
17,107.69 |
High |
17,027.84 |
17,099.39 |
71.55 |
0.4% |
17,145.10 |
Low |
16,802.20 |
16,930.38 |
128.18 |
0.8% |
16,674.04 |
Close |
17,009.69 |
16,991.91 |
-17.78 |
-0.1% |
17,009.69 |
Range |
225.64 |
169.01 |
-56.63 |
-25.1% |
471.06 |
ATR |
154.53 |
155.56 |
1.03 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,514.26 |
17,422.09 |
17,084.87 |
|
R3 |
17,345.25 |
17,253.08 |
17,038.39 |
|
R2 |
17,176.24 |
17,176.24 |
17,022.90 |
|
R1 |
17,084.07 |
17,084.07 |
17,007.40 |
17,045.65 |
PP |
17,007.23 |
17,007.23 |
17,007.23 |
16,988.02 |
S1 |
16,915.06 |
16,915.06 |
16,976.42 |
16,876.64 |
S2 |
16,838.22 |
16,838.22 |
16,960.92 |
|
S3 |
16,669.21 |
16,746.05 |
16,945.43 |
|
S4 |
16,500.20 |
16,577.04 |
16,898.95 |
|
|
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% |
194.18 |
1.1% |
67% |
False |
False |
|
10 |
17,226.60 |
16,674.04 |
552.56 |
3.3% |
191.19 |
1.1% |
58% |
False |
False |
|
20 |
17,350.64 |
16,674.04 |
676.60 |
4.0% |
152.66 |
0.9% |
47% |
False |
False |
|
40 |
17,350.64 |
16,518.06 |
832.58 |
4.9% |
125.40 |
0.7% |
57% |
False |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
131.30 |
0.8% |
65% |
False |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
123.22 |
0.7% |
65% |
False |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
117.98 |
0.7% |
65% |
False |
False |
|
120 |
17,350.64 |
16,266.23 |
1,084.41 |
6.4% |
117.32 |
0.7% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,817.68 |
2.618 |
17,541.86 |
1.618 |
17,372.85 |
1.000 |
17,268.40 |
0.618 |
17,203.84 |
HIGH |
17,099.39 |
0.618 |
17,034.83 |
0.500 |
17,014.89 |
0.382 |
16,994.94 |
LOW |
16,930.38 |
0.618 |
16,825.93 |
1.000 |
16,761.37 |
1.618 |
16,656.92 |
2.618 |
16,487.91 |
4.250 |
16,212.09 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
17,014.89 |
16,956.85 |
PP |
17,007.23 |
16,921.78 |
S1 |
16,999.57 |
16,886.72 |
|