Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
17,010.34 |
16,988.25 |
-22.09 |
-0.1% |
17,107.69 |
High |
17,099.39 |
16,988.25 |
-111.14 |
-0.6% |
17,145.10 |
Low |
16,930.38 |
16,715.79 |
-214.59 |
-1.3% |
16,674.04 |
Close |
16,991.91 |
16,719.39 |
-272.52 |
-1.6% |
17,009.69 |
Range |
169.01 |
272.46 |
103.45 |
61.2% |
471.06 |
ATR |
155.56 |
164.18 |
8.61 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,625.19 |
17,444.75 |
16,869.24 |
|
R3 |
17,352.73 |
17,172.29 |
16,794.32 |
|
R2 |
17,080.27 |
17,080.27 |
16,769.34 |
|
R1 |
16,899.83 |
16,899.83 |
16,744.37 |
16,853.82 |
PP |
16,807.81 |
16,807.81 |
16,807.81 |
16,784.81 |
S1 |
16,627.37 |
16,627.37 |
16,694.41 |
16,581.36 |
S2 |
16,535.35 |
16,535.35 |
16,669.44 |
|
S3 |
16,262.89 |
16,354.91 |
16,644.46 |
|
S4 |
15,990.43 |
16,082.45 |
16,569.54 |
|
|
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 |
17,099.39 |
16,674.04 |
425.35 |
2.5% |
223.07 |
1.3% |
11% |
False |
False |
|
10 |
17,226.60 |
16,674.04 |
552.56 |
3.3% |
206.84 |
1.2% |
8% |
False |
False |
|
20 |
17,350.64 |
16,674.04 |
676.60 |
4.0% |
160.37 |
1.0% |
7% |
False |
False |
|
40 |
17,350.64 |
16,518.06 |
832.58 |
5.0% |
130.44 |
0.8% |
24% |
False |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
133.55 |
0.8% |
38% |
False |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
125.76 |
0.8% |
38% |
False |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.1% |
118.45 |
0.7% |
38% |
False |
False |
|
120 |
17,350.64 |
16,312.66 |
1,037.98 |
6.2% |
118.26 |
0.7% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,146.21 |
2.618 |
17,701.55 |
1.618 |
17,429.09 |
1.000 |
17,260.71 |
0.618 |
17,156.63 |
HIGH |
16,988.25 |
0.618 |
16,884.17 |
0.500 |
16,852.02 |
0.382 |
16,819.87 |
LOW |
16,715.79 |
0.618 |
16,547.41 |
1.000 |
16,443.33 |
1.618 |
16,274.95 |
2.618 |
16,002.49 |
4.250 |
15,557.84 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,852.02 |
16,907.59 |
PP |
16,807.81 |
16,844.86 |
S1 |
16,763.60 |
16,782.12 |
|