Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,988.25 |
16,718.65 |
-269.60 |
-1.6% |
17,107.69 |
High |
16,988.25 |
17,006.91 |
18.66 |
0.1% |
17,145.10 |
Low |
16,715.79 |
16,663.26 |
-52.53 |
-0.3% |
16,674.04 |
Close |
16,719.39 |
16,994.22 |
274.83 |
1.6% |
17,009.69 |
Range |
272.46 |
343.65 |
71.19 |
26.1% |
471.06 |
ATR |
164.18 |
176.99 |
12.82 |
7.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,919.08 |
17,800.30 |
17,183.23 |
|
R3 |
17,575.43 |
17,456.65 |
17,088.72 |
|
R2 |
17,231.78 |
17,231.78 |
17,057.22 |
|
R1 |
17,113.00 |
17,113.00 |
17,025.72 |
17,172.39 |
PP |
16,888.13 |
16,888.13 |
16,888.13 |
16,917.83 |
S1 |
16,769.35 |
16,769.35 |
16,962.72 |
16,828.74 |
S2 |
16,544.48 |
16,544.48 |
16,931.22 |
|
S3 |
16,200.83 |
16,425.70 |
16,899.72 |
|
S4 |
15,857.18 |
16,082.05 |
16,805.21 |
|
|
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 |
16,663.26 |
436.13 |
2.6% |
238.79 |
1.4% |
76% |
False |
True |
|
10 |
17,204.86 |
16,663.26 |
541.60 |
3.2% |
221.94 |
1.3% |
61% |
False |
True |
|
20 |
17,350.64 |
16,663.26 |
687.38 |
4.0% |
172.27 |
1.0% |
48% |
False |
True |
|
40 |
17,350.64 |
16,567.54 |
783.10 |
4.6% |
137.25 |
0.8% |
54% |
False |
False |
|
60 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
137.38 |
0.8% |
65% |
False |
False |
|
80 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
129.07 |
0.8% |
65% |
False |
False |
|
100 |
17,350.64 |
16,333.78 |
1,016.86 |
6.0% |
121.04 |
0.7% |
65% |
False |
False |
|
120 |
17,350.64 |
16,312.66 |
1,037.98 |
6.1% |
120.36 |
0.7% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,467.42 |
2.618 |
17,906.59 |
1.618 |
17,562.94 |
1.000 |
17,350.56 |
0.618 |
17,219.29 |
HIGH |
17,006.91 |
0.618 |
16,875.64 |
0.500 |
16,835.09 |
0.382 |
16,794.53 |
LOW |
16,663.26 |
0.618 |
16,450.88 |
1.000 |
16,319.61 |
1.618 |
16,107.23 |
2.618 |
15,763.58 |
4.250 |
15,202.75 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,941.18 |
16,956.59 |
PP |
16,888.13 |
16,918.96 |
S1 |
16,835.09 |
16,881.33 |
|