Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,215.7 |
1,209.4 |
-6.3 |
-0.5% |
1,216.4 |
High |
1,220.7 |
1,220.0 |
-0.7 |
-0.1% |
1,237.0 |
Low |
1,204.3 |
1,205.0 |
0.7 |
0.1% |
1,206.6 |
Close |
1,211.6 |
1,215.5 |
3.9 |
0.3% |
1,215.4 |
Range |
16.4 |
15.0 |
-1.4 |
-8.5% |
30.4 |
ATR |
15.1 |
15.1 |
0.0 |
0.0% |
0.0 |
Volume |
182,523 |
146,536 |
-35,987 |
-19.7% |
758,472 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.5 |
1,252.0 |
1,223.8 |
|
R3 |
1,243.5 |
1,237.0 |
1,219.6 |
|
R2 |
1,228.5 |
1,228.5 |
1,218.3 |
|
R1 |
1,222.0 |
1,222.0 |
1,216.9 |
1,225.3 |
PP |
1,213.5 |
1,213.5 |
1,213.5 |
1,215.1 |
S1 |
1,207.0 |
1,207.0 |
1,214.1 |
1,210.3 |
S2 |
1,198.5 |
1,198.5 |
1,212.8 |
|
S3 |
1,183.5 |
1,192.0 |
1,211.4 |
|
S4 |
1,168.5 |
1,177.0 |
1,207.3 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.9 |
1,293.5 |
1,232.1 |
|
R3 |
1,280.5 |
1,263.1 |
1,223.8 |
|
R2 |
1,250.1 |
1,250.1 |
1,221.0 |
|
R1 |
1,232.7 |
1,232.7 |
1,218.2 |
1,226.2 |
PP |
1,219.7 |
1,219.7 |
1,219.7 |
1,216.4 |
S1 |
1,202.3 |
1,202.3 |
1,212.6 |
1,195.8 |
S2 |
1,189.3 |
1,189.3 |
1,209.8 |
|
S3 |
1,158.9 |
1,171.9 |
1,207.0 |
|
S4 |
1,128.5 |
1,141.5 |
1,198.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,232.7 |
1,204.3 |
28.4 |
2.3% |
15.7 |
1.3% |
39% |
False |
False |
154,124 |
10 |
1,237.0 |
1,204.3 |
32.7 |
2.7% |
15.1 |
1.2% |
34% |
False |
False |
151,789 |
20 |
1,279.2 |
1,204.3 |
74.9 |
6.2% |
15.1 |
1.2% |
15% |
False |
False |
140,708 |
40 |
1,324.3 |
1,204.3 |
120.0 |
9.9% |
14.2 |
1.2% |
9% |
False |
False |
124,627 |
60 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
14.7 |
1.2% |
8% |
False |
False |
101,951 |
80 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
14.5 |
1.2% |
8% |
False |
False |
77,722 |
100 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
14.0 |
1.2% |
8% |
False |
False |
62,714 |
120 |
1,347.5 |
1,204.3 |
143.2 |
11.8% |
14.3 |
1.2% |
8% |
False |
False |
52,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.8 |
2.618 |
1,259.3 |
1.618 |
1,244.3 |
1.000 |
1,235.0 |
0.618 |
1,229.3 |
HIGH |
1,220.0 |
0.618 |
1,214.3 |
0.500 |
1,212.5 |
0.382 |
1,210.7 |
LOW |
1,205.0 |
0.618 |
1,195.7 |
1.000 |
1,190.0 |
1.618 |
1,180.7 |
2.618 |
1,165.7 |
4.250 |
1,141.3 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,214.5 |
1,215.0 |
PP |
1,213.5 |
1,214.6 |
S1 |
1,212.5 |
1,214.1 |
|