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 |
1,213.4 |
1,213.9 |
0.5 |
0.0% |
1,219.1 |
High |
1,224.0 |
1,215.7 |
-8.3 |
-0.7% |
1,224.0 |
Low |
1,209.1 |
1,190.3 |
-18.8 |
-1.6% |
1,190.3 |
Close |
1,215.1 |
1,192.9 |
-22.2 |
-1.8% |
1,192.9 |
Range |
14.9 |
25.4 |
10.5 |
70.5% |
33.7 |
ATR |
15.1 |
15.8 |
0.7 |
4.9% |
0.0 |
Volume |
148,824 |
186,087 |
37,263 |
25.0% |
769,727 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.8 |
1,259.8 |
1,206.9 |
|
R3 |
1,250.4 |
1,234.4 |
1,199.9 |
|
R2 |
1,225.0 |
1,225.0 |
1,197.6 |
|
R1 |
1,209.0 |
1,209.0 |
1,195.2 |
1,204.3 |
PP |
1,199.6 |
1,199.6 |
1,199.6 |
1,197.3 |
S1 |
1,183.6 |
1,183.6 |
1,190.6 |
1,178.9 |
S2 |
1,174.2 |
1,174.2 |
1,188.2 |
|
S3 |
1,148.8 |
1,158.2 |
1,185.9 |
|
S4 |
1,123.4 |
1,132.8 |
1,178.9 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.5 |
1,281.9 |
1,211.4 |
|
R3 |
1,269.8 |
1,248.2 |
1,202.2 |
|
R2 |
1,236.1 |
1,236.1 |
1,199.1 |
|
R1 |
1,214.5 |
1,214.5 |
1,196.0 |
1,208.5 |
PP |
1,202.4 |
1,202.4 |
1,202.4 |
1,199.4 |
S1 |
1,180.8 |
1,180.8 |
1,189.8 |
1,174.8 |
S2 |
1,168.7 |
1,168.7 |
1,186.7 |
|
S3 |
1,135.0 |
1,147.1 |
1,183.6 |
|
S4 |
1,101.3 |
1,113.4 |
1,174.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,224.0 |
1,190.3 |
33.7 |
2.8% |
16.1 |
1.3% |
8% |
False |
True |
153,945 |
10 |
1,237.0 |
1,190.3 |
46.7 |
3.9% |
16.4 |
1.4% |
6% |
False |
True |
152,819 |
20 |
1,272.6 |
1,190.3 |
82.3 |
6.9% |
15.4 |
1.3% |
3% |
False |
True |
144,566 |
40 |
1,324.3 |
1,190.3 |
134.0 |
11.2% |
14.3 |
1.2% |
2% |
False |
True |
125,930 |
60 |
1,342.2 |
1,190.3 |
151.9 |
12.7% |
14.8 |
1.2% |
2% |
False |
True |
106,297 |
80 |
1,347.5 |
1,190.3 |
157.2 |
13.2% |
14.7 |
1.2% |
2% |
False |
True |
81,786 |
100 |
1,347.5 |
1,190.3 |
157.2 |
13.2% |
14.1 |
1.2% |
2% |
False |
True |
66,007 |
120 |
1,347.5 |
1,190.3 |
157.2 |
13.2% |
14.4 |
1.2% |
2% |
False |
True |
55,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.7 |
2.618 |
1,282.2 |
1.618 |
1,256.8 |
1.000 |
1,241.1 |
0.618 |
1,231.4 |
HIGH |
1,215.7 |
0.618 |
1,206.0 |
0.500 |
1,203.0 |
0.382 |
1,200.0 |
LOW |
1,190.3 |
0.618 |
1,174.6 |
1.000 |
1,164.9 |
1.618 |
1,149.2 |
2.618 |
1,123.8 |
4.250 |
1,082.4 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,203.0 |
1,207.2 |
PP |
1,199.6 |
1,202.4 |
S1 |
1,196.3 |
1,197.7 |
|