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 |
1,213.9 |
1,192.0 |
-21.9 |
-1.8% |
1,219.1 |
High |
1,215.7 |
1,209.9 |
-5.8 |
-0.5% |
1,224.0 |
Low |
1,190.3 |
1,183.3 |
-7.0 |
-0.6% |
1,190.3 |
Close |
1,192.9 |
1,207.3 |
14.4 |
1.2% |
1,192.9 |
Range |
25.4 |
26.6 |
1.2 |
4.7% |
33.7 |
ATR |
15.8 |
16.6 |
0.8 |
4.9% |
0.0 |
Volume |
186,087 |
147,758 |
-38,329 |
-20.6% |
769,727 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.0 |
1,270.2 |
1,221.9 |
|
R3 |
1,253.4 |
1,243.6 |
1,214.6 |
|
R2 |
1,226.8 |
1,226.8 |
1,212.2 |
|
R1 |
1,217.0 |
1,217.0 |
1,209.7 |
1,221.9 |
PP |
1,200.2 |
1,200.2 |
1,200.2 |
1,202.6 |
S1 |
1,190.4 |
1,190.4 |
1,204.9 |
1,195.3 |
S2 |
1,173.6 |
1,173.6 |
1,202.4 |
|
S3 |
1,147.0 |
1,163.8 |
1,200.0 |
|
S4 |
1,120.4 |
1,137.2 |
1,192.7 |
|
|
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 |
1,183.3 |
40.7 |
3.4% |
19.7 |
1.6% |
59% |
False |
True |
162,345 |
10 |
1,237.0 |
1,183.3 |
53.7 |
4.4% |
17.8 |
1.5% |
45% |
False |
True |
153,790 |
20 |
1,258.9 |
1,183.3 |
75.6 |
6.3% |
15.7 |
1.3% |
32% |
False |
True |
146,320 |
40 |
1,321.8 |
1,183.3 |
138.5 |
11.5% |
14.5 |
1.2% |
17% |
False |
True |
125,927 |
60 |
1,342.2 |
1,183.3 |
158.9 |
13.2% |
15.2 |
1.3% |
15% |
False |
True |
108,384 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.6% |
14.9 |
1.2% |
15% |
False |
True |
83,602 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.6% |
14.2 |
1.2% |
15% |
False |
True |
67,462 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.6% |
14.3 |
1.2% |
15% |
False |
True |
56,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.0 |
2.618 |
1,279.5 |
1.618 |
1,252.9 |
1.000 |
1,236.5 |
0.618 |
1,226.3 |
HIGH |
1,209.9 |
0.618 |
1,199.7 |
0.500 |
1,196.6 |
0.382 |
1,193.5 |
LOW |
1,183.3 |
0.618 |
1,166.9 |
1.000 |
1,156.7 |
1.618 |
1,140.3 |
2.618 |
1,113.7 |
4.250 |
1,070.3 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,203.7 |
1,206.1 |
PP |
1,200.2 |
1,204.9 |
S1 |
1,196.6 |
1,203.7 |
|