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 |
1,192.0 |
1,207.8 |
15.8 |
1.3% |
1,219.1 |
High |
1,209.9 |
1,214.1 |
4.2 |
0.3% |
1,224.0 |
Low |
1,183.3 |
1,203.0 |
19.7 |
1.7% |
1,190.3 |
Close |
1,207.3 |
1,212.4 |
5.1 |
0.4% |
1,192.9 |
Range |
26.6 |
11.1 |
-15.5 |
-58.3% |
33.7 |
ATR |
16.6 |
16.2 |
-0.4 |
-2.4% |
0.0 |
Volume |
147,758 |
142,509 |
-5,249 |
-3.6% |
769,727 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.1 |
1,238.9 |
1,218.5 |
|
R3 |
1,232.0 |
1,227.8 |
1,215.5 |
|
R2 |
1,220.9 |
1,220.9 |
1,214.4 |
|
R1 |
1,216.7 |
1,216.7 |
1,213.4 |
1,218.8 |
PP |
1,209.8 |
1,209.8 |
1,209.8 |
1,210.9 |
S1 |
1,205.6 |
1,205.6 |
1,211.4 |
1,207.7 |
S2 |
1,198.7 |
1,198.7 |
1,210.4 |
|
S3 |
1,187.6 |
1,194.5 |
1,209.3 |
|
S4 |
1,176.5 |
1,183.4 |
1,206.3 |
|
|
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% |
18.6 |
1.5% |
71% |
False |
False |
154,342 |
10 |
1,232.7 |
1,183.3 |
49.4 |
4.1% |
16.7 |
1.4% |
59% |
False |
False |
152,721 |
20 |
1,258.5 |
1,183.3 |
75.2 |
6.2% |
15.7 |
1.3% |
39% |
False |
False |
147,033 |
40 |
1,321.8 |
1,183.3 |
138.5 |
11.4% |
14.7 |
1.2% |
21% |
False |
False |
127,913 |
60 |
1,327.3 |
1,183.3 |
144.0 |
11.9% |
14.7 |
1.2% |
20% |
False |
False |
110,319 |
80 |
1,347.5 |
1,183.3 |
164.2 |
13.5% |
15.0 |
1.2% |
18% |
False |
False |
85,362 |
100 |
1,347.5 |
1,183.3 |
164.2 |
13.5% |
14.2 |
1.2% |
18% |
False |
False |
68,871 |
120 |
1,347.5 |
1,183.3 |
164.2 |
13.5% |
14.3 |
1.2% |
18% |
False |
False |
57,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.3 |
2.618 |
1,243.2 |
1.618 |
1,232.1 |
1.000 |
1,225.2 |
0.618 |
1,221.0 |
HIGH |
1,214.1 |
0.618 |
1,209.9 |
0.500 |
1,208.6 |
0.382 |
1,207.2 |
LOW |
1,203.0 |
0.618 |
1,196.1 |
1.000 |
1,191.9 |
1.618 |
1,185.0 |
2.618 |
1,173.9 |
4.250 |
1,155.8 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,211.1 |
1,208.1 |
PP |
1,209.8 |
1,203.8 |
S1 |
1,208.6 |
1,199.5 |
|