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 |
3,183.0 |
3,200.0 |
17.0 |
0.5% |
3,248.0 |
High |
3,228.0 |
3,227.0 |
-1.0 |
0.0% |
3,263.0 |
Low |
3,180.0 |
3,162.0 |
-18.0 |
-0.6% |
3,177.0 |
Close |
3,223.0 |
3,187.0 |
-36.0 |
-1.1% |
3,208.0 |
Range |
48.0 |
65.0 |
17.0 |
35.4% |
86.0 |
ATR |
46.4 |
47.7 |
1.3 |
2.9% |
0.0 |
Volume |
1,048,956 |
1,890,880 |
841,924 |
80.3% |
4,952,940 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,387.0 |
3,352.0 |
3,222.8 |
|
R3 |
3,322.0 |
3,287.0 |
3,204.9 |
|
R2 |
3,257.0 |
3,257.0 |
3,198.9 |
|
R1 |
3,222.0 |
3,222.0 |
3,193.0 |
3,207.0 |
PP |
3,192.0 |
3,192.0 |
3,192.0 |
3,184.5 |
S1 |
3,157.0 |
3,157.0 |
3,181.0 |
3,142.0 |
S2 |
3,127.0 |
3,127.0 |
3,175.1 |
|
S3 |
3,062.0 |
3,092.0 |
3,169.1 |
|
S4 |
2,997.0 |
3,027.0 |
3,151.3 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,474.0 |
3,427.0 |
3,255.3 |
|
R3 |
3,388.0 |
3,341.0 |
3,231.7 |
|
R2 |
3,302.0 |
3,302.0 |
3,223.8 |
|
R1 |
3,255.0 |
3,255.0 |
3,215.9 |
3,235.5 |
PP |
3,216.0 |
3,216.0 |
3,216.0 |
3,206.3 |
S1 |
3,169.0 |
3,169.0 |
3,200.1 |
3,149.5 |
S2 |
3,130.0 |
3,130.0 |
3,192.2 |
|
S3 |
3,044.0 |
3,083.0 |
3,184.4 |
|
S4 |
2,958.0 |
2,997.0 |
3,160.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,249.0 |
3,156.0 |
93.0 |
2.9% |
59.0 |
1.9% |
33% |
False |
False |
1,188,038 |
10 |
3,293.0 |
3,156.0 |
137.0 |
4.3% |
52.3 |
1.6% |
23% |
False |
False |
1,085,126 |
20 |
3,293.0 |
3,156.0 |
137.0 |
4.3% |
44.8 |
1.4% |
23% |
False |
False |
801,648 |
40 |
3,293.0 |
2,960.0 |
333.0 |
10.4% |
42.1 |
1.3% |
68% |
False |
False |
420,222 |
60 |
3,293.0 |
2,960.0 |
333.0 |
10.4% |
42.7 |
1.3% |
68% |
False |
False |
280,744 |
80 |
3,306.0 |
2,960.0 |
346.0 |
10.9% |
39.3 |
1.2% |
66% |
False |
False |
210,788 |
100 |
3,306.0 |
2,960.0 |
346.0 |
10.9% |
35.9 |
1.1% |
66% |
False |
False |
168,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,503.3 |
2.618 |
3,397.2 |
1.618 |
3,332.2 |
1.000 |
3,292.0 |
0.618 |
3,267.2 |
HIGH |
3,227.0 |
0.618 |
3,202.2 |
0.500 |
3,194.5 |
0.382 |
3,186.8 |
LOW |
3,162.0 |
0.618 |
3,121.8 |
1.000 |
3,097.0 |
1.618 |
3,056.8 |
2.618 |
2,991.8 |
4.250 |
2,885.8 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,194.5 |
3,192.0 |
PP |
3,192.0 |
3,190.3 |
S1 |
3,189.5 |
3,188.7 |
|