Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3,200.0 |
3,174.0 |
-26.0 |
-0.8% |
3,248.0 |
High |
3,227.0 |
3,188.0 |
-39.0 |
-1.2% |
3,263.0 |
Low |
3,162.0 |
3,087.0 |
-75.0 |
-2.4% |
3,177.0 |
Close |
3,187.0 |
3,102.0 |
-85.0 |
-2.7% |
3,208.0 |
Range |
65.0 |
101.0 |
36.0 |
55.4% |
86.0 |
ATR |
47.7 |
51.5 |
3.8 |
8.0% |
0.0 |
Volume |
1,890,880 |
677,995 |
-1,212,885 |
-64.1% |
4,952,940 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,428.7 |
3,366.3 |
3,157.6 |
|
R3 |
3,327.7 |
3,265.3 |
3,129.8 |
|
R2 |
3,226.7 |
3,226.7 |
3,120.5 |
|
R1 |
3,164.3 |
3,164.3 |
3,111.3 |
3,145.0 |
PP |
3,125.7 |
3,125.7 |
3,125.7 |
3,116.0 |
S1 |
3,063.3 |
3,063.3 |
3,092.7 |
3,044.0 |
S2 |
3,024.7 |
3,024.7 |
3,083.5 |
|
S3 |
2,923.7 |
2,962.3 |
3,074.2 |
|
S4 |
2,822.7 |
2,861.3 |
3,046.5 |
|
|
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 |
3,231.0 |
3,087.0 |
144.0 |
4.6% |
65.4 |
2.1% |
10% |
False |
True |
1,140,581 |
10 |
3,293.0 |
3,087.0 |
206.0 |
6.6% |
59.2 |
1.9% |
7% |
False |
True |
1,039,479 |
20 |
3,293.0 |
3,087.0 |
206.0 |
6.6% |
45.5 |
1.5% |
7% |
False |
True |
830,448 |
40 |
3,293.0 |
2,960.0 |
333.0 |
10.7% |
43.5 |
1.4% |
43% |
False |
False |
435,985 |
60 |
3,293.0 |
2,960.0 |
333.0 |
10.7% |
43.9 |
1.4% |
43% |
False |
False |
292,043 |
80 |
3,306.0 |
2,960.0 |
346.0 |
11.2% |
40.2 |
1.3% |
41% |
False |
False |
219,244 |
100 |
3,306.0 |
2,960.0 |
346.0 |
11.2% |
36.8 |
1.2% |
41% |
False |
False |
175,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,617.3 |
2.618 |
3,452.4 |
1.618 |
3,351.4 |
1.000 |
3,289.0 |
0.618 |
3,250.4 |
HIGH |
3,188.0 |
0.618 |
3,149.4 |
0.500 |
3,137.5 |
0.382 |
3,125.6 |
LOW |
3,087.0 |
0.618 |
3,024.6 |
1.000 |
2,986.0 |
1.618 |
2,923.6 |
2.618 |
2,822.6 |
4.250 |
2,657.8 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,137.5 |
3,157.5 |
PP |
3,125.7 |
3,139.0 |
S1 |
3,113.8 |
3,120.5 |
|