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 |
3,174.0 |
3,122.0 |
-52.0 |
-1.6% |
3,215.0 |
High |
3,188.0 |
3,144.0 |
-44.0 |
-1.4% |
3,228.0 |
Low |
3,087.0 |
3,106.0 |
19.0 |
0.6% |
3,087.0 |
Close |
3,102.0 |
3,131.0 |
29.0 |
0.9% |
3,131.0 |
Range |
101.0 |
38.0 |
-63.0 |
-62.4% |
141.0 |
ATR |
51.5 |
50.8 |
-0.7 |
-1.3% |
0.0 |
Volume |
677,995 |
1,067,433 |
389,438 |
57.4% |
5,883,571 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,241.0 |
3,224.0 |
3,151.9 |
|
R3 |
3,203.0 |
3,186.0 |
3,141.5 |
|
R2 |
3,165.0 |
3,165.0 |
3,138.0 |
|
R1 |
3,148.0 |
3,148.0 |
3,134.5 |
3,156.5 |
PP |
3,127.0 |
3,127.0 |
3,127.0 |
3,131.3 |
S1 |
3,110.0 |
3,110.0 |
3,127.5 |
3,118.5 |
S2 |
3,089.0 |
3,089.0 |
3,124.0 |
|
S3 |
3,051.0 |
3,072.0 |
3,120.6 |
|
S4 |
3,013.0 |
3,034.0 |
3,110.1 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,571.7 |
3,492.3 |
3,208.6 |
|
R3 |
3,430.7 |
3,351.3 |
3,169.8 |
|
R2 |
3,289.7 |
3,289.7 |
3,156.9 |
|
R1 |
3,210.3 |
3,210.3 |
3,143.9 |
3,179.5 |
PP |
3,148.7 |
3,148.7 |
3,148.7 |
3,133.3 |
S1 |
3,069.3 |
3,069.3 |
3,118.1 |
3,038.5 |
S2 |
3,007.7 |
3,007.7 |
3,105.2 |
|
S3 |
2,866.7 |
2,928.3 |
3,092.2 |
|
S4 |
2,725.7 |
2,787.3 |
3,053.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,228.0 |
3,087.0 |
141.0 |
4.5% |
62.2 |
2.0% |
31% |
False |
False |
1,176,714 |
10 |
3,263.0 |
3,087.0 |
176.0 |
5.6% |
58.7 |
1.9% |
25% |
False |
False |
1,083,651 |
20 |
3,293.0 |
3,087.0 |
206.0 |
6.6% |
45.9 |
1.5% |
21% |
False |
False |
879,864 |
40 |
3,293.0 |
2,960.0 |
333.0 |
10.6% |
42.7 |
1.4% |
51% |
False |
False |
462,524 |
60 |
3,293.0 |
2,960.0 |
333.0 |
10.6% |
43.4 |
1.4% |
51% |
False |
False |
309,830 |
80 |
3,306.0 |
2,960.0 |
346.0 |
11.1% |
40.6 |
1.3% |
49% |
False |
False |
232,577 |
100 |
3,306.0 |
2,960.0 |
346.0 |
11.1% |
36.6 |
1.2% |
49% |
False |
False |
186,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,305.5 |
2.618 |
3,243.5 |
1.618 |
3,205.5 |
1.000 |
3,182.0 |
0.618 |
3,167.5 |
HIGH |
3,144.0 |
0.618 |
3,129.5 |
0.500 |
3,125.0 |
0.382 |
3,120.5 |
LOW |
3,106.0 |
0.618 |
3,082.5 |
1.000 |
3,068.0 |
1.618 |
3,044.5 |
2.618 |
3,006.5 |
4.250 |
2,944.5 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,129.0 |
3,157.0 |
PP |
3,127.0 |
3,148.3 |
S1 |
3,125.0 |
3,139.7 |
|