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 |
5,248.0 |
5,256.0 |
8.0 |
0.2% |
5,413.0 |
High |
5,289.0 |
5,330.0 |
41.0 |
0.8% |
5,432.0 |
Low |
5,243.0 |
5,221.0 |
-22.0 |
-0.4% |
5,297.0 |
Close |
5,283.0 |
5,322.0 |
39.0 |
0.7% |
5,304.0 |
Range |
46.0 |
109.0 |
63.0 |
137.0% |
135.0 |
ATR |
50.1 |
54.3 |
4.2 |
8.4% |
0.0 |
Volume |
31,953 |
36,733 |
4,780 |
15.0% |
129,592 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,618.0 |
5,579.0 |
5,382.0 |
|
R3 |
5,509.0 |
5,470.0 |
5,352.0 |
|
R2 |
5,400.0 |
5,400.0 |
5,342.0 |
|
R1 |
5,361.0 |
5,361.0 |
5,332.0 |
5,380.5 |
PP |
5,291.0 |
5,291.0 |
5,291.0 |
5,300.8 |
S1 |
5,252.0 |
5,252.0 |
5,312.0 |
5,271.5 |
S2 |
5,182.0 |
5,182.0 |
5,302.0 |
|
S3 |
5,073.0 |
5,143.0 |
5,292.0 |
|
S4 |
4,964.0 |
5,034.0 |
5,262.1 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,749.3 |
5,661.7 |
5,378.3 |
|
R3 |
5,614.3 |
5,526.7 |
5,341.1 |
|
R2 |
5,479.3 |
5,479.3 |
5,328.8 |
|
R1 |
5,391.7 |
5,391.7 |
5,316.4 |
5,368.0 |
PP |
5,344.3 |
5,344.3 |
5,344.3 |
5,332.5 |
S1 |
5,256.7 |
5,256.7 |
5,291.6 |
5,233.0 |
S2 |
5,209.3 |
5,209.3 |
5,279.3 |
|
S3 |
5,074.3 |
5,121.7 |
5,266.9 |
|
S4 |
4,939.3 |
4,986.7 |
5,229.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,415.0 |
5,221.0 |
194.0 |
3.6% |
57.4 |
1.1% |
52% |
False |
True |
28,456 |
10 |
5,446.0 |
5,221.0 |
225.0 |
4.2% |
60.4 |
1.1% |
45% |
False |
True |
28,560 |
20 |
5,640.0 |
5,221.0 |
419.0 |
7.9% |
50.2 |
0.9% |
24% |
False |
True |
27,837 |
40 |
5,665.0 |
5,221.0 |
444.0 |
8.3% |
33.8 |
0.6% |
23% |
False |
True |
13,965 |
60 |
5,665.0 |
5,221.0 |
444.0 |
8.3% |
28.1 |
0.5% |
23% |
False |
True |
9,332 |
80 |
5,665.0 |
5,221.0 |
444.0 |
8.3% |
21.6 |
0.4% |
23% |
False |
True |
7,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,793.3 |
2.618 |
5,615.4 |
1.618 |
5,506.4 |
1.000 |
5,439.0 |
0.618 |
5,397.4 |
HIGH |
5,330.0 |
0.618 |
5,288.4 |
0.500 |
5,275.5 |
0.382 |
5,262.6 |
LOW |
5,221.0 |
0.618 |
5,153.6 |
1.000 |
5,112.0 |
1.618 |
5,044.6 |
2.618 |
4,935.6 |
4.250 |
4,757.8 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,306.5 |
5,306.5 |
PP |
5,291.0 |
5,291.0 |
S1 |
5,275.5 |
5,275.5 |
|