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 |
5,256.0 |
5,278.0 |
22.0 |
0.4% |
5,413.0 |
High |
5,330.0 |
5,309.0 |
-21.0 |
-0.4% |
5,432.0 |
Low |
5,221.0 |
5,267.0 |
46.0 |
0.9% |
5,297.0 |
Close |
5,322.0 |
5,283.0 |
-39.0 |
-0.7% |
5,304.0 |
Range |
109.0 |
42.0 |
-67.0 |
-61.5% |
135.0 |
ATR |
54.3 |
54.4 |
0.0 |
0.1% |
0.0 |
Volume |
36,733 |
25,121 |
-11,612 |
-31.6% |
129,592 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,412.3 |
5,389.7 |
5,306.1 |
|
R3 |
5,370.3 |
5,347.7 |
5,294.6 |
|
R2 |
5,328.3 |
5,328.3 |
5,290.7 |
|
R1 |
5,305.7 |
5,305.7 |
5,286.9 |
5,317.0 |
PP |
5,286.3 |
5,286.3 |
5,286.3 |
5,292.0 |
S1 |
5,263.7 |
5,263.7 |
5,279.2 |
5,275.0 |
S2 |
5,244.3 |
5,244.3 |
5,275.3 |
|
S3 |
5,202.3 |
5,221.7 |
5,271.5 |
|
S4 |
5,160.3 |
5,179.7 |
5,259.9 |
|
|
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 |
5,330.0 |
5,221.0 |
109.0 |
2.1% |
56.0 |
1.1% |
57% |
False |
False |
29,244 |
10 |
5,446.0 |
5,221.0 |
225.0 |
4.3% |
58.2 |
1.1% |
28% |
False |
False |
27,473 |
20 |
5,626.0 |
5,221.0 |
405.0 |
7.7% |
51.0 |
1.0% |
15% |
False |
False |
29,087 |
40 |
5,665.0 |
5,221.0 |
444.0 |
8.4% |
34.5 |
0.7% |
14% |
False |
False |
14,588 |
60 |
5,665.0 |
5,221.0 |
444.0 |
8.4% |
28.8 |
0.5% |
14% |
False |
False |
9,751 |
80 |
5,665.0 |
5,221.0 |
444.0 |
8.4% |
22.2 |
0.4% |
14% |
False |
False |
7,318 |
100 |
5,665.0 |
5,221.0 |
444.0 |
8.4% |
19.2 |
0.4% |
14% |
False |
False |
5,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,487.5 |
2.618 |
5,419.0 |
1.618 |
5,377.0 |
1.000 |
5,351.0 |
0.618 |
5,335.0 |
HIGH |
5,309.0 |
0.618 |
5,293.0 |
0.500 |
5,288.0 |
0.382 |
5,283.0 |
LOW |
5,267.0 |
0.618 |
5,241.0 |
1.000 |
5,225.0 |
1.618 |
5,199.0 |
2.618 |
5,157.0 |
4.250 |
5,088.5 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,288.0 |
5,280.5 |
PP |
5,286.3 |
5,278.0 |
S1 |
5,284.7 |
5,275.5 |
|