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 |
5,278.0 |
5,259.0 |
-19.0 |
-0.4% |
5,298.0 |
High |
5,309.0 |
5,320.0 |
11.0 |
0.2% |
5,330.0 |
Low |
5,267.0 |
5,259.0 |
-8.0 |
-0.2% |
5,221.0 |
Close |
5,283.0 |
5,319.0 |
36.0 |
0.7% |
5,319.0 |
Range |
42.0 |
61.0 |
19.0 |
45.2% |
109.0 |
ATR |
54.4 |
54.8 |
0.5 |
0.9% |
0.0 |
Volume |
25,121 |
20,483 |
-4,638 |
-18.5% |
141,609 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,482.3 |
5,461.7 |
5,352.6 |
|
R3 |
5,421.3 |
5,400.7 |
5,335.8 |
|
R2 |
5,360.3 |
5,360.3 |
5,330.2 |
|
R1 |
5,339.7 |
5,339.7 |
5,324.6 |
5,350.0 |
PP |
5,299.3 |
5,299.3 |
5,299.3 |
5,304.5 |
S1 |
5,278.7 |
5,278.7 |
5,313.4 |
5,289.0 |
S2 |
5,238.3 |
5,238.3 |
5,307.8 |
|
S3 |
5,177.3 |
5,217.7 |
5,302.2 |
|
S4 |
5,116.3 |
5,156.7 |
5,285.5 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,617.0 |
5,577.0 |
5,379.0 |
|
R3 |
5,508.0 |
5,468.0 |
5,349.0 |
|
R2 |
5,399.0 |
5,399.0 |
5,339.0 |
|
R1 |
5,359.0 |
5,359.0 |
5,329.0 |
5,379.0 |
PP |
5,290.0 |
5,290.0 |
5,290.0 |
5,300.0 |
S1 |
5,250.0 |
5,250.0 |
5,309.0 |
5,270.0 |
S2 |
5,181.0 |
5,181.0 |
5,299.0 |
|
S3 |
5,072.0 |
5,141.0 |
5,289.0 |
|
S4 |
4,963.0 |
5,032.0 |
5,259.1 |
|
|
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 |
2.0% |
62.2 |
1.2% |
90% |
False |
False |
28,321 |
10 |
5,432.0 |
5,221.0 |
211.0 |
4.0% |
60.5 |
1.1% |
46% |
False |
False |
27,120 |
20 |
5,605.0 |
5,221.0 |
384.0 |
7.2% |
52.0 |
1.0% |
26% |
False |
False |
30,105 |
40 |
5,665.0 |
5,221.0 |
444.0 |
8.3% |
35.4 |
0.7% |
22% |
False |
False |
15,098 |
60 |
5,665.0 |
5,221.0 |
444.0 |
8.3% |
29.8 |
0.6% |
22% |
False |
False |
10,092 |
80 |
5,665.0 |
5,221.0 |
444.0 |
8.3% |
22.9 |
0.4% |
22% |
False |
False |
7,574 |
100 |
5,665.0 |
5,221.0 |
444.0 |
8.3% |
19.8 |
0.4% |
22% |
False |
False |
6,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,579.3 |
2.618 |
5,479.7 |
1.618 |
5,418.7 |
1.000 |
5,381.0 |
0.618 |
5,357.7 |
HIGH |
5,320.0 |
0.618 |
5,296.7 |
0.500 |
5,289.5 |
0.382 |
5,282.3 |
LOW |
5,259.0 |
0.618 |
5,221.3 |
1.000 |
5,198.0 |
1.618 |
5,160.3 |
2.618 |
5,099.3 |
4.250 |
4,999.8 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,309.2 |
5,304.5 |
PP |
5,299.3 |
5,290.0 |
S1 |
5,289.5 |
5,275.5 |
|