Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
5,259.0 |
5,323.0 |
64.0 |
1.2% |
5,298.0 |
High |
5,320.0 |
5,333.0 |
13.0 |
0.2% |
5,330.0 |
Low |
5,259.0 |
5,267.0 |
8.0 |
0.2% |
5,221.0 |
Close |
5,319.0 |
5,279.0 |
-40.0 |
-0.8% |
5,319.0 |
Range |
61.0 |
66.0 |
5.0 |
8.2% |
109.0 |
ATR |
54.8 |
55.6 |
0.8 |
1.5% |
0.0 |
Volume |
20,483 |
13,680 |
-6,803 |
-33.2% |
141,609 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,491.0 |
5,451.0 |
5,315.3 |
|
R3 |
5,425.0 |
5,385.0 |
5,297.2 |
|
R2 |
5,359.0 |
5,359.0 |
5,291.1 |
|
R1 |
5,319.0 |
5,319.0 |
5,285.1 |
5,306.0 |
PP |
5,293.0 |
5,293.0 |
5,293.0 |
5,286.5 |
S1 |
5,253.0 |
5,253.0 |
5,273.0 |
5,240.0 |
S2 |
5,227.0 |
5,227.0 |
5,266.9 |
|
S3 |
5,161.0 |
5,187.0 |
5,260.9 |
|
S4 |
5,095.0 |
5,121.0 |
5,242.7 |
|
|
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 |
5,333.0 |
5,221.0 |
112.0 |
2.1% |
64.8 |
1.2% |
52% |
True |
False |
25,594 |
10 |
5,424.0 |
5,221.0 |
203.0 |
3.8% |
58.2 |
1.1% |
29% |
False |
False |
25,605 |
20 |
5,605.0 |
5,221.0 |
384.0 |
7.3% |
53.6 |
1.0% |
15% |
False |
False |
30,786 |
40 |
5,665.0 |
5,221.0 |
444.0 |
8.4% |
37.0 |
0.7% |
13% |
False |
False |
15,439 |
60 |
5,665.0 |
5,221.0 |
444.0 |
8.4% |
30.8 |
0.6% |
13% |
False |
False |
10,319 |
80 |
5,665.0 |
5,221.0 |
444.0 |
8.4% |
23.7 |
0.4% |
13% |
False |
False |
7,745 |
100 |
5,665.0 |
5,221.0 |
444.0 |
8.4% |
20.3 |
0.4% |
13% |
False |
False |
6,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,613.5 |
2.618 |
5,505.8 |
1.618 |
5,439.8 |
1.000 |
5,399.0 |
0.618 |
5,373.8 |
HIGH |
5,333.0 |
0.618 |
5,307.8 |
0.500 |
5,300.0 |
0.382 |
5,292.2 |
LOW |
5,267.0 |
0.618 |
5,226.2 |
1.000 |
5,201.0 |
1.618 |
5,160.2 |
2.618 |
5,094.2 |
4.250 |
4,986.5 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,300.0 |
5,296.0 |
PP |
5,293.0 |
5,290.3 |
S1 |
5,286.0 |
5,284.7 |
|