Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
5,300.0 |
5,190.0 |
-110.0 |
-2.1% |
5,298.0 |
High |
5,315.0 |
5,238.0 |
-77.0 |
-1.4% |
5,330.0 |
Low |
5,192.0 |
5,189.0 |
-3.0 |
-0.1% |
5,221.0 |
Close |
5,258.0 |
5,225.0 |
-33.0 |
-0.6% |
5,319.0 |
Range |
123.0 |
49.0 |
-74.0 |
-60.2% |
109.0 |
ATR |
60.4 |
61.0 |
0.6 |
1.0% |
0.0 |
Volume |
45,524 |
28,406 |
-17,118 |
-37.6% |
141,609 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,364.3 |
5,343.7 |
5,252.0 |
|
R3 |
5,315.3 |
5,294.7 |
5,238.5 |
|
R2 |
5,266.3 |
5,266.3 |
5,234.0 |
|
R1 |
5,245.7 |
5,245.7 |
5,229.5 |
5,256.0 |
PP |
5,217.3 |
5,217.3 |
5,217.3 |
5,222.5 |
S1 |
5,196.7 |
5,196.7 |
5,220.5 |
5,207.0 |
S2 |
5,168.3 |
5,168.3 |
5,216.0 |
|
S3 |
5,119.3 |
5,147.7 |
5,211.5 |
|
S4 |
5,070.3 |
5,098.7 |
5,198.1 |
|
|
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 |
5,189.0 |
144.0 |
2.8% |
68.2 |
1.3% |
25% |
False |
True |
26,642 |
10 |
5,415.0 |
5,189.0 |
226.0 |
4.3% |
62.8 |
1.2% |
16% |
False |
True |
27,549 |
20 |
5,601.0 |
5,189.0 |
412.0 |
7.9% |
59.9 |
1.1% |
9% |
False |
True |
34,367 |
40 |
5,665.0 |
5,189.0 |
476.0 |
9.1% |
39.9 |
0.8% |
8% |
False |
True |
17,284 |
60 |
5,665.0 |
5,189.0 |
476.0 |
9.1% |
33.4 |
0.6% |
8% |
False |
True |
11,551 |
80 |
5,665.0 |
5,189.0 |
476.0 |
9.1% |
25.9 |
0.5% |
8% |
False |
True |
8,669 |
100 |
5,665.0 |
5,189.0 |
476.0 |
9.1% |
22.0 |
0.4% |
8% |
False |
True |
6,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,446.3 |
2.618 |
5,366.3 |
1.618 |
5,317.3 |
1.000 |
5,287.0 |
0.618 |
5,268.3 |
HIGH |
5,238.0 |
0.618 |
5,219.3 |
0.500 |
5,213.5 |
0.382 |
5,207.7 |
LOW |
5,189.0 |
0.618 |
5,158.7 |
1.000 |
5,140.0 |
1.618 |
5,109.7 |
2.618 |
5,060.7 |
4.250 |
4,980.8 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,221.2 |
5,261.0 |
PP |
5,217.3 |
5,249.0 |
S1 |
5,213.5 |
5,237.0 |
|