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 |
9,435.0 |
9,435.0 |
0.0 |
0.0% |
9,762.5 |
High |
9,499.5 |
9,523.5 |
24.0 |
0.3% |
9,817.0 |
Low |
9,405.5 |
9,329.5 |
-76.0 |
-0.8% |
9,456.0 |
Close |
9,490.5 |
9,393.0 |
-97.5 |
-1.0% |
9,493.0 |
Range |
94.0 |
194.0 |
100.0 |
106.4% |
361.0 |
ATR |
129.2 |
133.8 |
4.6 |
3.6% |
0.0 |
Volume |
135,511 |
177,574 |
42,063 |
31.0% |
617,594 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,997.3 |
9,889.2 |
9,499.7 |
|
R3 |
9,803.3 |
9,695.2 |
9,446.4 |
|
R2 |
9,609.3 |
9,609.3 |
9,428.6 |
|
R1 |
9,501.2 |
9,501.2 |
9,410.8 |
9,458.3 |
PP |
9,415.3 |
9,415.3 |
9,415.3 |
9,393.9 |
S1 |
9,307.2 |
9,307.2 |
9,375.2 |
9,264.3 |
S2 |
9,221.3 |
9,221.3 |
9,357.4 |
|
S3 |
9,027.3 |
9,113.2 |
9,339.7 |
|
S4 |
8,833.3 |
8,919.2 |
9,286.3 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,671.7 |
10,443.3 |
9,691.6 |
|
R3 |
10,310.7 |
10,082.3 |
9,592.3 |
|
R2 |
9,949.7 |
9,949.7 |
9,559.2 |
|
R1 |
9,721.3 |
9,721.3 |
9,526.1 |
9,655.0 |
PP |
9,588.7 |
9,588.7 |
9,588.7 |
9,555.5 |
S1 |
9,360.3 |
9,360.3 |
9,459.9 |
9,294.0 |
S2 |
9,227.7 |
9,227.7 |
9,426.8 |
|
S3 |
8,866.7 |
8,999.3 |
9,393.7 |
|
S4 |
8,505.7 |
8,638.3 |
9,294.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,725.0 |
9,329.5 |
395.5 |
4.2% |
156.4 |
1.7% |
16% |
False |
True |
135,642 |
10 |
9,896.0 |
9,329.5 |
566.5 |
6.0% |
143.4 |
1.5% |
11% |
False |
True |
126,513 |
20 |
9,896.0 |
9,329.5 |
566.5 |
6.0% |
122.2 |
1.3% |
11% |
False |
True |
76,541 |
40 |
9,896.0 |
8,913.0 |
983.0 |
10.5% |
124.1 |
1.3% |
49% |
False |
False |
39,055 |
60 |
9,896.0 |
8,913.0 |
983.0 |
10.5% |
126.7 |
1.3% |
49% |
False |
False |
26,132 |
80 |
10,057.5 |
8,913.0 |
1,144.5 |
12.2% |
114.8 |
1.2% |
42% |
False |
False |
19,639 |
100 |
10,057.5 |
8,913.0 |
1,144.5 |
12.2% |
102.8 |
1.1% |
42% |
False |
False |
15,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,348.0 |
2.618 |
10,031.4 |
1.618 |
9,837.4 |
1.000 |
9,717.5 |
0.618 |
9,643.4 |
HIGH |
9,523.5 |
0.618 |
9,449.4 |
0.500 |
9,426.5 |
0.382 |
9,403.6 |
LOW |
9,329.5 |
0.618 |
9,209.6 |
1.000 |
9,135.5 |
1.618 |
9,015.6 |
2.618 |
8,821.6 |
4.250 |
8,505.0 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
9,426.5 |
9,426.5 |
PP |
9,415.3 |
9,415.3 |
S1 |
9,404.2 |
9,404.2 |
|