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 |
9,435.0 |
9,367.0 |
-68.0 |
-0.7% |
9,762.5 |
High |
9,523.5 |
9,416.0 |
-107.5 |
-1.1% |
9,817.0 |
Low |
9,329.5 |
9,166.0 |
-163.5 |
-1.8% |
9,456.0 |
Close |
9,393.0 |
9,216.0 |
-177.0 |
-1.9% |
9,493.0 |
Range |
194.0 |
250.0 |
56.0 |
28.9% |
361.0 |
ATR |
133.8 |
142.1 |
8.3 |
6.2% |
0.0 |
Volume |
177,574 |
0 |
-177,574 |
-100.0% |
617,594 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,016.0 |
9,866.0 |
9,353.5 |
|
R3 |
9,766.0 |
9,616.0 |
9,284.8 |
|
R2 |
9,516.0 |
9,516.0 |
9,261.8 |
|
R1 |
9,366.0 |
9,366.0 |
9,238.9 |
9,316.0 |
PP |
9,266.0 |
9,266.0 |
9,266.0 |
9,241.0 |
S1 |
9,116.0 |
9,116.0 |
9,193.1 |
9,066.0 |
S2 |
9,016.0 |
9,016.0 |
9,170.2 |
|
S3 |
8,766.0 |
8,866.0 |
9,147.3 |
|
S4 |
8,516.0 |
8,616.0 |
9,078.5 |
|
|
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 |
9,551.5 |
9,166.0 |
385.5 |
4.2% |
155.5 |
1.7% |
13% |
False |
True |
112,300 |
10 |
9,896.0 |
9,166.0 |
730.0 |
7.9% |
156.9 |
1.7% |
7% |
False |
True |
114,223 |
20 |
9,896.0 |
9,166.0 |
730.0 |
7.9% |
124.9 |
1.4% |
7% |
False |
True |
76,448 |
40 |
9,896.0 |
8,913.0 |
983.0 |
10.7% |
127.4 |
1.4% |
31% |
False |
False |
39,046 |
60 |
9,896.0 |
8,913.0 |
983.0 |
10.7% |
129.6 |
1.4% |
31% |
False |
False |
26,130 |
80 |
10,057.5 |
8,913.0 |
1,144.5 |
12.4% |
117.0 |
1.3% |
26% |
False |
False |
19,639 |
100 |
10,057.5 |
8,913.0 |
1,144.5 |
12.4% |
105.2 |
1.1% |
26% |
False |
False |
15,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,478.5 |
2.618 |
10,070.5 |
1.618 |
9,820.5 |
1.000 |
9,666.0 |
0.618 |
9,570.5 |
HIGH |
9,416.0 |
0.618 |
9,320.5 |
0.500 |
9,291.0 |
0.382 |
9,261.5 |
LOW |
9,166.0 |
0.618 |
9,011.5 |
1.000 |
8,916.0 |
1.618 |
8,761.5 |
2.618 |
8,511.5 |
4.250 |
8,103.5 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
9,291.0 |
9,344.8 |
PP |
9,266.0 |
9,301.8 |
S1 |
9,241.0 |
9,258.9 |
|