Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
9,367.0 |
9,337.0 |
-30.0 |
-0.3% |
9,514.5 |
High |
9,416.0 |
9,352.5 |
-63.5 |
-0.7% |
9,523.5 |
Low |
9,166.0 |
9,146.5 |
-19.5 |
-0.2% |
9,166.0 |
Close |
9,216.0 |
9,192.5 |
-23.5 |
-0.3% |
9,216.0 |
Range |
250.0 |
206.0 |
-44.0 |
-17.6% |
357.5 |
ATR |
142.1 |
146.7 |
4.6 |
3.2% |
0.0 |
Volume |
0 |
149,698 |
149,698 |
|
441,424 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,848.5 |
9,726.5 |
9,305.8 |
|
R3 |
9,642.5 |
9,520.5 |
9,249.2 |
|
R2 |
9,436.5 |
9,436.5 |
9,230.3 |
|
R1 |
9,314.5 |
9,314.5 |
9,211.4 |
9,272.5 |
PP |
9,230.5 |
9,230.5 |
9,230.5 |
9,209.5 |
S1 |
9,108.5 |
9,108.5 |
9,173.6 |
9,066.5 |
S2 |
9,024.5 |
9,024.5 |
9,154.7 |
|
S3 |
8,818.5 |
8,902.5 |
9,135.9 |
|
S4 |
8,612.5 |
8,696.5 |
9,079.2 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,374.3 |
10,152.7 |
9,412.6 |
|
R3 |
10,016.8 |
9,795.2 |
9,314.3 |
|
R2 |
9,659.3 |
9,659.3 |
9,281.5 |
|
R1 |
9,437.7 |
9,437.7 |
9,248.8 |
9,369.8 |
PP |
9,301.8 |
9,301.8 |
9,301.8 |
9,267.9 |
S1 |
9,080.2 |
9,080.2 |
9,183.2 |
9,012.3 |
S2 |
8,944.3 |
8,944.3 |
9,150.5 |
|
S3 |
8,586.8 |
8,722.7 |
9,117.7 |
|
S4 |
8,229.3 |
8,365.2 |
9,019.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,523.5 |
9,146.5 |
377.0 |
4.1% |
177.6 |
1.9% |
12% |
False |
True |
118,224 |
10 |
9,817.0 |
9,146.5 |
670.5 |
7.3% |
166.0 |
1.8% |
7% |
False |
True |
120,871 |
20 |
9,896.0 |
9,146.5 |
749.5 |
8.2% |
130.4 |
1.4% |
6% |
False |
True |
83,838 |
40 |
9,896.0 |
8,913.0 |
983.0 |
10.7% |
127.7 |
1.4% |
28% |
False |
False |
42,778 |
60 |
9,896.0 |
8,913.0 |
983.0 |
10.7% |
129.8 |
1.4% |
28% |
False |
False |
28,615 |
80 |
10,057.5 |
8,913.0 |
1,144.5 |
12.5% |
119.1 |
1.3% |
24% |
False |
False |
21,510 |
100 |
10,057.5 |
8,913.0 |
1,144.5 |
12.5% |
106.2 |
1.2% |
24% |
False |
False |
17,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,228.0 |
2.618 |
9,891.8 |
1.618 |
9,685.8 |
1.000 |
9,558.5 |
0.618 |
9,479.8 |
HIGH |
9,352.5 |
0.618 |
9,273.8 |
0.500 |
9,249.5 |
0.382 |
9,225.2 |
LOW |
9,146.5 |
0.618 |
9,019.2 |
1.000 |
8,940.5 |
1.618 |
8,813.2 |
2.618 |
8,607.2 |
4.250 |
8,271.0 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
9,249.5 |
9,335.0 |
PP |
9,230.5 |
9,287.5 |
S1 |
9,211.5 |
9,240.0 |
|