Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
9,337.0 |
9,170.0 |
-167.0 |
-1.8% |
9,514.5 |
High |
9,352.5 |
9,182.0 |
-170.5 |
-1.8% |
9,523.5 |
Low |
9,146.5 |
9,010.0 |
-136.5 |
-1.5% |
9,166.0 |
Close |
9,192.5 |
9,086.0 |
-106.5 |
-1.2% |
9,216.0 |
Range |
206.0 |
172.0 |
-34.0 |
-16.5% |
357.5 |
ATR |
146.7 |
149.2 |
2.6 |
1.7% |
0.0 |
Volume |
149,698 |
164,130 |
14,432 |
9.6% |
441,424 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,608.7 |
9,519.3 |
9,180.6 |
|
R3 |
9,436.7 |
9,347.3 |
9,133.3 |
|
R2 |
9,264.7 |
9,264.7 |
9,117.5 |
|
R1 |
9,175.3 |
9,175.3 |
9,101.8 |
9,134.0 |
PP |
9,092.7 |
9,092.7 |
9,092.7 |
9,072.0 |
S1 |
9,003.3 |
9,003.3 |
9,070.2 |
8,962.0 |
S2 |
8,920.7 |
8,920.7 |
9,054.5 |
|
S3 |
8,748.7 |
8,831.3 |
9,038.7 |
|
S4 |
8,576.7 |
8,659.3 |
8,991.4 |
|
|
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 |
9,010.0 |
513.5 |
5.7% |
183.2 |
2.0% |
15% |
False |
True |
125,382 |
10 |
9,750.0 |
9,010.0 |
740.0 |
8.1% |
173.9 |
1.9% |
10% |
False |
True |
124,457 |
20 |
9,896.0 |
9,010.0 |
886.0 |
9.8% |
135.9 |
1.5% |
9% |
False |
True |
91,646 |
40 |
9,896.0 |
9,010.0 |
886.0 |
9.8% |
127.3 |
1.4% |
9% |
False |
True |
46,869 |
60 |
9,896.0 |
8,913.0 |
983.0 |
10.8% |
131.4 |
1.4% |
18% |
False |
False |
31,348 |
80 |
10,057.5 |
8,913.0 |
1,144.5 |
12.6% |
120.3 |
1.3% |
15% |
False |
False |
23,560 |
100 |
10,057.5 |
8,913.0 |
1,144.5 |
12.6% |
107.3 |
1.2% |
15% |
False |
False |
18,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,913.0 |
2.618 |
9,632.3 |
1.618 |
9,460.3 |
1.000 |
9,354.0 |
0.618 |
9,288.3 |
HIGH |
9,182.0 |
0.618 |
9,116.3 |
0.500 |
9,096.0 |
0.382 |
9,075.7 |
LOW |
9,010.0 |
0.618 |
8,903.7 |
1.000 |
8,838.0 |
1.618 |
8,731.7 |
2.618 |
8,559.7 |
4.250 |
8,279.0 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
9,096.0 |
9,213.0 |
PP |
9,092.7 |
9,170.7 |
S1 |
9,089.3 |
9,128.3 |
|