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 |
9,170.0 |
9,018.5 |
-151.5 |
-1.7% |
9,514.5 |
High |
9,182.0 |
9,127.0 |
-55.0 |
-0.6% |
9,523.5 |
Low |
9,010.0 |
8,960.0 |
-50.0 |
-0.6% |
9,166.0 |
Close |
9,086.0 |
9,014.0 |
-72.0 |
-0.8% |
9,216.0 |
Range |
172.0 |
167.0 |
-5.0 |
-2.9% |
357.5 |
ATR |
149.2 |
150.5 |
1.3 |
0.9% |
0.0 |
Volume |
164,130 |
205,658 |
41,528 |
25.3% |
441,424 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,534.7 |
9,441.3 |
9,105.9 |
|
R3 |
9,367.7 |
9,274.3 |
9,059.9 |
|
R2 |
9,200.7 |
9,200.7 |
9,044.6 |
|
R1 |
9,107.3 |
9,107.3 |
9,029.3 |
9,070.5 |
PP |
9,033.7 |
9,033.7 |
9,033.7 |
9,015.3 |
S1 |
8,940.3 |
8,940.3 |
8,998.7 |
8,903.5 |
S2 |
8,866.7 |
8,866.7 |
8,983.4 |
|
S3 |
8,699.7 |
8,773.3 |
8,968.1 |
|
S4 |
8,532.7 |
8,606.3 |
8,922.2 |
|
|
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 |
8,960.0 |
563.5 |
6.3% |
197.8 |
2.2% |
10% |
False |
True |
139,412 |
10 |
9,725.0 |
8,960.0 |
765.0 |
8.5% |
172.8 |
1.9% |
7% |
False |
True |
134,049 |
20 |
9,896.0 |
8,960.0 |
936.0 |
10.4% |
139.7 |
1.5% |
6% |
False |
True |
101,739 |
40 |
9,896.0 |
8,960.0 |
936.0 |
10.4% |
128.9 |
1.4% |
6% |
False |
True |
52,005 |
60 |
9,896.0 |
8,913.0 |
983.0 |
10.9% |
132.5 |
1.5% |
10% |
False |
False |
34,774 |
80 |
10,057.5 |
8,913.0 |
1,144.5 |
12.7% |
122.0 |
1.4% |
9% |
False |
False |
26,130 |
100 |
10,057.5 |
8,913.0 |
1,144.5 |
12.7% |
107.6 |
1.2% |
9% |
False |
False |
20,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,836.8 |
2.618 |
9,564.2 |
1.618 |
9,397.2 |
1.000 |
9,294.0 |
0.618 |
9,230.2 |
HIGH |
9,127.0 |
0.618 |
9,063.2 |
0.500 |
9,043.5 |
0.382 |
9,023.8 |
LOW |
8,960.0 |
0.618 |
8,856.8 |
1.000 |
8,793.0 |
1.618 |
8,689.8 |
2.618 |
8,522.8 |
4.250 |
8,250.3 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
9,043.5 |
9,156.3 |
PP |
9,033.7 |
9,108.8 |
S1 |
9,023.8 |
9,061.4 |
|