Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
9,018.5 |
9,105.0 |
86.5 |
1.0% |
9,514.5 |
High |
9,127.0 |
9,143.5 |
16.5 |
0.2% |
9,523.5 |
Low |
8,960.0 |
8,890.5 |
-69.5 |
-0.8% |
9,166.0 |
Close |
9,014.0 |
9,021.5 |
7.5 |
0.1% |
9,216.0 |
Range |
167.0 |
253.0 |
86.0 |
51.5% |
357.5 |
ATR |
150.5 |
157.8 |
7.3 |
4.9% |
0.0 |
Volume |
205,658 |
214,161 |
8,503 |
4.1% |
441,424 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,777.5 |
9,652.5 |
9,160.7 |
|
R3 |
9,524.5 |
9,399.5 |
9,091.1 |
|
R2 |
9,271.5 |
9,271.5 |
9,067.9 |
|
R1 |
9,146.5 |
9,146.5 |
9,044.7 |
9,082.5 |
PP |
9,018.5 |
9,018.5 |
9,018.5 |
8,986.5 |
S1 |
8,893.5 |
8,893.5 |
8,998.3 |
8,829.5 |
S2 |
8,765.5 |
8,765.5 |
8,975.1 |
|
S3 |
8,512.5 |
8,640.5 |
8,951.9 |
|
S4 |
8,259.5 |
8,387.5 |
8,882.4 |
|
|
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 |
9,416.0 |
8,890.5 |
525.5 |
5.8% |
209.6 |
2.3% |
25% |
False |
True |
146,729 |
10 |
9,725.0 |
8,890.5 |
834.5 |
9.3% |
183.0 |
2.0% |
16% |
False |
True |
141,185 |
20 |
9,896.0 |
8,890.5 |
1,005.5 |
11.1% |
147.0 |
1.6% |
13% |
False |
True |
112,184 |
40 |
9,896.0 |
8,890.5 |
1,005.5 |
11.1% |
132.1 |
1.5% |
13% |
False |
True |
57,349 |
60 |
9,896.0 |
8,890.5 |
1,005.5 |
11.1% |
135.2 |
1.5% |
13% |
False |
True |
38,340 |
80 |
10,057.5 |
8,890.5 |
1,167.0 |
12.9% |
123.7 |
1.4% |
11% |
False |
True |
28,804 |
100 |
10,057.5 |
8,890.5 |
1,167.0 |
12.9% |
109.5 |
1.2% |
11% |
False |
True |
23,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,218.8 |
2.618 |
9,805.9 |
1.618 |
9,552.9 |
1.000 |
9,396.5 |
0.618 |
9,299.9 |
HIGH |
9,143.5 |
0.618 |
9,046.9 |
0.500 |
9,017.0 |
0.382 |
8,987.1 |
LOW |
8,890.5 |
0.618 |
8,734.1 |
1.000 |
8,637.5 |
1.618 |
8,481.1 |
2.618 |
8,228.1 |
4.250 |
7,815.3 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
9,020.0 |
9,036.3 |
PP |
9,018.5 |
9,031.3 |
S1 |
9,017.0 |
9,026.4 |
|