Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
9,105.0 |
8,922.0 |
-183.0 |
-2.0% |
9,337.0 |
High |
9,143.5 |
8,961.5 |
-182.0 |
-2.0% |
9,352.5 |
Low |
8,890.5 |
8,765.5 |
-125.0 |
-1.4% |
8,765.5 |
Close |
9,021.5 |
8,809.5 |
-212.0 |
-2.3% |
8,809.5 |
Range |
253.0 |
196.0 |
-57.0 |
-22.5% |
587.0 |
ATR |
157.8 |
164.8 |
7.0 |
4.4% |
0.0 |
Volume |
214,161 |
151,366 |
-62,795 |
-29.3% |
885,013 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,433.5 |
9,317.5 |
8,917.3 |
|
R3 |
9,237.5 |
9,121.5 |
8,863.4 |
|
R2 |
9,041.5 |
9,041.5 |
8,845.4 |
|
R1 |
8,925.5 |
8,925.5 |
8,827.5 |
8,885.5 |
PP |
8,845.5 |
8,845.5 |
8,845.5 |
8,825.5 |
S1 |
8,729.5 |
8,729.5 |
8,791.5 |
8,689.5 |
S2 |
8,649.5 |
8,649.5 |
8,773.6 |
|
S3 |
8,453.5 |
8,533.5 |
8,755.6 |
|
S4 |
8,257.5 |
8,337.5 |
8,701.7 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,736.8 |
10,360.2 |
9,132.4 |
|
R3 |
10,149.8 |
9,773.2 |
8,970.9 |
|
R2 |
9,562.8 |
9,562.8 |
8,917.1 |
|
R1 |
9,186.2 |
9,186.2 |
8,863.3 |
9,081.0 |
PP |
8,975.8 |
8,975.8 |
8,975.8 |
8,923.3 |
S1 |
8,599.2 |
8,599.2 |
8,755.7 |
8,494.0 |
S2 |
8,388.8 |
8,388.8 |
8,701.9 |
|
S3 |
7,801.8 |
8,012.2 |
8,648.1 |
|
S4 |
7,214.8 |
7,425.2 |
8,486.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,352.5 |
8,765.5 |
587.0 |
6.7% |
198.8 |
2.3% |
7% |
False |
True |
177,002 |
10 |
9,551.5 |
8,765.5 |
786.0 |
8.9% |
177.2 |
2.0% |
6% |
False |
True |
144,651 |
20 |
9,896.0 |
8,765.5 |
1,130.5 |
12.8% |
151.7 |
1.7% |
4% |
False |
True |
119,320 |
40 |
9,896.0 |
8,765.5 |
1,130.5 |
12.8% |
134.6 |
1.5% |
4% |
False |
True |
61,094 |
60 |
9,896.0 |
8,765.5 |
1,130.5 |
12.8% |
136.2 |
1.5% |
4% |
False |
True |
40,860 |
80 |
10,057.5 |
8,765.5 |
1,292.0 |
14.7% |
125.1 |
1.4% |
3% |
False |
True |
30,695 |
100 |
10,057.5 |
8,765.5 |
1,292.0 |
14.7% |
110.3 |
1.3% |
3% |
False |
True |
24,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,794.5 |
2.618 |
9,474.6 |
1.618 |
9,278.6 |
1.000 |
9,157.5 |
0.618 |
9,082.6 |
HIGH |
8,961.5 |
0.618 |
8,886.6 |
0.500 |
8,863.5 |
0.382 |
8,840.4 |
LOW |
8,765.5 |
0.618 |
8,644.4 |
1.000 |
8,569.5 |
1.618 |
8,448.4 |
2.618 |
8,252.4 |
4.250 |
7,932.5 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
8,863.5 |
8,954.5 |
PP |
8,845.5 |
8,906.2 |
S1 |
8,827.5 |
8,857.8 |
|