Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,310 |
16,225 |
-85 |
-0.5% |
16,250 |
High |
16,315 |
16,275 |
-40 |
-0.2% |
16,455 |
Low |
16,105 |
15,865 |
-240 |
-1.5% |
16,015 |
Close |
16,225 |
15,895 |
-330 |
-2.0% |
16,395 |
Range |
210 |
410 |
200 |
95.2% |
440 |
ATR |
197 |
212 |
15 |
7.7% |
0 |
Volume |
12,989 |
19,873 |
6,884 |
53.0% |
64,661 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,242 |
16,978 |
16,121 |
|
R3 |
16,832 |
16,568 |
16,008 |
|
R2 |
16,422 |
16,422 |
15,970 |
|
R1 |
16,158 |
16,158 |
15,933 |
16,085 |
PP |
16,012 |
16,012 |
16,012 |
15,975 |
S1 |
15,748 |
15,748 |
15,858 |
15,675 |
S2 |
15,602 |
15,602 |
15,820 |
|
S3 |
15,192 |
15,338 |
15,782 |
|
S4 |
14,782 |
14,928 |
15,670 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,608 |
17,442 |
16,637 |
|
R3 |
17,168 |
17,002 |
16,516 |
|
R2 |
16,728 |
16,728 |
16,476 |
|
R1 |
16,562 |
16,562 |
16,435 |
16,645 |
PP |
16,288 |
16,288 |
16,288 |
16,330 |
S1 |
16,122 |
16,122 |
16,355 |
16,205 |
S2 |
15,848 |
15,848 |
16,314 |
|
S3 |
15,408 |
15,682 |
16,274 |
|
S4 |
14,968 |
15,242 |
16,153 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,455 |
15,865 |
590 |
3.7% |
288 |
1.8% |
5% |
False |
True |
16,340 |
10 |
16,455 |
15,865 |
590 |
3.7% |
251 |
1.6% |
5% |
False |
True |
13,772 |
20 |
16,455 |
15,535 |
920 |
5.8% |
214 |
1.3% |
39% |
False |
False |
14,516 |
40 |
16,455 |
14,725 |
1,730 |
10.9% |
175 |
1.1% |
68% |
False |
False |
7,367 |
60 |
16,455 |
14,725 |
1,730 |
10.9% |
135 |
0.9% |
68% |
False |
False |
4,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,018 |
2.618 |
17,349 |
1.618 |
16,939 |
1.000 |
16,685 |
0.618 |
16,529 |
HIGH |
16,275 |
0.618 |
16,119 |
0.500 |
16,070 |
0.382 |
16,022 |
LOW |
15,865 |
0.618 |
15,612 |
1.000 |
15,455 |
1.618 |
15,202 |
2.618 |
14,792 |
4.250 |
14,123 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,070 |
16,145 |
PP |
16,012 |
16,062 |
S1 |
15,953 |
15,978 |
|