Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,225 |
15,910 |
-315 |
-1.9% |
16,250 |
High |
16,275 |
15,965 |
-310 |
-1.9% |
16,455 |
Low |
15,865 |
15,415 |
-450 |
-2.8% |
16,015 |
Close |
15,895 |
15,625 |
-270 |
-1.7% |
16,395 |
Range |
410 |
550 |
140 |
34.1% |
440 |
ATR |
212 |
236 |
24 |
11.4% |
0 |
Volume |
19,873 |
35,771 |
15,898 |
80.0% |
64,661 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,318 |
17,022 |
15,928 |
|
R3 |
16,768 |
16,472 |
15,776 |
|
R2 |
16,218 |
16,218 |
15,726 |
|
R1 |
15,922 |
15,922 |
15,676 |
15,795 |
PP |
15,668 |
15,668 |
15,668 |
15,605 |
S1 |
15,372 |
15,372 |
15,575 |
15,245 |
S2 |
15,118 |
15,118 |
15,524 |
|
S3 |
14,568 |
14,822 |
15,474 |
|
S4 |
14,018 |
14,272 |
15,323 |
|
|
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 |
15,415 |
1,040 |
6.7% |
346 |
2.2% |
20% |
False |
True |
19,903 |
10 |
16,455 |
15,415 |
1,040 |
6.7% |
282 |
1.8% |
20% |
False |
True |
16,005 |
20 |
16,455 |
15,415 |
1,040 |
6.7% |
234 |
1.5% |
20% |
False |
True |
16,242 |
40 |
16,455 |
14,725 |
1,730 |
11.1% |
185 |
1.2% |
52% |
False |
False |
8,261 |
60 |
16,455 |
14,725 |
1,730 |
11.1% |
144 |
0.9% |
52% |
False |
False |
5,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,303 |
2.618 |
17,405 |
1.618 |
16,855 |
1.000 |
16,515 |
0.618 |
16,305 |
HIGH |
15,965 |
0.618 |
15,755 |
0.500 |
15,690 |
0.382 |
15,625 |
LOW |
15,415 |
0.618 |
15,075 |
1.000 |
14,865 |
1.618 |
14,525 |
2.618 |
13,975 |
4.250 |
13,078 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
15,690 |
15,865 |
PP |
15,668 |
15,785 |
S1 |
15,647 |
15,705 |
|