Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
15,910 |
15,635 |
-275 |
-1.7% |
16,400 |
High |
15,965 |
16,000 |
35 |
0.2% |
16,425 |
Low |
15,415 |
15,595 |
180 |
1.2% |
15,415 |
Close |
15,625 |
15,935 |
310 |
2.0% |
15,935 |
Range |
550 |
405 |
-145 |
-26.4% |
1,010 |
ATR |
236 |
249 |
12 |
5.1% |
0 |
Volume |
35,771 |
20,819 |
-14,952 |
-41.8% |
102,991 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,058 |
16,902 |
16,158 |
|
R3 |
16,653 |
16,497 |
16,047 |
|
R2 |
16,248 |
16,248 |
16,009 |
|
R1 |
16,092 |
16,092 |
15,972 |
16,170 |
PP |
15,843 |
15,843 |
15,843 |
15,883 |
S1 |
15,687 |
15,687 |
15,898 |
15,765 |
S2 |
15,438 |
15,438 |
15,861 |
|
S3 |
15,033 |
15,282 |
15,824 |
|
S4 |
14,628 |
14,877 |
15,712 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,955 |
18,455 |
16,491 |
|
R3 |
17,945 |
17,445 |
16,213 |
|
R2 |
16,935 |
16,935 |
16,120 |
|
R1 |
16,435 |
16,435 |
16,028 |
16,180 |
PP |
15,925 |
15,925 |
15,925 |
15,798 |
S1 |
15,425 |
15,425 |
15,843 |
15,170 |
S2 |
14,915 |
14,915 |
15,750 |
|
S3 |
13,905 |
14,415 |
15,657 |
|
S4 |
12,895 |
13,405 |
15,380 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,425 |
15,415 |
1,010 |
6.3% |
362 |
2.3% |
51% |
False |
False |
20,598 |
10 |
16,455 |
15,415 |
1,040 |
6.5% |
304 |
1.9% |
50% |
False |
False |
16,765 |
20 |
16,455 |
15,415 |
1,040 |
6.5% |
243 |
1.5% |
50% |
False |
False |
17,195 |
40 |
16,455 |
14,725 |
1,730 |
10.9% |
190 |
1.2% |
70% |
False |
False |
8,782 |
60 |
16,455 |
14,725 |
1,730 |
10.9% |
151 |
0.9% |
70% |
False |
False |
5,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,721 |
2.618 |
17,060 |
1.618 |
16,655 |
1.000 |
16,405 |
0.618 |
16,250 |
HIGH |
16,000 |
0.618 |
15,845 |
0.500 |
15,798 |
0.382 |
15,750 |
LOW |
15,595 |
0.618 |
15,345 |
1.000 |
15,190 |
1.618 |
14,940 |
2.618 |
14,535 |
4.250 |
13,874 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
15,889 |
15,905 |
PP |
15,843 |
15,875 |
S1 |
15,798 |
15,845 |
|