Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
15,635 |
15,950 |
315 |
2.0% |
16,400 |
High |
16,000 |
16,005 |
5 |
0.0% |
16,425 |
Low |
15,595 |
15,780 |
185 |
1.2% |
15,415 |
Close |
15,935 |
15,815 |
-120 |
-0.8% |
15,935 |
Range |
405 |
225 |
-180 |
-44.4% |
1,010 |
ATR |
249 |
247 |
-2 |
-0.7% |
0 |
Volume |
20,819 |
14,434 |
-6,385 |
-30.7% |
102,991 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,542 |
16,403 |
15,939 |
|
R3 |
16,317 |
16,178 |
15,877 |
|
R2 |
16,092 |
16,092 |
15,856 |
|
R1 |
15,953 |
15,953 |
15,836 |
15,910 |
PP |
15,867 |
15,867 |
15,867 |
15,845 |
S1 |
15,728 |
15,728 |
15,795 |
15,685 |
S2 |
15,642 |
15,642 |
15,774 |
|
S3 |
15,417 |
15,503 |
15,753 |
|
S4 |
15,192 |
15,278 |
15,691 |
|
|
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 |
16,315 |
15,415 |
900 |
5.7% |
360 |
2.3% |
44% |
False |
False |
20,777 |
10 |
16,455 |
15,415 |
1,040 |
6.6% |
308 |
1.9% |
38% |
False |
False |
17,268 |
20 |
16,455 |
15,415 |
1,040 |
6.6% |
246 |
1.6% |
38% |
False |
False |
17,090 |
40 |
16,455 |
14,945 |
1,510 |
9.5% |
190 |
1.2% |
58% |
False |
False |
9,142 |
60 |
16,455 |
14,725 |
1,730 |
10.9% |
153 |
1.0% |
63% |
False |
False |
6,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,961 |
2.618 |
16,594 |
1.618 |
16,369 |
1.000 |
16,230 |
0.618 |
16,144 |
HIGH |
16,005 |
0.618 |
15,919 |
0.500 |
15,893 |
0.382 |
15,866 |
LOW |
15,780 |
0.618 |
15,641 |
1.000 |
15,555 |
1.618 |
15,416 |
2.618 |
15,191 |
4.250 |
14,824 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
15,893 |
15,780 |
PP |
15,867 |
15,745 |
S1 |
15,841 |
15,710 |
|