Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
15,950 |
15,800 |
-150 |
-0.9% |
16,400 |
High |
16,005 |
15,950 |
-55 |
-0.3% |
16,425 |
Low |
15,780 |
15,505 |
-275 |
-1.7% |
15,415 |
Close |
15,815 |
15,540 |
-275 |
-1.7% |
15,935 |
Range |
225 |
445 |
220 |
97.8% |
1,010 |
ATR |
247 |
261 |
14 |
5.7% |
0 |
Volume |
14,434 |
19,718 |
5,284 |
36.6% |
102,991 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,000 |
16,715 |
15,785 |
|
R3 |
16,555 |
16,270 |
15,663 |
|
R2 |
16,110 |
16,110 |
15,622 |
|
R1 |
15,825 |
15,825 |
15,581 |
15,745 |
PP |
15,665 |
15,665 |
15,665 |
15,625 |
S1 |
15,380 |
15,380 |
15,499 |
15,300 |
S2 |
15,220 |
15,220 |
15,459 |
|
S3 |
14,775 |
14,935 |
15,418 |
|
S4 |
14,330 |
14,490 |
15,295 |
|
|
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 |
16,275 |
15,415 |
860 |
5.5% |
407 |
2.6% |
15% |
False |
False |
22,123 |
10 |
16,455 |
15,415 |
1,040 |
6.7% |
337 |
2.2% |
12% |
False |
False |
18,515 |
20 |
16,455 |
15,415 |
1,040 |
6.7% |
259 |
1.7% |
12% |
False |
False |
15,878 |
40 |
16,455 |
15,045 |
1,410 |
9.1% |
196 |
1.3% |
35% |
False |
False |
9,635 |
60 |
16,455 |
14,725 |
1,730 |
11.1% |
159 |
1.0% |
47% |
False |
False |
6,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,841 |
2.618 |
17,115 |
1.618 |
16,670 |
1.000 |
16,395 |
0.618 |
16,225 |
HIGH |
15,950 |
0.618 |
15,780 |
0.500 |
15,728 |
0.382 |
15,675 |
LOW |
15,505 |
0.618 |
15,230 |
1.000 |
15,060 |
1.618 |
14,785 |
2.618 |
14,340 |
4.250 |
13,614 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
15,728 |
15,755 |
PP |
15,665 |
15,683 |
S1 |
15,603 |
15,612 |
|