Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
15,800 |
15,525 |
-275 |
-1.7% |
16,400 |
High |
15,950 |
15,755 |
-195 |
-1.2% |
16,425 |
Low |
15,505 |
15,485 |
-20 |
-0.1% |
15,415 |
Close |
15,540 |
15,720 |
180 |
1.2% |
15,935 |
Range |
445 |
270 |
-175 |
-39.3% |
1,010 |
ATR |
261 |
262 |
1 |
0.2% |
0 |
Volume |
19,718 |
21,861 |
2,143 |
10.9% |
102,991 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,463 |
16,362 |
15,869 |
|
R3 |
16,193 |
16,092 |
15,794 |
|
R2 |
15,923 |
15,923 |
15,770 |
|
R1 |
15,822 |
15,822 |
15,745 |
15,873 |
PP |
15,653 |
15,653 |
15,653 |
15,679 |
S1 |
15,552 |
15,552 |
15,695 |
15,603 |
S2 |
15,383 |
15,383 |
15,671 |
|
S3 |
15,113 |
15,282 |
15,646 |
|
S4 |
14,843 |
15,012 |
15,572 |
|
|
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 |
16,005 |
15,415 |
590 |
3.8% |
379 |
2.4% |
52% |
False |
False |
22,520 |
10 |
16,455 |
15,415 |
1,040 |
6.6% |
334 |
2.1% |
29% |
False |
False |
19,430 |
20 |
16,455 |
15,415 |
1,040 |
6.6% |
257 |
1.6% |
29% |
False |
False |
15,574 |
40 |
16,455 |
15,140 |
1,315 |
8.4% |
199 |
1.3% |
44% |
False |
False |
10,181 |
60 |
16,455 |
14,725 |
1,730 |
11.0% |
163 |
1.0% |
58% |
False |
False |
6,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,903 |
2.618 |
16,462 |
1.618 |
16,192 |
1.000 |
16,025 |
0.618 |
15,922 |
HIGH |
15,755 |
0.618 |
15,652 |
0.500 |
15,620 |
0.382 |
15,588 |
LOW |
15,485 |
0.618 |
15,318 |
1.000 |
15,215 |
1.618 |
15,048 |
2.618 |
14,778 |
4.250 |
14,338 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
15,687 |
15,745 |
PP |
15,653 |
15,737 |
S1 |
15,620 |
15,728 |
|