Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
15,525 |
15,725 |
200 |
1.3% |
16,400 |
High |
15,755 |
15,765 |
10 |
0.1% |
16,425 |
Low |
15,485 |
15,210 |
-275 |
-1.8% |
15,415 |
Close |
15,720 |
15,330 |
-390 |
-2.5% |
15,935 |
Range |
270 |
555 |
285 |
105.6% |
1,010 |
ATR |
262 |
283 |
21 |
8.0% |
0 |
Volume |
21,861 |
26,016 |
4,155 |
19.0% |
102,991 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,100 |
16,770 |
15,635 |
|
R3 |
16,545 |
16,215 |
15,483 |
|
R2 |
15,990 |
15,990 |
15,432 |
|
R1 |
15,660 |
15,660 |
15,381 |
15,548 |
PP |
15,435 |
15,435 |
15,435 |
15,379 |
S1 |
15,105 |
15,105 |
15,279 |
14,993 |
S2 |
14,880 |
14,880 |
15,228 |
|
S3 |
14,325 |
14,550 |
15,178 |
|
S4 |
13,770 |
13,995 |
15,025 |
|
|
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 |
15,210 |
795 |
5.2% |
380 |
2.5% |
15% |
False |
True |
20,569 |
10 |
16,455 |
15,210 |
1,245 |
8.1% |
363 |
2.4% |
10% |
False |
True |
20,236 |
20 |
16,455 |
15,210 |
1,245 |
8.1% |
279 |
1.8% |
10% |
False |
True |
15,885 |
40 |
16,455 |
15,210 |
1,245 |
8.1% |
210 |
1.4% |
10% |
False |
True |
10,830 |
60 |
16,455 |
14,725 |
1,730 |
11.3% |
172 |
1.1% |
35% |
False |
False |
7,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,124 |
2.618 |
17,218 |
1.618 |
16,663 |
1.000 |
16,320 |
0.618 |
16,108 |
HIGH |
15,765 |
0.618 |
15,553 |
0.500 |
15,488 |
0.382 |
15,422 |
LOW |
15,210 |
0.618 |
14,867 |
1.000 |
14,655 |
1.618 |
14,312 |
2.618 |
13,757 |
4.250 |
12,851 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
15,488 |
15,580 |
PP |
15,435 |
15,497 |
S1 |
15,383 |
15,413 |
|