Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
15,725 |
15,285 |
-440 |
-2.8% |
15,950 |
High |
15,765 |
15,425 |
-340 |
-2.2% |
16,005 |
Low |
15,210 |
15,040 |
-170 |
-1.1% |
15,040 |
Close |
15,330 |
15,090 |
-240 |
-1.6% |
15,090 |
Range |
555 |
385 |
-170 |
-30.6% |
965 |
ATR |
283 |
290 |
7 |
2.6% |
0 |
Volume |
26,016 |
24,691 |
-1,325 |
-5.1% |
106,720 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,340 |
16,100 |
15,302 |
|
R3 |
15,955 |
15,715 |
15,196 |
|
R2 |
15,570 |
15,570 |
15,161 |
|
R1 |
15,330 |
15,330 |
15,125 |
15,258 |
PP |
15,185 |
15,185 |
15,185 |
15,149 |
S1 |
14,945 |
14,945 |
15,055 |
14,873 |
S2 |
14,800 |
14,800 |
15,020 |
|
S3 |
14,415 |
14,560 |
14,984 |
|
S4 |
14,030 |
14,175 |
14,878 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,273 |
17,647 |
15,621 |
|
R3 |
17,308 |
16,682 |
15,356 |
|
R2 |
16,343 |
16,343 |
15,267 |
|
R1 |
15,717 |
15,717 |
15,179 |
15,548 |
PP |
15,378 |
15,378 |
15,378 |
15,294 |
S1 |
14,752 |
14,752 |
15,002 |
14,583 |
S2 |
14,413 |
14,413 |
14,913 |
|
S3 |
13,448 |
13,787 |
14,825 |
|
S4 |
12,483 |
12,822 |
14,559 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,005 |
15,040 |
965 |
6.4% |
376 |
2.5% |
5% |
False |
True |
21,344 |
10 |
16,425 |
15,040 |
1,385 |
9.2% |
369 |
2.4% |
4% |
False |
True |
20,971 |
20 |
16,455 |
15,040 |
1,415 |
9.4% |
292 |
1.9% |
4% |
False |
True |
16,448 |
40 |
16,455 |
15,040 |
1,415 |
9.4% |
217 |
1.4% |
4% |
False |
True |
11,447 |
60 |
16,455 |
14,725 |
1,730 |
11.5% |
179 |
1.2% |
21% |
False |
False |
7,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,061 |
2.618 |
16,433 |
1.618 |
16,048 |
1.000 |
15,810 |
0.618 |
15,663 |
HIGH |
15,425 |
0.618 |
15,278 |
0.500 |
15,233 |
0.382 |
15,187 |
LOW |
15,040 |
0.618 |
14,802 |
1.000 |
14,655 |
1.618 |
14,417 |
2.618 |
14,032 |
4.250 |
13,404 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
15,233 |
15,403 |
PP |
15,185 |
15,298 |
S1 |
15,138 |
15,194 |
|