Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,968.75 |
1,961.00 |
-7.75 |
-0.4% |
2,002.00 |
High |
1,978.25 |
1,967.00 |
-11.25 |
-0.6% |
2,006.50 |
Low |
1,960.50 |
1,933.75 |
-26.75 |
-1.4% |
1,956.50 |
Close |
1,965.50 |
1,940.75 |
-24.75 |
-1.3% |
1,976.00 |
Range |
17.75 |
33.25 |
15.50 |
87.3% |
50.00 |
ATR |
18.91 |
19.94 |
1.02 |
5.4% |
0.00 |
Volume |
1,991,628 |
2,450,968 |
459,340 |
23.1% |
8,776,859 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,047.00 |
2,027.00 |
1,959.00 |
|
R3 |
2,013.75 |
1,993.75 |
1,950.00 |
|
R2 |
1,980.50 |
1,980.50 |
1,946.75 |
|
R1 |
1,960.50 |
1,960.50 |
1,943.75 |
1,954.00 |
PP |
1,947.25 |
1,947.25 |
1,947.25 |
1,943.75 |
S1 |
1,927.25 |
1,927.25 |
1,937.75 |
1,920.50 |
S2 |
1,914.00 |
1,914.00 |
1,934.75 |
|
S3 |
1,880.75 |
1,894.00 |
1,931.50 |
|
S4 |
1,847.50 |
1,860.75 |
1,922.50 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,129.75 |
2,102.75 |
2,003.50 |
|
R3 |
2,079.75 |
2,052.75 |
1,989.75 |
|
R2 |
2,029.75 |
2,029.75 |
1,985.25 |
|
R1 |
2,002.75 |
2,002.75 |
1,980.50 |
1,991.25 |
PP |
1,979.75 |
1,979.75 |
1,979.75 |
1,974.00 |
S1 |
1,952.75 |
1,952.75 |
1,971.50 |
1,941.25 |
S2 |
1,929.75 |
1,929.75 |
1,966.75 |
|
S3 |
1,879.75 |
1,902.75 |
1,962.25 |
|
S4 |
1,829.75 |
1,852.75 |
1,948.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,991.50 |
1,933.75 |
57.75 |
3.0% |
25.75 |
1.3% |
12% |
False |
True |
2,045,836 |
10 |
2,014.50 |
1,933.75 |
80.75 |
4.2% |
22.75 |
1.2% |
9% |
False |
True |
1,807,964 |
20 |
2,014.50 |
1,933.75 |
80.75 |
4.2% |
20.00 |
1.0% |
9% |
False |
True |
1,356,481 |
40 |
2,014.50 |
1,882.75 |
131.75 |
6.8% |
17.50 |
0.9% |
44% |
False |
False |
681,895 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.8% |
17.75 |
0.9% |
44% |
False |
False |
455,726 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.8% |
16.25 |
0.8% |
44% |
False |
False |
342,134 |
100 |
2,014.50 |
1,846.00 |
168.50 |
8.7% |
15.50 |
0.8% |
56% |
False |
False |
273,750 |
120 |
2,014.50 |
1,790.00 |
224.50 |
11.6% |
15.25 |
0.8% |
67% |
False |
False |
228,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,108.25 |
2.618 |
2,054.00 |
1.618 |
2,020.75 |
1.000 |
2,000.25 |
0.618 |
1,987.50 |
HIGH |
1,967.00 |
0.618 |
1,954.25 |
0.500 |
1,950.50 |
0.382 |
1,946.50 |
LOW |
1,933.75 |
0.618 |
1,913.25 |
1.000 |
1,900.50 |
1.618 |
1,880.00 |
2.618 |
1,846.75 |
4.250 |
1,792.50 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,950.50 |
1,956.00 |
PP |
1,947.25 |
1,951.00 |
S1 |
1,944.00 |
1,945.75 |
|