Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,961.00 |
1,940.75 |
-20.25 |
-1.0% |
2,002.00 |
High |
1,967.00 |
1,945.75 |
-21.25 |
-1.1% |
2,006.50 |
Low |
1,933.75 |
1,918.25 |
-15.50 |
-0.8% |
1,956.50 |
Close |
1,940.75 |
1,938.50 |
-2.25 |
-0.1% |
1,976.00 |
Range |
33.25 |
27.50 |
-5.75 |
-17.3% |
50.00 |
ATR |
19.94 |
20.48 |
0.54 |
2.7% |
0.00 |
Volume |
2,450,968 |
2,721,573 |
270,605 |
11.0% |
8,776,859 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.75 |
2,005.00 |
1,953.50 |
|
R3 |
1,989.25 |
1,977.50 |
1,946.00 |
|
R2 |
1,961.75 |
1,961.75 |
1,943.50 |
|
R1 |
1,950.00 |
1,950.00 |
1,941.00 |
1,942.00 |
PP |
1,934.25 |
1,934.25 |
1,934.25 |
1,930.25 |
S1 |
1,922.50 |
1,922.50 |
1,936.00 |
1,914.50 |
S2 |
1,906.75 |
1,906.75 |
1,933.50 |
|
S3 |
1,879.25 |
1,895.00 |
1,931.00 |
|
S4 |
1,851.75 |
1,867.50 |
1,923.50 |
|
|
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 |
1,979.25 |
1,918.25 |
61.00 |
3.1% |
24.50 |
1.3% |
33% |
False |
True |
2,126,376 |
10 |
2,014.50 |
1,918.25 |
96.25 |
5.0% |
24.00 |
1.2% |
21% |
False |
True |
1,939,825 |
20 |
2,014.50 |
1,918.25 |
96.25 |
5.0% |
20.50 |
1.1% |
21% |
False |
True |
1,490,295 |
40 |
2,014.50 |
1,882.75 |
131.75 |
6.8% |
17.75 |
0.9% |
42% |
False |
False |
749,828 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.8% |
18.00 |
0.9% |
42% |
False |
False |
501,048 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.8% |
16.50 |
0.9% |
42% |
False |
False |
376,141 |
100 |
2,014.50 |
1,846.00 |
168.50 |
8.7% |
15.50 |
0.8% |
55% |
False |
False |
300,965 |
120 |
2,014.50 |
1,790.00 |
224.50 |
11.6% |
15.50 |
0.8% |
66% |
False |
False |
250,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,062.50 |
2.618 |
2,017.75 |
1.618 |
1,990.25 |
1.000 |
1,973.25 |
0.618 |
1,962.75 |
HIGH |
1,945.75 |
0.618 |
1,935.25 |
0.500 |
1,932.00 |
0.382 |
1,928.75 |
LOW |
1,918.25 |
0.618 |
1,901.25 |
1.000 |
1,890.75 |
1.618 |
1,873.75 |
2.618 |
1,846.25 |
4.250 |
1,801.50 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,936.25 |
1,948.25 |
PP |
1,934.25 |
1,945.00 |
S1 |
1,932.00 |
1,941.75 |
|