Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,940.75 |
1,938.50 |
-2.25 |
-0.1% |
1,974.75 |
High |
1,945.75 |
1,964.50 |
18.75 |
1.0% |
1,978.25 |
Low |
1,918.25 |
1,935.75 |
17.50 |
0.9% |
1,918.25 |
Close |
1,938.50 |
1,960.25 |
21.75 |
1.1% |
1,960.25 |
Range |
27.50 |
28.75 |
1.25 |
4.5% |
60.00 |
ATR |
20.48 |
21.07 |
0.59 |
2.9% |
0.00 |
Volume |
2,721,573 |
1,556,834 |
-1,164,739 |
-42.8% |
10,507,772 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.75 |
2,028.75 |
1,976.00 |
|
R3 |
2,011.00 |
2,000.00 |
1,968.25 |
|
R2 |
1,982.25 |
1,982.25 |
1,965.50 |
|
R1 |
1,971.25 |
1,971.25 |
1,963.00 |
1,976.75 |
PP |
1,953.50 |
1,953.50 |
1,953.50 |
1,956.25 |
S1 |
1,942.50 |
1,942.50 |
1,957.50 |
1,948.00 |
S2 |
1,924.75 |
1,924.75 |
1,955.00 |
|
S3 |
1,896.00 |
1,913.75 |
1,952.25 |
|
S4 |
1,867.25 |
1,885.00 |
1,944.50 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,132.25 |
2,106.25 |
1,993.25 |
|
R3 |
2,072.25 |
2,046.25 |
1,976.75 |
|
R2 |
2,012.25 |
2,012.25 |
1,971.25 |
|
R1 |
1,986.25 |
1,986.25 |
1,965.75 |
1,969.25 |
PP |
1,952.25 |
1,952.25 |
1,952.25 |
1,943.75 |
S1 |
1,926.25 |
1,926.25 |
1,954.75 |
1,909.25 |
S2 |
1,892.25 |
1,892.25 |
1,949.25 |
|
S3 |
1,832.25 |
1,866.25 |
1,943.75 |
|
S4 |
1,772.25 |
1,806.25 |
1,927.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,978.25 |
1,918.25 |
60.00 |
3.1% |
25.75 |
1.3% |
70% |
False |
False |
2,101,554 |
10 |
2,006.50 |
1,918.25 |
88.25 |
4.5% |
25.25 |
1.3% |
48% |
False |
False |
1,928,463 |
20 |
2,014.50 |
1,918.25 |
96.25 |
4.9% |
21.00 |
1.1% |
44% |
False |
False |
1,565,926 |
40 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
17.75 |
0.9% |
59% |
False |
False |
788,675 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
18.00 |
0.9% |
59% |
False |
False |
526,974 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
16.75 |
0.9% |
59% |
False |
False |
395,596 |
100 |
2,014.50 |
1,846.00 |
168.50 |
8.6% |
15.75 |
0.8% |
68% |
False |
False |
316,531 |
120 |
2,014.50 |
1,797.50 |
217.00 |
11.1% |
15.50 |
0.8% |
75% |
False |
False |
263,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,086.75 |
2.618 |
2,039.75 |
1.618 |
2,011.00 |
1.000 |
1,993.25 |
0.618 |
1,982.25 |
HIGH |
1,964.50 |
0.618 |
1,953.50 |
0.500 |
1,950.00 |
0.382 |
1,946.75 |
LOW |
1,935.75 |
0.618 |
1,918.00 |
1.000 |
1,907.00 |
1.618 |
1,889.25 |
2.618 |
1,860.50 |
4.250 |
1,813.50 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,957.00 |
1,954.50 |
PP |
1,953.50 |
1,948.50 |
S1 |
1,950.00 |
1,942.50 |
|