Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,938.50 |
1,961.00 |
22.50 |
1.2% |
1,974.75 |
High |
1,964.50 |
1,971.00 |
6.50 |
0.3% |
1,978.25 |
Low |
1,935.75 |
1,950.50 |
14.75 |
0.8% |
1,918.25 |
Close |
1,960.25 |
1,956.00 |
-4.25 |
-0.2% |
1,960.25 |
Range |
28.75 |
20.50 |
-8.25 |
-28.7% |
60.00 |
ATR |
21.07 |
21.03 |
-0.04 |
-0.2% |
0.00 |
Volume |
1,556,834 |
1,727,529 |
170,695 |
11.0% |
10,507,772 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.75 |
2,008.75 |
1,967.25 |
|
R3 |
2,000.25 |
1,988.25 |
1,961.75 |
|
R2 |
1,979.75 |
1,979.75 |
1,959.75 |
|
R1 |
1,967.75 |
1,967.75 |
1,958.00 |
1,963.50 |
PP |
1,959.25 |
1,959.25 |
1,959.25 |
1,957.00 |
S1 |
1,947.25 |
1,947.25 |
1,954.00 |
1,943.00 |
S2 |
1,938.75 |
1,938.75 |
1,952.25 |
|
S3 |
1,918.25 |
1,926.75 |
1,950.25 |
|
S4 |
1,897.75 |
1,906.25 |
1,944.75 |
|
|
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% |
25.50 |
1.3% |
63% |
False |
False |
2,089,706 |
10 |
1,992.50 |
1,918.25 |
74.25 |
3.8% |
24.75 |
1.3% |
51% |
False |
False |
1,943,316 |
20 |
2,014.50 |
1,918.25 |
96.25 |
4.9% |
21.25 |
1.1% |
39% |
False |
False |
1,649,203 |
40 |
2,014.50 |
1,915.75 |
98.75 |
5.0% |
17.50 |
0.9% |
41% |
False |
False |
831,770 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
18.25 |
0.9% |
56% |
False |
False |
555,696 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
16.75 |
0.9% |
56% |
False |
False |
417,180 |
100 |
2,014.50 |
1,846.00 |
168.50 |
8.6% |
15.75 |
0.8% |
65% |
False |
False |
333,805 |
120 |
2,014.50 |
1,826.50 |
188.00 |
9.6% |
15.50 |
0.8% |
69% |
False |
False |
278,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,058.00 |
2.618 |
2,024.75 |
1.618 |
2,004.25 |
1.000 |
1,991.50 |
0.618 |
1,983.75 |
HIGH |
1,971.00 |
0.618 |
1,963.25 |
0.500 |
1,960.75 |
0.382 |
1,958.25 |
LOW |
1,950.50 |
0.618 |
1,937.75 |
1.000 |
1,930.00 |
1.618 |
1,917.25 |
2.618 |
1,896.75 |
4.250 |
1,863.50 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,960.75 |
1,952.25 |
PP |
1,959.25 |
1,948.50 |
S1 |
1,957.50 |
1,944.50 |
|