Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,961.00 |
1,953.25 |
-7.75 |
-0.4% |
1,974.75 |
High |
1,971.00 |
1,956.25 |
-14.75 |
-0.7% |
1,978.25 |
Low |
1,950.50 |
1,924.50 |
-26.00 |
-1.3% |
1,918.25 |
Close |
1,956.00 |
1,928.00 |
-28.00 |
-1.4% |
1,960.25 |
Range |
20.50 |
31.75 |
11.25 |
54.9% |
60.00 |
ATR |
21.03 |
21.79 |
0.77 |
3.6% |
0.00 |
Volume |
1,727,529 |
2,166,031 |
438,502 |
25.4% |
10,507,772 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.50 |
2,011.50 |
1,945.50 |
|
R3 |
1,999.75 |
1,979.75 |
1,936.75 |
|
R2 |
1,968.00 |
1,968.00 |
1,933.75 |
|
R1 |
1,948.00 |
1,948.00 |
1,931.00 |
1,942.00 |
PP |
1,936.25 |
1,936.25 |
1,936.25 |
1,933.25 |
S1 |
1,916.25 |
1,916.25 |
1,925.00 |
1,910.50 |
S2 |
1,904.50 |
1,904.50 |
1,922.25 |
|
S3 |
1,872.75 |
1,884.50 |
1,919.25 |
|
S4 |
1,841.00 |
1,852.75 |
1,910.50 |
|
|
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 |
1,971.00 |
1,918.25 |
52.75 |
2.7% |
28.25 |
1.5% |
18% |
False |
False |
2,124,587 |
10 |
1,992.50 |
1,918.25 |
74.25 |
3.9% |
26.00 |
1.4% |
13% |
False |
False |
1,996,784 |
20 |
2,014.50 |
1,918.25 |
96.25 |
5.0% |
22.00 |
1.1% |
10% |
False |
False |
1,753,210 |
40 |
2,014.50 |
1,915.75 |
98.75 |
5.1% |
17.75 |
0.9% |
12% |
False |
False |
885,763 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.8% |
18.50 |
1.0% |
34% |
False |
False |
591,749 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.8% |
17.00 |
0.9% |
34% |
False |
False |
444,240 |
100 |
2,014.50 |
1,848.25 |
166.25 |
8.6% |
16.00 |
0.8% |
48% |
False |
False |
355,464 |
120 |
2,014.50 |
1,831.50 |
183.00 |
9.5% |
15.50 |
0.8% |
53% |
False |
False |
296,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,091.25 |
2.618 |
2,039.25 |
1.618 |
2,007.50 |
1.000 |
1,988.00 |
0.618 |
1,975.75 |
HIGH |
1,956.25 |
0.618 |
1,944.00 |
0.500 |
1,940.50 |
0.382 |
1,936.75 |
LOW |
1,924.50 |
0.618 |
1,905.00 |
1.000 |
1,892.75 |
1.618 |
1,873.25 |
2.618 |
1,841.50 |
4.250 |
1,789.50 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,940.50 |
1,947.75 |
PP |
1,936.25 |
1,941.25 |
S1 |
1,932.00 |
1,934.50 |
|