Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,953.25 |
1,926.25 |
-27.00 |
-1.4% |
1,974.75 |
High |
1,956.25 |
1,964.00 |
7.75 |
0.4% |
1,978.25 |
Low |
1,924.50 |
1,918.00 |
-6.50 |
-0.3% |
1,918.25 |
Close |
1,928.00 |
1,961.75 |
33.75 |
1.8% |
1,960.25 |
Range |
31.75 |
46.00 |
14.25 |
44.9% |
60.00 |
ATR |
21.79 |
23.52 |
1.73 |
7.9% |
0.00 |
Volume |
2,166,031 |
2,521,875 |
355,844 |
16.4% |
10,507,772 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,086.00 |
2,069.75 |
1,987.00 |
|
R3 |
2,040.00 |
2,023.75 |
1,974.50 |
|
R2 |
1,994.00 |
1,994.00 |
1,970.25 |
|
R1 |
1,977.75 |
1,977.75 |
1,966.00 |
1,986.00 |
PP |
1,948.00 |
1,948.00 |
1,948.00 |
1,952.00 |
S1 |
1,931.75 |
1,931.75 |
1,957.50 |
1,940.00 |
S2 |
1,902.00 |
1,902.00 |
1,953.25 |
|
S3 |
1,856.00 |
1,885.75 |
1,949.00 |
|
S4 |
1,810.00 |
1,839.75 |
1,936.50 |
|
|
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 |
1,918.00 |
53.00 |
2.7% |
31.00 |
1.6% |
83% |
False |
True |
2,138,768 |
10 |
1,991.50 |
1,918.00 |
73.50 |
3.7% |
28.25 |
1.4% |
60% |
False |
True |
2,092,302 |
20 |
2,014.50 |
1,918.00 |
96.50 |
4.9% |
23.50 |
1.2% |
45% |
False |
True |
1,865,112 |
40 |
2,014.50 |
1,918.00 |
96.50 |
4.9% |
18.50 |
0.9% |
45% |
False |
True |
948,656 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
19.00 |
1.0% |
60% |
False |
False |
633,723 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.7% |
17.50 |
0.9% |
60% |
False |
False |
475,760 |
100 |
2,014.50 |
1,850.50 |
164.00 |
8.4% |
16.25 |
0.8% |
68% |
False |
False |
380,682 |
120 |
2,014.50 |
1,831.50 |
183.00 |
9.3% |
15.75 |
0.8% |
71% |
False |
False |
317,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,159.50 |
2.618 |
2,084.50 |
1.618 |
2,038.50 |
1.000 |
2,010.00 |
0.618 |
1,992.50 |
HIGH |
1,964.00 |
0.618 |
1,946.50 |
0.500 |
1,941.00 |
0.382 |
1,935.50 |
LOW |
1,918.00 |
0.618 |
1,889.50 |
1.000 |
1,872.00 |
1.618 |
1,843.50 |
2.618 |
1,797.50 |
4.250 |
1,722.50 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,954.75 |
1,956.00 |
PP |
1,948.00 |
1,950.25 |
S1 |
1,941.00 |
1,944.50 |
|