Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,926.25 |
1,961.50 |
35.25 |
1.8% |
1,974.75 |
High |
1,964.00 |
1,968.50 |
4.50 |
0.2% |
1,978.25 |
Low |
1,918.00 |
1,915.25 |
-2.75 |
-0.1% |
1,918.25 |
Close |
1,961.75 |
1,925.00 |
-36.75 |
-1.9% |
1,960.25 |
Range |
46.00 |
53.25 |
7.25 |
15.8% |
60.00 |
ATR |
23.52 |
25.65 |
2.12 |
9.0% |
0.00 |
Volume |
2,521,875 |
3,103,761 |
581,886 |
23.1% |
10,507,772 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,096.00 |
2,063.75 |
1,954.25 |
|
R3 |
2,042.75 |
2,010.50 |
1,939.75 |
|
R2 |
1,989.50 |
1,989.50 |
1,934.75 |
|
R1 |
1,957.25 |
1,957.25 |
1,930.00 |
1,946.75 |
PP |
1,936.25 |
1,936.25 |
1,936.25 |
1,931.00 |
S1 |
1,904.00 |
1,904.00 |
1,920.00 |
1,893.50 |
S2 |
1,883.00 |
1,883.00 |
1,915.25 |
|
S3 |
1,829.75 |
1,850.75 |
1,910.25 |
|
S4 |
1,776.50 |
1,797.50 |
1,895.75 |
|
|
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 |
1,971.00 |
1,915.25 |
55.75 |
2.9% |
36.00 |
1.9% |
17% |
False |
True |
2,215,206 |
10 |
1,979.25 |
1,915.25 |
64.00 |
3.3% |
30.25 |
1.6% |
15% |
False |
True |
2,170,791 |
20 |
2,014.50 |
1,915.25 |
99.25 |
5.2% |
25.50 |
1.3% |
10% |
False |
True |
1,980,106 |
40 |
2,014.50 |
1,915.25 |
99.25 |
5.2% |
19.50 |
1.0% |
10% |
False |
True |
1,026,191 |
60 |
2,014.50 |
1,882.75 |
131.75 |
6.8% |
19.75 |
1.0% |
32% |
False |
False |
685,408 |
80 |
2,014.50 |
1,882.75 |
131.75 |
6.8% |
18.00 |
0.9% |
32% |
False |
False |
514,552 |
100 |
2,014.50 |
1,850.50 |
164.00 |
8.5% |
16.75 |
0.9% |
45% |
False |
False |
411,719 |
120 |
2,014.50 |
1,831.50 |
183.00 |
9.5% |
16.25 |
0.8% |
51% |
False |
False |
343,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,194.75 |
2.618 |
2,108.00 |
1.618 |
2,054.75 |
1.000 |
2,021.75 |
0.618 |
2,001.50 |
HIGH |
1,968.50 |
0.618 |
1,948.25 |
0.500 |
1,942.00 |
0.382 |
1,935.50 |
LOW |
1,915.25 |
0.618 |
1,882.25 |
1.000 |
1,862.00 |
1.618 |
1,829.00 |
2.618 |
1,775.75 |
4.250 |
1,689.00 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,942.00 |
1,942.00 |
PP |
1,936.25 |
1,936.25 |
S1 |
1,930.50 |
1,930.50 |
|