Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,961.50 |
1,917.00 |
-44.50 |
-2.3% |
1,961.00 |
High |
1,968.50 |
1,931.25 |
-37.25 |
-1.9% |
1,971.00 |
Low |
1,915.25 |
1,893.25 |
-22.00 |
-1.1% |
1,893.25 |
Close |
1,925.00 |
1,894.25 |
-30.75 |
-1.6% |
1,894.25 |
Range |
53.25 |
38.00 |
-15.25 |
-28.6% |
77.75 |
ATR |
25.65 |
26.53 |
0.88 |
3.4% |
0.00 |
Volume |
3,103,761 |
3,069,299 |
-34,462 |
-1.1% |
12,588,495 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.25 |
1,995.25 |
1,915.25 |
|
R3 |
1,982.25 |
1,957.25 |
1,904.75 |
|
R2 |
1,944.25 |
1,944.25 |
1,901.25 |
|
R1 |
1,919.25 |
1,919.25 |
1,897.75 |
1,912.75 |
PP |
1,906.25 |
1,906.25 |
1,906.25 |
1,903.00 |
S1 |
1,881.25 |
1,881.25 |
1,890.75 |
1,874.75 |
S2 |
1,868.25 |
1,868.25 |
1,887.25 |
|
S3 |
1,830.25 |
1,843.25 |
1,883.75 |
|
S4 |
1,792.25 |
1,805.25 |
1,873.25 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,152.75 |
2,101.25 |
1,937.00 |
|
R3 |
2,075.00 |
2,023.50 |
1,915.75 |
|
R2 |
1,997.25 |
1,997.25 |
1,908.50 |
|
R1 |
1,945.75 |
1,945.75 |
1,901.50 |
1,932.50 |
PP |
1,919.50 |
1,919.50 |
1,919.50 |
1,913.00 |
S1 |
1,868.00 |
1,868.00 |
1,887.00 |
1,855.00 |
S2 |
1,841.75 |
1,841.75 |
1,880.00 |
|
S3 |
1,764.00 |
1,790.25 |
1,872.75 |
|
S4 |
1,686.25 |
1,712.50 |
1,851.50 |
|
|
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 |
1,893.25 |
77.75 |
4.1% |
38.00 |
2.0% |
1% |
False |
True |
2,517,699 |
10 |
1,978.25 |
1,893.25 |
85.00 |
4.5% |
31.75 |
1.7% |
1% |
False |
True |
2,309,626 |
20 |
2,014.50 |
1,893.25 |
121.25 |
6.4% |
26.50 |
1.4% |
1% |
False |
True |
2,040,506 |
40 |
2,014.50 |
1,893.25 |
121.25 |
6.4% |
20.25 |
1.1% |
1% |
False |
True |
1,102,843 |
60 |
2,014.50 |
1,882.75 |
131.75 |
7.0% |
20.00 |
1.1% |
9% |
False |
False |
736,538 |
80 |
2,014.50 |
1,882.75 |
131.75 |
7.0% |
18.25 |
1.0% |
9% |
False |
False |
552,895 |
100 |
2,014.50 |
1,851.25 |
163.25 |
8.6% |
16.75 |
0.9% |
26% |
False |
False |
442,411 |
120 |
2,014.50 |
1,831.50 |
183.00 |
9.7% |
16.50 |
0.9% |
34% |
False |
False |
368,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,092.75 |
2.618 |
2,030.75 |
1.618 |
1,992.75 |
1.000 |
1,969.25 |
0.618 |
1,954.75 |
HIGH |
1,931.25 |
0.618 |
1,916.75 |
0.500 |
1,912.25 |
0.382 |
1,907.75 |
LOW |
1,893.25 |
0.618 |
1,869.75 |
1.000 |
1,855.25 |
1.618 |
1,831.75 |
2.618 |
1,793.75 |
4.250 |
1,731.75 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,912.25 |
1,931.00 |
PP |
1,906.25 |
1,918.75 |
S1 |
1,900.25 |
1,906.50 |
|