Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,980 |
16,937 |
-43 |
-0.3% |
17,200 |
High |
17,063 |
16,984 |
-79 |
-0.5% |
17,210 |
Low |
16,930 |
16,690 |
-240 |
-1.4% |
16,863 |
Close |
16,965 |
16,740 |
-225 |
-1.3% |
17,030 |
Range |
133 |
294 |
161 |
121.1% |
347 |
ATR |
149 |
159 |
10 |
7.0% |
0 |
Volume |
161,891 |
227,999 |
66,108 |
40.8% |
803,901 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,687 |
17,507 |
16,902 |
|
R3 |
17,393 |
17,213 |
16,821 |
|
R2 |
17,099 |
17,099 |
16,794 |
|
R1 |
16,919 |
16,919 |
16,767 |
16,862 |
PP |
16,805 |
16,805 |
16,805 |
16,776 |
S1 |
16,625 |
16,625 |
16,713 |
16,568 |
S2 |
16,511 |
16,511 |
16,686 |
|
S3 |
16,217 |
16,331 |
16,659 |
|
S4 |
15,923 |
16,037 |
16,578 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,075 |
17,900 |
17,221 |
|
R3 |
17,728 |
17,553 |
17,126 |
|
R2 |
17,381 |
17,381 |
17,094 |
|
R1 |
17,206 |
17,206 |
17,062 |
17,120 |
PP |
17,034 |
17,034 |
17,034 |
16,992 |
S1 |
16,859 |
16,859 |
16,998 |
16,773 |
S2 |
16,687 |
16,687 |
16,967 |
|
S3 |
16,340 |
16,512 |
16,935 |
|
S4 |
15,993 |
16,165 |
16,839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,149 |
16,690 |
459 |
2.7% |
219 |
1.3% |
11% |
False |
True |
186,641 |
10 |
17,279 |
16,690 |
589 |
3.5% |
188 |
1.1% |
8% |
False |
True |
163,327 |
20 |
17,279 |
16,690 |
589 |
3.5% |
156 |
0.9% |
8% |
False |
True |
117,547 |
40 |
17,279 |
16,143 |
1,136 |
6.8% |
133 |
0.8% |
53% |
False |
False |
58,997 |
60 |
17,279 |
16,143 |
1,136 |
6.8% |
128 |
0.8% |
53% |
False |
False |
39,339 |
80 |
17,279 |
16,143 |
1,136 |
6.8% |
112 |
0.7% |
53% |
False |
False |
29,507 |
100 |
17,279 |
16,143 |
1,136 |
6.8% |
96 |
0.6% |
53% |
False |
False |
23,606 |
120 |
17,279 |
15,825 |
1,454 |
8.7% |
86 |
0.5% |
63% |
False |
False |
19,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,234 |
2.618 |
17,754 |
1.618 |
17,460 |
1.000 |
17,278 |
0.618 |
17,166 |
HIGH |
16,984 |
0.618 |
16,872 |
0.500 |
16,837 |
0.382 |
16,802 |
LOW |
16,690 |
0.618 |
16,508 |
1.000 |
16,396 |
1.618 |
16,214 |
2.618 |
15,920 |
4.250 |
15,441 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,837 |
16,877 |
PP |
16,805 |
16,831 |
S1 |
16,772 |
16,786 |
|