| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
16,937 |
16,734 |
-203 |
-1.2% |
17,200 |
| High |
16,984 |
16,775 |
-209 |
-1.2% |
17,210 |
| Low |
16,690 |
16,589 |
-101 |
-0.6% |
16,863 |
| Close |
16,740 |
16,724 |
-16 |
-0.1% |
17,030 |
| Range |
294 |
186 |
-108 |
-36.7% |
347 |
| ATR |
159 |
161 |
2 |
1.2% |
0 |
| Volume |
227,999 |
227,010 |
-989 |
-0.4% |
803,901 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,254 |
17,175 |
16,826 |
|
| R3 |
17,068 |
16,989 |
16,775 |
|
| R2 |
16,882 |
16,882 |
16,758 |
|
| R1 |
16,803 |
16,803 |
16,741 |
16,750 |
| PP |
16,696 |
16,696 |
16,696 |
16,669 |
| S1 |
16,617 |
16,617 |
16,707 |
16,564 |
| S2 |
16,510 |
16,510 |
16,690 |
|
| S3 |
16,324 |
16,431 |
16,673 |
|
| S4 |
16,138 |
16,245 |
16,622 |
|
|
| 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 |
17,069 |
16,589 |
480 |
2.9% |
199 |
1.2% |
28% |
False |
True |
189,480 |
| 10 |
17,279 |
16,589 |
690 |
4.1% |
193 |
1.2% |
20% |
False |
True |
173,719 |
| 20 |
17,279 |
16,589 |
690 |
4.1% |
159 |
0.9% |
20% |
False |
True |
128,822 |
| 40 |
17,279 |
16,143 |
1,136 |
6.8% |
135 |
0.8% |
51% |
False |
False |
64,672 |
| 60 |
17,279 |
16,143 |
1,136 |
6.8% |
130 |
0.8% |
51% |
False |
False |
43,122 |
| 80 |
17,279 |
16,143 |
1,136 |
6.8% |
113 |
0.7% |
51% |
False |
False |
32,345 |
| 100 |
17,279 |
16,143 |
1,136 |
6.8% |
98 |
0.6% |
51% |
False |
False |
25,876 |
| 120 |
17,279 |
15,945 |
1,334 |
8.0% |
87 |
0.5% |
58% |
False |
False |
21,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,566 |
|
2.618 |
17,262 |
|
1.618 |
17,076 |
|
1.000 |
16,961 |
|
0.618 |
16,890 |
|
HIGH |
16,775 |
|
0.618 |
16,704 |
|
0.500 |
16,682 |
|
0.382 |
16,660 |
|
LOW |
16,589 |
|
0.618 |
16,474 |
|
1.000 |
16,403 |
|
1.618 |
16,288 |
|
2.618 |
16,102 |
|
4.250 |
15,799 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,710 |
16,826 |
| PP |
16,696 |
16,792 |
| S1 |
16,682 |
16,758 |
|