Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,734 |
16,723 |
-11 |
-0.1% |
17,039 |
High |
16,775 |
16,947 |
172 |
1.0% |
17,063 |
Low |
16,589 |
16,705 |
116 |
0.7% |
16,589 |
Close |
16,724 |
16,921 |
197 |
1.2% |
16,921 |
Range |
186 |
242 |
56 |
30.1% |
474 |
ATR |
161 |
167 |
6 |
3.6% |
0 |
Volume |
227,010 |
143,525 |
-83,485 |
-36.8% |
939,359 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,584 |
17,494 |
17,054 |
|
R3 |
17,342 |
17,252 |
16,988 |
|
R2 |
17,100 |
17,100 |
16,965 |
|
R1 |
17,010 |
17,010 |
16,943 |
17,055 |
PP |
16,858 |
16,858 |
16,858 |
16,880 |
S1 |
16,768 |
16,768 |
16,899 |
16,813 |
S2 |
16,616 |
16,616 |
16,877 |
|
S3 |
16,374 |
16,526 |
16,855 |
|
S4 |
16,132 |
16,284 |
16,788 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,280 |
18,074 |
17,182 |
|
R3 |
17,806 |
17,600 |
17,051 |
|
R2 |
17,332 |
17,332 |
17,008 |
|
R1 |
17,126 |
17,126 |
16,965 |
16,992 |
PP |
16,858 |
16,858 |
16,858 |
16,791 |
S1 |
16,652 |
16,652 |
16,878 |
16,518 |
S2 |
16,384 |
16,384 |
16,834 |
|
S3 |
15,910 |
16,178 |
16,791 |
|
S4 |
15,436 |
15,704 |
16,660 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,063 |
16,589 |
474 |
2.8% |
209 |
1.2% |
70% |
False |
False |
187,871 |
10 |
17,210 |
16,589 |
621 |
3.7% |
206 |
1.2% |
53% |
False |
False |
174,326 |
20 |
17,279 |
16,589 |
690 |
4.1% |
164 |
1.0% |
48% |
False |
False |
135,920 |
40 |
17,279 |
16,143 |
1,136 |
6.7% |
137 |
0.8% |
68% |
False |
False |
68,256 |
60 |
17,279 |
16,143 |
1,136 |
6.7% |
132 |
0.8% |
68% |
False |
False |
45,514 |
80 |
17,279 |
16,143 |
1,136 |
6.7% |
116 |
0.7% |
68% |
False |
False |
34,139 |
100 |
17,279 |
16,143 |
1,136 |
6.7% |
100 |
0.6% |
68% |
False |
False |
27,312 |
120 |
17,279 |
15,981 |
1,298 |
7.7% |
89 |
0.5% |
72% |
False |
False |
22,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,976 |
2.618 |
17,581 |
1.618 |
17,339 |
1.000 |
17,189 |
0.618 |
17,097 |
HIGH |
16,947 |
0.618 |
16,855 |
0.500 |
16,826 |
0.382 |
16,798 |
LOW |
16,705 |
0.618 |
16,556 |
1.000 |
16,463 |
1.618 |
16,314 |
2.618 |
16,072 |
4.250 |
15,677 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,889 |
16,876 |
PP |
16,858 |
16,831 |
S1 |
16,826 |
16,787 |
|