Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,723 |
16,923 |
200 |
1.2% |
17,039 |
High |
16,947 |
17,020 |
73 |
0.4% |
17,063 |
Low |
16,705 |
16,844 |
139 |
0.8% |
16,589 |
Close |
16,921 |
16,903 |
-18 |
-0.1% |
16,921 |
Range |
242 |
176 |
-66 |
-27.3% |
474 |
ATR |
167 |
167 |
1 |
0.4% |
0 |
Volume |
143,525 |
165,288 |
21,763 |
15.2% |
939,359 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,450 |
17,353 |
17,000 |
|
R3 |
17,274 |
17,177 |
16,952 |
|
R2 |
17,098 |
17,098 |
16,935 |
|
R1 |
17,001 |
17,001 |
16,919 |
16,962 |
PP |
16,922 |
16,922 |
16,922 |
16,903 |
S1 |
16,825 |
16,825 |
16,887 |
16,786 |
S2 |
16,746 |
16,746 |
16,871 |
|
S3 |
16,570 |
16,649 |
16,855 |
|
S4 |
16,394 |
16,473 |
16,806 |
|
|
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% |
206 |
1.2% |
66% |
False |
False |
185,142 |
10 |
17,149 |
16,589 |
560 |
3.3% |
209 |
1.2% |
56% |
False |
False |
176,071 |
20 |
17,279 |
16,589 |
690 |
4.1% |
170 |
1.0% |
46% |
False |
False |
144,089 |
40 |
17,279 |
16,390 |
889 |
5.3% |
135 |
0.8% |
58% |
False |
False |
72,387 |
60 |
17,279 |
16,143 |
1,136 |
6.7% |
133 |
0.8% |
67% |
False |
False |
48,269 |
80 |
17,279 |
16,143 |
1,136 |
6.7% |
117 |
0.7% |
67% |
False |
False |
36,205 |
100 |
17,279 |
16,143 |
1,136 |
6.7% |
102 |
0.6% |
67% |
False |
False |
28,964 |
120 |
17,279 |
16,143 |
1,136 |
6.7% |
90 |
0.5% |
67% |
False |
False |
24,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,768 |
2.618 |
17,481 |
1.618 |
17,305 |
1.000 |
17,196 |
0.618 |
17,129 |
HIGH |
17,020 |
0.618 |
16,953 |
0.500 |
16,932 |
0.382 |
16,911 |
LOW |
16,844 |
0.618 |
16,735 |
1.000 |
16,668 |
1.618 |
16,559 |
2.618 |
16,383 |
4.250 |
16,096 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,932 |
16,870 |
PP |
16,922 |
16,837 |
S1 |
16,913 |
16,805 |
|