Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,923 |
16,881 |
-42 |
-0.2% |
17,039 |
High |
17,020 |
16,904 |
-116 |
-0.7% |
17,063 |
Low |
16,844 |
16,619 |
-225 |
-1.3% |
16,589 |
Close |
16,903 |
16,651 |
-252 |
-1.5% |
16,921 |
Range |
176 |
285 |
109 |
61.9% |
474 |
ATR |
167 |
176 |
8 |
5.0% |
0 |
Volume |
165,288 |
206,162 |
40,874 |
24.7% |
939,359 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,580 |
17,400 |
16,808 |
|
R3 |
17,295 |
17,115 |
16,730 |
|
R2 |
17,010 |
17,010 |
16,703 |
|
R1 |
16,830 |
16,830 |
16,677 |
16,778 |
PP |
16,725 |
16,725 |
16,725 |
16,698 |
S1 |
16,545 |
16,545 |
16,625 |
16,493 |
S2 |
16,440 |
16,440 |
16,599 |
|
S3 |
16,155 |
16,260 |
16,573 |
|
S4 |
15,870 |
15,975 |
16,494 |
|
|
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 |
17,020 |
16,589 |
431 |
2.6% |
237 |
1.4% |
14% |
False |
False |
193,996 |
10 |
17,149 |
16,589 |
560 |
3.4% |
220 |
1.3% |
11% |
False |
False |
181,655 |
20 |
17,279 |
16,589 |
690 |
4.1% |
178 |
1.1% |
9% |
False |
False |
154,190 |
40 |
17,279 |
16,390 |
889 |
5.3% |
141 |
0.8% |
29% |
False |
False |
77,534 |
60 |
17,279 |
16,143 |
1,136 |
6.8% |
136 |
0.8% |
45% |
False |
False |
51,705 |
80 |
17,279 |
16,143 |
1,136 |
6.8% |
120 |
0.7% |
45% |
False |
False |
38,782 |
100 |
17,279 |
16,143 |
1,136 |
6.8% |
103 |
0.6% |
45% |
False |
False |
31,026 |
120 |
17,279 |
16,143 |
1,136 |
6.8% |
92 |
0.6% |
45% |
False |
False |
25,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,115 |
2.618 |
17,650 |
1.618 |
17,365 |
1.000 |
17,189 |
0.618 |
17,080 |
HIGH |
16,904 |
0.618 |
16,795 |
0.500 |
16,762 |
0.382 |
16,728 |
LOW |
16,619 |
0.618 |
16,443 |
1.000 |
16,334 |
1.618 |
16,158 |
2.618 |
15,873 |
4.250 |
15,408 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,762 |
16,820 |
PP |
16,725 |
16,763 |
S1 |
16,688 |
16,707 |
|