Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,881 |
16,623 |
-258 |
-1.5% |
17,039 |
High |
16,904 |
16,928 |
24 |
0.1% |
17,063 |
Low |
16,619 |
16,582 |
-37 |
-0.2% |
16,589 |
Close |
16,651 |
16,903 |
252 |
1.5% |
16,921 |
Range |
285 |
346 |
61 |
21.4% |
474 |
ATR |
176 |
188 |
12 |
6.9% |
0 |
Volume |
206,162 |
249,765 |
43,603 |
21.1% |
939,359 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,842 |
17,719 |
17,093 |
|
R3 |
17,496 |
17,373 |
16,998 |
|
R2 |
17,150 |
17,150 |
16,967 |
|
R1 |
17,027 |
17,027 |
16,935 |
17,089 |
PP |
16,804 |
16,804 |
16,804 |
16,835 |
S1 |
16,681 |
16,681 |
16,871 |
16,743 |
S2 |
16,458 |
16,458 |
16,840 |
|
S3 |
16,112 |
16,335 |
16,808 |
|
S4 |
15,766 |
15,989 |
16,713 |
|
|
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 |
16,582 |
438 |
2.6% |
247 |
1.5% |
73% |
False |
True |
198,350 |
10 |
17,149 |
16,582 |
567 |
3.4% |
233 |
1.4% |
57% |
False |
True |
192,495 |
20 |
17,279 |
16,582 |
697 |
4.1% |
189 |
1.1% |
46% |
False |
True |
166,212 |
40 |
17,279 |
16,460 |
819 |
4.8% |
148 |
0.9% |
54% |
False |
False |
83,777 |
60 |
17,279 |
16,143 |
1,136 |
6.7% |
140 |
0.8% |
67% |
False |
False |
55,867 |
80 |
17,279 |
16,143 |
1,136 |
6.7% |
125 |
0.7% |
67% |
False |
False |
41,904 |
100 |
17,279 |
16,143 |
1,136 |
6.7% |
107 |
0.6% |
67% |
False |
False |
33,524 |
120 |
17,279 |
16,143 |
1,136 |
6.7% |
95 |
0.6% |
67% |
False |
False |
27,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,399 |
2.618 |
17,834 |
1.618 |
17,488 |
1.000 |
17,274 |
0.618 |
17,142 |
HIGH |
16,928 |
0.618 |
16,796 |
0.500 |
16,755 |
0.382 |
16,714 |
LOW |
16,582 |
0.618 |
16,368 |
1.000 |
16,236 |
1.618 |
16,022 |
2.618 |
15,676 |
4.250 |
15,112 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,854 |
16,869 |
PP |
16,804 |
16,835 |
S1 |
16,755 |
16,801 |
|