Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,623 |
16,903 |
280 |
1.7% |
17,039 |
High |
16,928 |
16,949 |
21 |
0.1% |
17,063 |
Low |
16,582 |
16,537 |
-45 |
-0.3% |
16,589 |
Close |
16,903 |
16,610 |
-293 |
-1.7% |
16,921 |
Range |
346 |
412 |
66 |
19.1% |
474 |
ATR |
188 |
204 |
16 |
8.5% |
0 |
Volume |
249,765 |
342,630 |
92,865 |
37.2% |
939,359 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,935 |
17,684 |
16,837 |
|
R3 |
17,523 |
17,272 |
16,723 |
|
R2 |
17,111 |
17,111 |
16,686 |
|
R1 |
16,860 |
16,860 |
16,648 |
16,780 |
PP |
16,699 |
16,699 |
16,699 |
16,658 |
S1 |
16,448 |
16,448 |
16,572 |
16,368 |
S2 |
16,287 |
16,287 |
16,535 |
|
S3 |
15,875 |
16,036 |
16,497 |
|
S4 |
15,463 |
15,624 |
16,384 |
|
|
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 |
16,537 |
483 |
2.9% |
292 |
1.8% |
15% |
False |
True |
221,474 |
10 |
17,069 |
16,537 |
532 |
3.2% |
246 |
1.5% |
14% |
False |
True |
205,477 |
20 |
17,279 |
16,537 |
742 |
4.5% |
205 |
1.2% |
10% |
False |
True |
181,349 |
40 |
17,279 |
16,460 |
819 |
4.9% |
156 |
0.9% |
18% |
False |
False |
92,341 |
60 |
17,279 |
16,143 |
1,136 |
6.8% |
146 |
0.9% |
41% |
False |
False |
61,577 |
80 |
17,279 |
16,143 |
1,136 |
6.8% |
130 |
0.8% |
41% |
False |
False |
46,187 |
100 |
17,279 |
16,143 |
1,136 |
6.8% |
111 |
0.7% |
41% |
False |
False |
36,950 |
120 |
17,279 |
16,143 |
1,136 |
6.8% |
99 |
0.6% |
41% |
False |
False |
30,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,700 |
2.618 |
18,028 |
1.618 |
17,616 |
1.000 |
17,361 |
0.618 |
17,204 |
HIGH |
16,949 |
0.618 |
16,792 |
0.500 |
16,743 |
0.382 |
16,695 |
LOW |
16,537 |
0.618 |
16,283 |
1.000 |
16,125 |
1.618 |
15,871 |
2.618 |
15,459 |
4.250 |
14,786 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,743 |
16,743 |
PP |
16,699 |
16,699 |
S1 |
16,654 |
16,654 |
|