Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,095.0 |
1,081.8 |
-13.2 |
-1.2% |
1,137.1 |
High |
1,098.4 |
1,095.8 |
-2.6 |
-0.2% |
1,139.3 |
Low |
1,077.1 |
1,072.0 |
-5.1 |
-0.5% |
1,100.2 |
Close |
1,082.1 |
1,091.3 |
9.2 |
0.9% |
1,114.1 |
Range |
21.3 |
23.8 |
2.5 |
11.7% |
39.1 |
ATR |
16.5 |
17.0 |
0.5 |
3.2% |
0.0 |
Volume |
248,938 |
222,252 |
-26,686 |
-10.7% |
728,205 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,157.8 |
1,148.3 |
1,104.5 |
|
R3 |
1,134.0 |
1,124.5 |
1,097.8 |
|
R2 |
1,110.3 |
1,110.3 |
1,095.8 |
|
R1 |
1,100.8 |
1,100.8 |
1,093.5 |
1,105.5 |
PP |
1,086.3 |
1,086.3 |
1,086.3 |
1,088.8 |
S1 |
1,077.0 |
1,077.0 |
1,089.0 |
1,081.8 |
S2 |
1,062.5 |
1,062.5 |
1,087.0 |
|
S3 |
1,038.8 |
1,053.3 |
1,084.8 |
|
S4 |
1,015.0 |
1,029.3 |
1,078.3 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.3 |
1,213.8 |
1,135.5 |
|
R3 |
1,196.0 |
1,174.8 |
1,124.8 |
|
R2 |
1,157.0 |
1,157.0 |
1,121.3 |
|
R1 |
1,135.5 |
1,135.5 |
1,117.8 |
1,126.8 |
PP |
1,117.8 |
1,117.8 |
1,117.8 |
1,113.5 |
S1 |
1,096.5 |
1,096.5 |
1,110.5 |
1,087.5 |
S2 |
1,078.8 |
1,078.8 |
1,107.0 |
|
S3 |
1,039.8 |
1,057.3 |
1,103.3 |
|
S4 |
1,000.5 |
1,018.3 |
1,092.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,117.7 |
1,072.0 |
45.7 |
4.2% |
19.3 |
1.8% |
42% |
False |
True |
179,858 |
10 |
1,161.5 |
1,072.0 |
89.5 |
8.2% |
19.8 |
1.8% |
22% |
False |
True |
166,646 |
20 |
1,169.8 |
1,072.0 |
97.8 |
9.0% |
17.3 |
1.6% |
20% |
False |
True |
135,457 |
40 |
1,182.2 |
1,072.0 |
110.2 |
10.1% |
14.3 |
1.3% |
18% |
False |
True |
67,824 |
60 |
1,182.2 |
1,072.0 |
110.2 |
10.1% |
14.5 |
1.3% |
18% |
False |
True |
45,234 |
80 |
1,205.4 |
1,072.0 |
133.4 |
12.2% |
12.5 |
1.1% |
14% |
False |
True |
33,932 |
100 |
1,205.4 |
1,072.0 |
133.4 |
12.2% |
10.0 |
0.9% |
14% |
False |
True |
27,146 |
120 |
1,205.4 |
1,072.0 |
133.4 |
12.2% |
8.3 |
0.8% |
14% |
False |
True |
22,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.0 |
2.618 |
1,158.0 |
1.618 |
1,134.3 |
1.000 |
1,119.5 |
0.618 |
1,110.5 |
HIGH |
1,095.8 |
0.618 |
1,086.8 |
0.500 |
1,084.0 |
0.382 |
1,081.0 |
LOW |
1,072.0 |
0.618 |
1,057.3 |
1.000 |
1,048.3 |
1.618 |
1,033.5 |
2.618 |
1,009.8 |
4.250 |
970.8 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,088.8 |
1,094.8 |
PP |
1,086.3 |
1,093.8 |
S1 |
1,084.0 |
1,092.5 |
|