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 |
1,100.2 |
1,088.4 |
-11.8 |
-1.1% |
1,110.8 |
High |
1,106.5 |
1,090.3 |
-16.2 |
-1.5% |
1,117.7 |
Low |
1,087.2 |
1,069.5 |
-17.7 |
-1.6% |
1,072.0 |
Close |
1,089.1 |
1,072.7 |
-16.4 |
-1.5% |
1,098.3 |
Range |
19.3 |
20.8 |
1.5 |
7.8% |
45.7 |
ATR |
17.1 |
17.4 |
0.3 |
1.5% |
0.0 |
Volume |
142,184 |
159,224 |
17,040 |
12.0% |
911,058 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.0 |
1,127.0 |
1,084.3 |
|
R3 |
1,119.0 |
1,106.3 |
1,078.5 |
|
R2 |
1,098.3 |
1,098.3 |
1,076.5 |
|
R1 |
1,085.5 |
1,085.5 |
1,074.5 |
1,081.5 |
PP |
1,077.5 |
1,077.5 |
1,077.5 |
1,075.5 |
S1 |
1,064.8 |
1,064.8 |
1,070.8 |
1,060.8 |
S2 |
1,056.8 |
1,056.8 |
1,069.0 |
|
S3 |
1,036.0 |
1,044.0 |
1,067.0 |
|
S4 |
1,015.0 |
1,023.0 |
1,061.3 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.0 |
1,211.5 |
1,123.5 |
|
R3 |
1,187.5 |
1,165.8 |
1,110.8 |
|
R2 |
1,141.8 |
1,141.8 |
1,106.8 |
|
R1 |
1,120.0 |
1,120.0 |
1,102.5 |
1,108.0 |
PP |
1,096.0 |
1,096.0 |
1,096.0 |
1,090.0 |
S1 |
1,074.3 |
1,074.3 |
1,094.0 |
1,062.3 |
S2 |
1,050.3 |
1,050.3 |
1,090.0 |
|
S3 |
1,004.5 |
1,028.5 |
1,085.8 |
|
S4 |
959.0 |
983.0 |
1,073.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,106.5 |
1,069.5 |
37.0 |
3.4% |
20.3 |
1.9% |
9% |
False |
True |
180,941 |
10 |
1,124.7 |
1,069.5 |
55.2 |
5.1% |
19.3 |
1.8% |
6% |
False |
True |
163,942 |
20 |
1,169.8 |
1,069.5 |
100.3 |
9.4% |
18.0 |
1.7% |
3% |
False |
True |
156,720 |
40 |
1,182.2 |
1,069.5 |
112.7 |
10.5% |
14.8 |
1.4% |
3% |
False |
True |
78,660 |
60 |
1,182.2 |
1,069.5 |
112.7 |
10.5% |
15.0 |
1.4% |
3% |
False |
True |
52,456 |
80 |
1,205.4 |
1,069.5 |
135.9 |
12.7% |
13.3 |
1.2% |
2% |
False |
True |
39,351 |
100 |
1,205.4 |
1,069.5 |
135.9 |
12.7% |
10.5 |
1.0% |
2% |
False |
True |
31,481 |
120 |
1,205.4 |
1,069.5 |
135.9 |
12.7% |
8.8 |
0.8% |
2% |
False |
True |
26,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,178.8 |
2.618 |
1,144.8 |
1.618 |
1,124.0 |
1.000 |
1,111.0 |
0.618 |
1,103.3 |
HIGH |
1,090.3 |
0.618 |
1,082.3 |
0.500 |
1,080.0 |
0.382 |
1,077.5 |
LOW |
1,069.5 |
0.618 |
1,056.8 |
1.000 |
1,048.8 |
1.618 |
1,035.8 |
2.618 |
1,015.0 |
4.250 |
981.0 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,080.0 |
1,088.0 |
PP |
1,077.5 |
1,083.0 |
S1 |
1,075.0 |
1,077.8 |
|