Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,091.0 |
1,061.0 |
-30.0 |
-2.7% |
1,100.2 |
High |
1,101.2 |
1,072.2 |
-29.0 |
-2.6% |
1,106.5 |
Low |
1,059.7 |
1,045.5 |
-14.2 |
-1.3% |
1,045.5 |
Close |
1,065.9 |
1,048.9 |
-17.0 |
-1.6% |
1,048.9 |
Range |
41.5 |
26.7 |
-14.8 |
-35.7% |
61.0 |
ATR |
20.2 |
20.6 |
0.5 |
2.3% |
0.0 |
Volume |
224,749 |
225,401 |
652 |
0.3% |
958,174 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,135.8 |
1,119.0 |
1,063.5 |
|
R3 |
1,109.0 |
1,092.3 |
1,056.3 |
|
R2 |
1,082.3 |
1,082.3 |
1,053.8 |
|
R1 |
1,065.5 |
1,065.5 |
1,051.3 |
1,060.5 |
PP |
1,055.5 |
1,055.5 |
1,055.5 |
1,053.0 |
S1 |
1,038.8 |
1,038.8 |
1,046.5 |
1,033.8 |
S2 |
1,028.8 |
1,028.8 |
1,044.0 |
|
S3 |
1,002.3 |
1,012.3 |
1,041.5 |
|
S4 |
975.5 |
985.5 |
1,034.3 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.0 |
1,210.5 |
1,082.5 |
|
R3 |
1,189.0 |
1,149.5 |
1,065.8 |
|
R2 |
1,128.0 |
1,128.0 |
1,060.0 |
|
R1 |
1,088.5 |
1,088.5 |
1,054.5 |
1,077.8 |
PP |
1,067.0 |
1,067.0 |
1,067.0 |
1,061.5 |
S1 |
1,027.5 |
1,027.5 |
1,043.3 |
1,016.8 |
S2 |
1,006.0 |
1,006.0 |
1,037.8 |
|
S3 |
945.0 |
966.5 |
1,032.0 |
|
S4 |
884.0 |
905.5 |
1,015.3 |
|
|
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 |
1,045.5 |
61.0 |
5.8% |
28.5 |
2.7% |
6% |
False |
True |
191,634 |
10 |
1,117.7 |
1,045.5 |
72.2 |
6.9% |
24.3 |
2.3% |
5% |
False |
True |
186,923 |
20 |
1,161.5 |
1,045.5 |
116.0 |
11.1% |
20.5 |
2.0% |
3% |
False |
True |
173,028 |
40 |
1,182.2 |
1,045.5 |
136.7 |
13.0% |
16.5 |
1.6% |
2% |
False |
True |
95,074 |
60 |
1,182.2 |
1,045.5 |
136.7 |
13.0% |
15.8 |
1.5% |
2% |
False |
True |
63,398 |
80 |
1,205.4 |
1,045.5 |
159.9 |
15.2% |
14.5 |
1.4% |
2% |
False |
True |
47,561 |
100 |
1,205.4 |
1,045.5 |
159.9 |
15.2% |
11.5 |
1.1% |
2% |
False |
True |
38,049 |
120 |
1,205.4 |
1,045.5 |
159.9 |
15.2% |
9.5 |
0.9% |
2% |
False |
True |
31,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,185.8 |
2.618 |
1,142.0 |
1.618 |
1,115.5 |
1.000 |
1,099.0 |
0.618 |
1,088.8 |
HIGH |
1,072.3 |
0.618 |
1,062.0 |
0.500 |
1,058.8 |
0.382 |
1,055.8 |
LOW |
1,045.5 |
0.618 |
1,029.0 |
1.000 |
1,018.8 |
1.618 |
1,002.3 |
2.618 |
975.5 |
4.250 |
932.0 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,058.8 |
1,073.3 |
PP |
1,055.5 |
1,065.3 |
S1 |
1,052.3 |
1,057.0 |
|