| 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 |
6,572.0 |
6,510.0 |
-62.0 |
-0.9% |
6,819.0 |
| High |
6,594.0 |
6,531.5 |
-62.5 |
-0.9% |
6,820.0 |
| Low |
6,502.5 |
6,397.5 |
-105.0 |
-1.6% |
6,588.5 |
| Close |
6,535.5 |
6,430.0 |
-105.5 |
-1.6% |
6,626.0 |
| Range |
91.5 |
134.0 |
42.5 |
46.4% |
231.5 |
| ATR |
68.0 |
73.0 |
5.0 |
7.4% |
0.0 |
| Volume |
164,206 |
93,480 |
-70,726 |
-43.1% |
543,547 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,855.0 |
6,776.5 |
6,503.5 |
|
| R3 |
6,721.0 |
6,642.5 |
6,467.0 |
|
| R2 |
6,587.0 |
6,587.0 |
6,454.5 |
|
| R1 |
6,508.5 |
6,508.5 |
6,442.5 |
6,481.0 |
| PP |
6,453.0 |
6,453.0 |
6,453.0 |
6,439.0 |
| S1 |
6,374.5 |
6,374.5 |
6,417.5 |
6,347.0 |
| S2 |
6,319.0 |
6,319.0 |
6,405.5 |
|
| S3 |
6,185.0 |
6,240.5 |
6,393.0 |
|
| S4 |
6,051.0 |
6,106.5 |
6,356.5 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,372.5 |
7,231.0 |
6,753.5 |
|
| R3 |
7,141.0 |
6,999.5 |
6,689.5 |
|
| R2 |
6,909.5 |
6,909.5 |
6,668.5 |
|
| R1 |
6,768.0 |
6,768.0 |
6,647.0 |
6,723.0 |
| PP |
6,678.0 |
6,678.0 |
6,678.0 |
6,656.0 |
| S1 |
6,536.5 |
6,536.5 |
6,605.0 |
6,491.5 |
| S2 |
6,446.5 |
6,446.5 |
6,583.5 |
|
| S3 |
6,215.0 |
6,305.0 |
6,562.5 |
|
| S4 |
5,983.5 |
6,073.5 |
6,498.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,660.0 |
6,397.5 |
262.5 |
4.1% |
86.0 |
1.3% |
12% |
False |
True |
109,442 |
| 10 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
90.5 |
1.4% |
7% |
False |
True |
109,187 |
| 20 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
74.5 |
1.2% |
7% |
False |
True |
100,467 |
| 40 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
54.0 |
0.8% |
7% |
False |
True |
51,073 |
| 60 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
45.0 |
0.7% |
7% |
False |
True |
34,062 |
| 80 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
35.5 |
0.5% |
7% |
False |
True |
25,561 |
| 100 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
28.5 |
0.4% |
7% |
False |
True |
20,455 |
| 120 |
6,875.0 |
6,397.5 |
477.5 |
7.4% |
24.0 |
0.4% |
7% |
False |
True |
17,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,101.0 |
|
2.618 |
6,882.5 |
|
1.618 |
6,748.5 |
|
1.000 |
6,665.5 |
|
0.618 |
6,614.5 |
|
HIGH |
6,531.5 |
|
0.618 |
6,480.5 |
|
0.500 |
6,464.5 |
|
0.382 |
6,448.5 |
|
LOW |
6,397.5 |
|
0.618 |
6,314.5 |
|
1.000 |
6,263.5 |
|
1.618 |
6,180.5 |
|
2.618 |
6,046.5 |
|
4.250 |
5,828.0 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,464.5 |
6,515.0 |
| PP |
6,453.0 |
6,487.0 |
| S1 |
6,441.5 |
6,458.5 |
|