Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
6,510.0 |
6,443.5 |
-66.5 |
-1.0% |
6,629.5 |
High |
6,531.5 |
6,516.5 |
-15.0 |
-0.2% |
6,644.5 |
Low |
6,397.5 |
6,442.5 |
45.0 |
0.7% |
6,397.5 |
Close |
6,430.0 |
6,498.5 |
68.5 |
1.1% |
6,498.5 |
Range |
134.0 |
74.0 |
-60.0 |
-44.8% |
247.0 |
ATR |
73.0 |
74.0 |
1.0 |
1.3% |
0.0 |
Volume |
93,480 |
112,546 |
19,066 |
20.4% |
576,294 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,708.0 |
6,677.0 |
6,539.0 |
|
R3 |
6,634.0 |
6,603.0 |
6,519.0 |
|
R2 |
6,560.0 |
6,560.0 |
6,512.0 |
|
R1 |
6,529.0 |
6,529.0 |
6,505.5 |
6,544.5 |
PP |
6,486.0 |
6,486.0 |
6,486.0 |
6,493.5 |
S1 |
6,455.0 |
6,455.0 |
6,491.5 |
6,470.5 |
S2 |
6,412.0 |
6,412.0 |
6,485.0 |
|
S3 |
6,338.0 |
6,381.0 |
6,478.0 |
|
S4 |
6,264.0 |
6,307.0 |
6,458.0 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,254.5 |
7,123.5 |
6,634.5 |
|
R3 |
7,007.5 |
6,876.5 |
6,566.5 |
|
R2 |
6,760.5 |
6,760.5 |
6,544.0 |
|
R1 |
6,629.5 |
6,629.5 |
6,521.0 |
6,571.5 |
PP |
6,513.5 |
6,513.5 |
6,513.5 |
6,484.5 |
S1 |
6,382.5 |
6,382.5 |
6,476.0 |
6,324.5 |
S2 |
6,266.5 |
6,266.5 |
6,453.0 |
|
S3 |
6,019.5 |
6,135.5 |
6,430.5 |
|
S4 |
5,772.5 |
5,888.5 |
6,362.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,644.5 |
6,397.5 |
247.0 |
3.8% |
86.5 |
1.3% |
41% |
False |
False |
115,258 |
10 |
6,820.0 |
6,397.5 |
422.5 |
6.5% |
91.0 |
1.4% |
24% |
False |
False |
111,984 |
20 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
75.5 |
1.2% |
21% |
False |
False |
105,807 |
40 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
55.0 |
0.9% |
21% |
False |
False |
53,887 |
60 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
45.5 |
0.7% |
21% |
False |
False |
35,937 |
80 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
36.5 |
0.6% |
21% |
False |
False |
26,968 |
100 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
29.5 |
0.5% |
21% |
False |
False |
21,579 |
120 |
6,875.0 |
6,397.5 |
477.5 |
7.3% |
24.5 |
0.4% |
21% |
False |
False |
17,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,831.0 |
2.618 |
6,710.0 |
1.618 |
6,636.0 |
1.000 |
6,590.5 |
0.618 |
6,562.0 |
HIGH |
6,516.5 |
0.618 |
6,488.0 |
0.500 |
6,479.5 |
0.382 |
6,471.0 |
LOW |
6,442.5 |
0.618 |
6,397.0 |
1.000 |
6,368.5 |
1.618 |
6,323.0 |
2.618 |
6,249.0 |
4.250 |
6,128.0 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
6,492.0 |
6,497.5 |
PP |
6,486.0 |
6,496.5 |
S1 |
6,479.5 |
6,496.0 |
|