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 |
6,512.0 |
6,335.0 |
-177.0 |
-2.7% |
6,512.0 |
High |
6,530.5 |
6,383.0 |
-147.5 |
-2.3% |
6,561.0 |
Low |
6,345.5 |
6,253.5 |
-92.0 |
-1.4% |
6,253.5 |
Close |
6,408.0 |
6,322.0 |
-86.0 |
-1.3% |
6,322.0 |
Range |
185.0 |
129.5 |
-55.5 |
-30.0% |
307.5 |
ATR |
85.7 |
90.7 |
4.9 |
5.7% |
0.0 |
Volume |
176,792 |
147,439 |
-29,353 |
-16.6% |
754,723 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,708.0 |
6,644.5 |
6,393.0 |
|
R3 |
6,578.5 |
6,515.0 |
6,357.5 |
|
R2 |
6,449.0 |
6,449.0 |
6,345.5 |
|
R1 |
6,385.5 |
6,385.5 |
6,334.0 |
6,352.5 |
PP |
6,319.5 |
6,319.5 |
6,319.5 |
6,303.0 |
S1 |
6,256.0 |
6,256.0 |
6,310.0 |
6,223.0 |
S2 |
6,190.0 |
6,190.0 |
6,298.5 |
|
S3 |
6,060.5 |
6,126.5 |
6,286.5 |
|
S4 |
5,931.0 |
5,997.0 |
6,251.0 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,301.5 |
7,119.0 |
6,491.0 |
|
R3 |
6,994.0 |
6,811.5 |
6,406.5 |
|
R2 |
6,686.5 |
6,686.5 |
6,378.5 |
|
R1 |
6,504.0 |
6,504.0 |
6,350.0 |
6,441.5 |
PP |
6,379.0 |
6,379.0 |
6,379.0 |
6,347.5 |
S1 |
6,196.5 |
6,196.5 |
6,294.0 |
6,134.0 |
S2 |
6,071.5 |
6,071.5 |
6,265.5 |
|
S3 |
5,764.0 |
5,889.0 |
6,237.5 |
|
S4 |
5,456.5 |
5,581.5 |
6,153.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,561.0 |
6,253.5 |
307.5 |
4.9% |
118.0 |
1.9% |
22% |
False |
True |
150,944 |
10 |
6,644.5 |
6,253.5 |
391.0 |
6.2% |
102.5 |
1.6% |
18% |
False |
True |
133,101 |
20 |
6,875.0 |
6,253.5 |
621.5 |
9.8% |
89.5 |
1.4% |
11% |
False |
True |
130,089 |
40 |
6,875.0 |
6,253.5 |
621.5 |
9.8% |
66.0 |
1.0% |
11% |
False |
True |
72,752 |
60 |
6,875.0 |
6,253.5 |
621.5 |
9.8% |
52.5 |
0.8% |
11% |
False |
True |
48,514 |
80 |
6,875.0 |
6,253.5 |
621.5 |
9.8% |
42.5 |
0.7% |
11% |
False |
True |
36,389 |
100 |
6,875.0 |
6,253.5 |
621.5 |
9.8% |
35.0 |
0.6% |
11% |
False |
True |
29,123 |
120 |
6,875.0 |
6,253.5 |
621.5 |
9.8% |
29.5 |
0.5% |
11% |
False |
True |
24,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,933.5 |
2.618 |
6,722.0 |
1.618 |
6,592.5 |
1.000 |
6,512.5 |
0.618 |
6,463.0 |
HIGH |
6,383.0 |
0.618 |
6,333.5 |
0.500 |
6,318.0 |
0.382 |
6,303.0 |
LOW |
6,253.5 |
0.618 |
6,173.5 |
1.000 |
6,124.0 |
1.618 |
6,044.0 |
2.618 |
5,914.5 |
4.250 |
5,703.0 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
6,321.0 |
6,392.0 |
PP |
6,319.5 |
6,368.5 |
S1 |
6,318.0 |
6,345.5 |
|