Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,216.4 |
1,208.5 |
-7.9 |
-0.6% |
1,216.7 |
High |
1,221.2 |
1,219.9 |
-1.3 |
-0.1% |
1,236.9 |
Low |
1,205.0 |
1,206.1 |
1.1 |
0.1% |
1,208.8 |
Close |
1,212.3 |
1,216.1 |
3.8 |
0.3% |
1,216.1 |
Range |
16.2 |
13.8 |
-2.4 |
-14.8% |
28.1 |
ATR |
13.3 |
13.3 |
0.0 |
0.3% |
0.0 |
Volume |
1,507 |
3,328 |
1,821 |
120.8% |
14,867 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.4 |
1,249.6 |
1,223.7 |
|
R3 |
1,241.6 |
1,235.8 |
1,219.9 |
|
R2 |
1,227.8 |
1,227.8 |
1,218.6 |
|
R1 |
1,222.0 |
1,222.0 |
1,217.4 |
1,224.9 |
PP |
1,214.0 |
1,214.0 |
1,214.0 |
1,215.5 |
S1 |
1,208.2 |
1,208.2 |
1,214.8 |
1,211.1 |
S2 |
1,200.2 |
1,200.2 |
1,213.6 |
|
S3 |
1,186.4 |
1,194.4 |
1,212.3 |
|
S4 |
1,172.6 |
1,180.6 |
1,208.5 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.9 |
1,288.6 |
1,231.6 |
|
R3 |
1,276.8 |
1,260.5 |
1,223.8 |
|
R2 |
1,248.7 |
1,248.7 |
1,221.3 |
|
R1 |
1,232.4 |
1,232.4 |
1,218.7 |
1,226.5 |
PP |
1,220.6 |
1,220.6 |
1,220.6 |
1,217.7 |
S1 |
1,204.3 |
1,204.3 |
1,213.5 |
1,198.4 |
S2 |
1,192.5 |
1,192.5 |
1,210.9 |
|
S3 |
1,164.4 |
1,176.2 |
1,208.4 |
|
S4 |
1,136.3 |
1,148.1 |
1,200.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,229.9 |
1,205.0 |
24.9 |
2.0% |
13.9 |
1.1% |
45% |
False |
False |
2,217 |
10 |
1,236.9 |
1,205.0 |
31.9 |
2.6% |
13.3 |
1.1% |
35% |
False |
False |
2,392 |
20 |
1,277.0 |
1,205.0 |
72.0 |
5.9% |
13.3 |
1.1% |
15% |
False |
False |
2,593 |
40 |
1,323.0 |
1,205.0 |
118.0 |
9.7% |
12.3 |
1.0% |
9% |
False |
False |
1,897 |
60 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
12.5 |
1.0% |
8% |
False |
False |
1,615 |
80 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
11.9 |
1.0% |
8% |
False |
False |
1,309 |
100 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
10.5 |
0.9% |
8% |
False |
False |
1,101 |
120 |
1,347.3 |
1,205.0 |
142.3 |
11.7% |
9.6 |
0.8% |
8% |
False |
False |
928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.6 |
2.618 |
1,256.0 |
1.618 |
1,242.2 |
1.000 |
1,233.7 |
0.618 |
1,228.4 |
HIGH |
1,219.9 |
0.618 |
1,214.6 |
0.500 |
1,213.0 |
0.382 |
1,211.4 |
LOW |
1,206.1 |
0.618 |
1,197.6 |
1.000 |
1,192.3 |
1.618 |
1,183.8 |
2.618 |
1,170.0 |
4.250 |
1,147.5 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,215.1 |
1,215.6 |
PP |
1,214.0 |
1,215.0 |
S1 |
1,213.0 |
1,214.5 |
|