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 |
1,214.3 |
1,213.1 |
-1.2 |
-0.1% |
1,218.2 |
High |
1,224.0 |
1,213.7 |
-10.3 |
-0.8% |
1,224.0 |
Low |
1,209.9 |
1,190.9 |
-19.0 |
-1.6% |
1,190.9 |
Close |
1,215.7 |
1,193.5 |
-22.2 |
-1.8% |
1,193.5 |
Range |
14.1 |
22.8 |
8.7 |
61.7% |
33.1 |
ATR |
13.4 |
14.2 |
0.8 |
6.1% |
0.0 |
Volume |
1,026 |
1,578 |
552 |
53.8% |
9,287 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.8 |
1,253.4 |
1,206.0 |
|
R3 |
1,245.0 |
1,230.6 |
1,199.8 |
|
R2 |
1,222.2 |
1,222.2 |
1,197.7 |
|
R1 |
1,207.8 |
1,207.8 |
1,195.6 |
1,203.6 |
PP |
1,199.4 |
1,199.4 |
1,199.4 |
1,197.3 |
S1 |
1,185.0 |
1,185.0 |
1,191.4 |
1,180.8 |
S2 |
1,176.6 |
1,176.6 |
1,189.3 |
|
S3 |
1,153.8 |
1,162.2 |
1,187.2 |
|
S4 |
1,131.0 |
1,139.4 |
1,181.0 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.1 |
1,280.9 |
1,211.7 |
|
R3 |
1,269.0 |
1,247.8 |
1,202.6 |
|
R2 |
1,235.9 |
1,235.9 |
1,199.6 |
|
R1 |
1,214.7 |
1,214.7 |
1,196.5 |
1,208.8 |
PP |
1,202.8 |
1,202.8 |
1,202.8 |
1,199.8 |
S1 |
1,181.6 |
1,181.6 |
1,190.5 |
1,175.7 |
S2 |
1,169.7 |
1,169.7 |
1,187.4 |
|
S3 |
1,136.6 |
1,148.5 |
1,184.4 |
|
S4 |
1,103.5 |
1,115.4 |
1,175.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,224.0 |
1,190.9 |
33.1 |
2.8% |
14.8 |
1.2% |
8% |
False |
True |
1,857 |
10 |
1,236.9 |
1,190.9 |
46.0 |
3.9% |
14.5 |
1.2% |
6% |
False |
True |
2,415 |
20 |
1,272.9 |
1,190.9 |
82.0 |
6.9% |
13.7 |
1.1% |
3% |
False |
True |
2,391 |
40 |
1,323.0 |
1,190.9 |
132.1 |
11.1% |
12.4 |
1.0% |
2% |
False |
True |
1,904 |
60 |
1,341.3 |
1,190.9 |
150.4 |
12.6% |
12.7 |
1.1% |
2% |
False |
True |
1,604 |
80 |
1,347.3 |
1,190.9 |
156.4 |
13.1% |
12.3 |
1.0% |
2% |
False |
True |
1,335 |
100 |
1,347.3 |
1,190.9 |
156.4 |
13.1% |
10.7 |
0.9% |
2% |
False |
True |
1,126 |
120 |
1,347.3 |
1,190.9 |
156.4 |
13.1% |
9.9 |
0.8% |
2% |
False |
True |
947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.6 |
2.618 |
1,273.4 |
1.618 |
1,250.6 |
1.000 |
1,236.5 |
0.618 |
1,227.8 |
HIGH |
1,213.7 |
0.618 |
1,205.0 |
0.500 |
1,202.3 |
0.382 |
1,199.6 |
LOW |
1,190.9 |
0.618 |
1,176.8 |
1.000 |
1,168.1 |
1.618 |
1,154.0 |
2.618 |
1,131.2 |
4.250 |
1,094.0 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,202.3 |
1,207.5 |
PP |
1,199.4 |
1,202.8 |
S1 |
1,196.4 |
1,198.2 |
|