Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,213.1 |
1,192.1 |
-21.0 |
-1.7% |
1,218.2 |
High |
1,213.7 |
1,210.0 |
-3.7 |
-0.3% |
1,224.0 |
Low |
1,190.9 |
1,184.8 |
-6.1 |
-0.5% |
1,190.9 |
Close |
1,193.5 |
1,207.9 |
14.4 |
1.2% |
1,193.5 |
Range |
22.8 |
25.2 |
2.4 |
10.5% |
33.1 |
ATR |
14.2 |
15.0 |
0.8 |
5.5% |
0.0 |
Volume |
1,578 |
1,007 |
-571 |
-36.2% |
9,287 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.5 |
1,267.4 |
1,221.8 |
|
R3 |
1,251.3 |
1,242.2 |
1,214.8 |
|
R2 |
1,226.1 |
1,226.1 |
1,212.5 |
|
R1 |
1,217.0 |
1,217.0 |
1,210.2 |
1,221.6 |
PP |
1,200.9 |
1,200.9 |
1,200.9 |
1,203.2 |
S1 |
1,191.8 |
1,191.8 |
1,205.6 |
1,196.4 |
S2 |
1,175.7 |
1,175.7 |
1,203.3 |
|
S3 |
1,150.5 |
1,166.6 |
1,201.0 |
|
S4 |
1,125.3 |
1,141.4 |
1,194.0 |
|
|
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 |
1,184.8 |
39.2 |
3.2% |
18.4 |
1.5% |
59% |
False |
True |
1,689 |
10 |
1,236.9 |
1,184.8 |
52.1 |
4.3% |
16.2 |
1.3% |
44% |
False |
True |
2,331 |
20 |
1,259.3 |
1,184.8 |
74.5 |
6.2% |
14.0 |
1.2% |
31% |
False |
True |
2,395 |
40 |
1,319.4 |
1,184.8 |
134.6 |
11.1% |
12.7 |
1.1% |
17% |
False |
True |
1,862 |
60 |
1,340.7 |
1,184.8 |
155.9 |
12.9% |
13.0 |
1.1% |
15% |
False |
True |
1,605 |
80 |
1,347.3 |
1,184.8 |
162.5 |
13.5% |
12.5 |
1.0% |
14% |
False |
True |
1,344 |
100 |
1,347.3 |
1,184.8 |
162.5 |
13.5% |
10.9 |
0.9% |
14% |
False |
True |
1,136 |
120 |
1,347.3 |
1,184.8 |
162.5 |
13.5% |
9.9 |
0.8% |
14% |
False |
True |
956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.1 |
2.618 |
1,276.0 |
1.618 |
1,250.8 |
1.000 |
1,235.2 |
0.618 |
1,225.6 |
HIGH |
1,210.0 |
0.618 |
1,200.4 |
0.500 |
1,197.4 |
0.382 |
1,194.4 |
LOW |
1,184.8 |
0.618 |
1,169.2 |
1.000 |
1,159.6 |
1.618 |
1,144.0 |
2.618 |
1,118.8 |
4.250 |
1,077.7 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,204.4 |
1,206.7 |
PP |
1,200.9 |
1,205.6 |
S1 |
1,197.4 |
1,204.4 |
|