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 |
1,072.5 |
1,093.9 |
21.4 |
2.0% |
1,104.9 |
High |
1,094.4 |
1,093.9 |
-0.5 |
0.0% |
1,111.2 |
Low |
1,072.5 |
1,093.9 |
21.4 |
2.0% |
1,072.5 |
Close |
1,086.8 |
1,093.9 |
7.1 |
0.7% |
1,093.9 |
Range |
21.9 |
0.0 |
-21.9 |
-100.0% |
38.7 |
ATR |
11.6 |
11.3 |
-0.3 |
-2.8% |
0.0 |
Volume |
25 |
25 |
0 |
0.0% |
136 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,094.0 |
1,094.0 |
1,094.0 |
|
R3 |
1,094.0 |
1,094.0 |
1,094.0 |
|
R2 |
1,094.0 |
1,094.0 |
1,094.0 |
|
R1 |
1,094.0 |
1,094.0 |
1,094.0 |
1,094.0 |
PP |
1,094.0 |
1,094.0 |
1,094.0 |
1,094.0 |
S1 |
1,094.0 |
1,094.0 |
1,094.0 |
1,094.0 |
S2 |
1,094.0 |
1,094.0 |
1,094.0 |
|
S3 |
1,094.0 |
1,094.0 |
1,094.0 |
|
S4 |
1,094.0 |
1,094.0 |
1,094.0 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.8 |
1,190.0 |
1,115.3 |
|
R3 |
1,170.0 |
1,151.3 |
1,104.5 |
|
R2 |
1,131.3 |
1,131.3 |
1,101.0 |
|
R1 |
1,112.5 |
1,112.5 |
1,097.5 |
1,102.5 |
PP |
1,092.5 |
1,092.5 |
1,092.5 |
1,087.5 |
S1 |
1,073.8 |
1,073.8 |
1,090.3 |
1,063.8 |
S2 |
1,053.8 |
1,053.8 |
1,086.8 |
|
S3 |
1,015.3 |
1,035.3 |
1,083.3 |
|
S4 |
976.5 |
996.5 |
1,072.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,111.2 |
1,072.5 |
38.7 |
3.5% |
12.5 |
1.1% |
55% |
False |
False |
27 |
10 |
1,125.0 |
1,072.5 |
52.5 |
4.8% |
11.5 |
1.0% |
41% |
False |
False |
31 |
20 |
1,163.0 |
1,072.5 |
90.5 |
8.3% |
5.8 |
0.5% |
24% |
False |
False |
16 |
40 |
1,168.1 |
1,072.5 |
95.6 |
8.7% |
3.0 |
0.3% |
22% |
False |
False |
8 |
60 |
1,168.1 |
1,072.5 |
95.6 |
8.7% |
2.0 |
0.2% |
22% |
False |
False |
300 |
80 |
1,195.6 |
1,072.5 |
123.1 |
11.3% |
1.5 |
0.1% |
17% |
False |
False |
524 |
100 |
1,195.6 |
1,072.5 |
123.1 |
11.3% |
1.3 |
0.1% |
17% |
False |
False |
419 |
120 |
1,195.6 |
1,072.5 |
123.1 |
11.3% |
1.0 |
0.1% |
17% |
False |
False |
429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,094.0 |
2.618 |
1,094.0 |
1.618 |
1,094.0 |
1.000 |
1,094.0 |
0.618 |
1,094.0 |
HIGH |
1,094.0 |
0.618 |
1,094.0 |
0.500 |
1,094.0 |
0.382 |
1,094.0 |
LOW |
1,094.0 |
0.618 |
1,094.0 |
1.000 |
1,094.0 |
1.618 |
1,094.0 |
2.618 |
1,094.0 |
4.250 |
1,094.0 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,094.0 |
1,090.5 |
PP |
1,094.0 |
1,087.0 |
S1 |
1,094.0 |
1,083.5 |
|