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 |
1,093.9 |
1,100.0 |
6.1 |
0.6% |
1,104.9 |
High |
1,093.9 |
1,100.0 |
6.1 |
0.6% |
1,111.2 |
Low |
1,093.9 |
1,082.8 |
-11.1 |
-1.0% |
1,072.5 |
Close |
1,093.9 |
1,084.7 |
-9.2 |
-0.8% |
1,093.9 |
Range |
0.0 |
17.2 |
17.2 |
|
38.7 |
ATR |
11.3 |
11.7 |
0.4 |
3.7% |
0.0 |
Volume |
25 |
60 |
35 |
140.0% |
136 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.8 |
1,130.0 |
1,094.3 |
|
R3 |
1,123.5 |
1,112.8 |
1,089.5 |
|
R2 |
1,106.3 |
1,106.3 |
1,087.8 |
|
R1 |
1,095.5 |
1,095.5 |
1,086.3 |
1,092.3 |
PP |
1,089.3 |
1,089.3 |
1,089.3 |
1,087.5 |
S1 |
1,078.3 |
1,078.3 |
1,083.0 |
1,075.3 |
S2 |
1,072.0 |
1,072.0 |
1,081.5 |
|
S3 |
1,054.8 |
1,061.3 |
1,080.0 |
|
S4 |
1,037.5 |
1,044.0 |
1,075.3 |
|
|
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 |
1,102.6 |
1,072.5 |
30.1 |
2.8% |
13.0 |
1.2% |
41% |
False |
False |
32 |
10 |
1,122.0 |
1,072.5 |
49.5 |
4.6% |
12.3 |
1.1% |
25% |
False |
False |
33 |
20 |
1,163.0 |
1,072.5 |
90.5 |
8.3% |
6.8 |
0.6% |
13% |
False |
False |
19 |
40 |
1,168.1 |
1,072.5 |
95.6 |
8.8% |
3.3 |
0.3% |
13% |
False |
False |
9 |
60 |
1,168.1 |
1,072.5 |
95.6 |
8.8% |
2.3 |
0.2% |
13% |
False |
False |
275 |
80 |
1,195.6 |
1,072.5 |
123.1 |
11.3% |
1.8 |
0.2% |
10% |
False |
False |
524 |
100 |
1,195.6 |
1,072.5 |
123.1 |
11.3% |
1.3 |
0.1% |
10% |
False |
False |
419 |
120 |
1,195.6 |
1,072.5 |
123.1 |
11.3% |
1.0 |
0.1% |
10% |
False |
False |
423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,173.0 |
2.618 |
1,145.0 |
1.618 |
1,127.8 |
1.000 |
1,117.3 |
0.618 |
1,110.8 |
HIGH |
1,100.0 |
0.618 |
1,093.5 |
0.500 |
1,091.5 |
0.382 |
1,089.3 |
LOW |
1,082.8 |
0.618 |
1,072.3 |
1.000 |
1,065.5 |
1.618 |
1,055.0 |
2.618 |
1,037.8 |
4.250 |
1,009.8 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,091.5 |
1,086.3 |
PP |
1,089.3 |
1,085.8 |
S1 |
1,087.0 |
1,085.3 |
|