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 |
1,961.75 |
1,953.25 |
-8.50 |
-0.4% |
1,994.50 |
High |
1,970.00 |
1,958.75 |
-11.25 |
-0.6% |
1,995.00 |
Low |
1,952.75 |
1,926.00 |
-26.75 |
-1.4% |
1,949.50 |
Close |
1,957.50 |
1,933.00 |
-24.50 |
-1.3% |
1,968.00 |
Range |
17.25 |
32.75 |
15.50 |
89.9% |
45.50 |
ATR |
17.45 |
18.54 |
1.09 |
6.3% |
0.00 |
Volume |
1,953 |
1,800 |
-153 |
-7.8% |
7,108 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.50 |
2,018.00 |
1,951.00 |
|
R3 |
2,004.75 |
1,985.25 |
1,942.00 |
|
R2 |
1,972.00 |
1,972.00 |
1,939.00 |
|
R1 |
1,952.50 |
1,952.50 |
1,936.00 |
1,946.00 |
PP |
1,939.25 |
1,939.25 |
1,939.25 |
1,936.00 |
S1 |
1,919.75 |
1,919.75 |
1,930.00 |
1,913.00 |
S2 |
1,906.50 |
1,906.50 |
1,927.00 |
|
S3 |
1,873.75 |
1,887.00 |
1,924.00 |
|
S4 |
1,841.00 |
1,854.25 |
1,915.00 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,107.25 |
2,083.25 |
1,993.00 |
|
R3 |
2,061.75 |
2,037.75 |
1,980.50 |
|
R2 |
2,016.25 |
2,016.25 |
1,976.25 |
|
R1 |
1,992.25 |
1,992.25 |
1,972.25 |
1,981.50 |
PP |
1,970.75 |
1,970.75 |
1,970.75 |
1,965.50 |
S1 |
1,946.75 |
1,946.75 |
1,963.75 |
1,936.00 |
S2 |
1,925.25 |
1,925.25 |
1,959.75 |
|
S3 |
1,879.75 |
1,901.25 |
1,955.50 |
|
S4 |
1,834.25 |
1,855.75 |
1,943.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,983.25 |
1,926.00 |
57.25 |
3.0% |
25.25 |
1.3% |
12% |
False |
True |
1,645 |
10 |
2,006.50 |
1,926.00 |
80.50 |
4.2% |
21.75 |
1.1% |
9% |
False |
True |
1,333 |
20 |
2,006.50 |
1,926.00 |
80.50 |
4.2% |
18.50 |
1.0% |
9% |
False |
True |
853 |
40 |
2,006.50 |
1,877.00 |
129.50 |
6.7% |
15.50 |
0.8% |
43% |
False |
False |
454 |
60 |
2,006.50 |
1,877.00 |
129.50 |
6.7% |
15.00 |
0.8% |
43% |
False |
False |
317 |
80 |
2,006.50 |
1,877.00 |
129.50 |
6.7% |
13.25 |
0.7% |
43% |
False |
False |
244 |
100 |
2,006.50 |
1,842.25 |
164.25 |
8.5% |
11.75 |
0.6% |
55% |
False |
False |
196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,098.00 |
2.618 |
2,044.50 |
1.618 |
2,011.75 |
1.000 |
1,991.50 |
0.618 |
1,979.00 |
HIGH |
1,958.75 |
0.618 |
1,946.25 |
0.500 |
1,942.50 |
0.382 |
1,938.50 |
LOW |
1,926.00 |
0.618 |
1,905.75 |
1.000 |
1,893.25 |
1.618 |
1,873.00 |
2.618 |
1,840.25 |
4.250 |
1,786.75 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,942.50 |
1,948.00 |
PP |
1,939.25 |
1,943.00 |
S1 |
1,936.00 |
1,938.00 |
|