Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,953.25 |
1,933.75 |
-19.50 |
-1.0% |
1,994.50 |
High |
1,958.75 |
1,937.75 |
-21.00 |
-1.1% |
1,995.00 |
Low |
1,926.00 |
1,910.50 |
-15.50 |
-0.8% |
1,949.50 |
Close |
1,933.00 |
1,930.75 |
-2.25 |
-0.1% |
1,968.00 |
Range |
32.75 |
27.25 |
-5.50 |
-16.8% |
45.50 |
ATR |
18.54 |
19.16 |
0.62 |
3.4% |
0.00 |
Volume |
1,800 |
3,660 |
1,860 |
103.3% |
7,108 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,008.00 |
1,996.75 |
1,945.75 |
|
R3 |
1,980.75 |
1,969.50 |
1,938.25 |
|
R2 |
1,953.50 |
1,953.50 |
1,935.75 |
|
R1 |
1,942.25 |
1,942.25 |
1,933.25 |
1,934.25 |
PP |
1,926.25 |
1,926.25 |
1,926.25 |
1,922.50 |
S1 |
1,915.00 |
1,915.00 |
1,928.25 |
1,907.00 |
S2 |
1,899.00 |
1,899.00 |
1,925.75 |
|
S3 |
1,871.75 |
1,887.75 |
1,923.25 |
|
S4 |
1,844.50 |
1,860.50 |
1,915.75 |
|
|
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 |
1,971.00 |
1,910.50 |
60.50 |
3.1% |
24.00 |
1.2% |
33% |
False |
True |
2,159 |
10 |
2,006.50 |
1,910.50 |
96.00 |
5.0% |
23.00 |
1.2% |
21% |
False |
True |
1,648 |
20 |
2,006.50 |
1,910.50 |
96.00 |
5.0% |
19.00 |
1.0% |
21% |
False |
True |
1,031 |
40 |
2,006.50 |
1,877.00 |
129.50 |
6.7% |
15.75 |
0.8% |
42% |
False |
False |
545 |
60 |
2,006.50 |
1,877.00 |
129.50 |
6.7% |
15.50 |
0.8% |
42% |
False |
False |
377 |
80 |
2,006.50 |
1,877.00 |
129.50 |
6.7% |
13.75 |
0.7% |
42% |
False |
False |
290 |
100 |
2,006.50 |
1,842.25 |
164.25 |
8.5% |
12.00 |
0.6% |
54% |
False |
False |
233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,053.50 |
2.618 |
2,009.00 |
1.618 |
1,981.75 |
1.000 |
1,965.00 |
0.618 |
1,954.50 |
HIGH |
1,937.75 |
0.618 |
1,927.25 |
0.500 |
1,924.00 |
0.382 |
1,921.00 |
LOW |
1,910.50 |
0.618 |
1,893.75 |
1.000 |
1,883.25 |
1.618 |
1,866.50 |
2.618 |
1,839.25 |
4.250 |
1,794.75 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,928.50 |
1,940.25 |
PP |
1,926.25 |
1,937.00 |
S1 |
1,924.00 |
1,934.00 |
|