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 |
1,933.75 |
1,931.00 |
-2.75 |
-0.1% |
1,967.00 |
High |
1,937.75 |
1,956.00 |
18.25 |
0.9% |
1,970.00 |
Low |
1,910.50 |
1,928.25 |
17.75 |
0.9% |
1,910.50 |
Close |
1,930.75 |
1,952.50 |
21.75 |
1.1% |
1,952.50 |
Range |
27.25 |
27.75 |
0.50 |
1.8% |
59.50 |
ATR |
19.16 |
19.78 |
0.61 |
3.2% |
0.00 |
Volume |
3,660 |
4,088 |
428 |
11.7% |
13,146 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.75 |
2,018.50 |
1,967.75 |
|
R3 |
2,001.00 |
1,990.75 |
1,960.25 |
|
R2 |
1,973.25 |
1,973.25 |
1,957.50 |
|
R1 |
1,963.00 |
1,963.00 |
1,955.00 |
1,968.00 |
PP |
1,945.50 |
1,945.50 |
1,945.50 |
1,948.25 |
S1 |
1,935.25 |
1,935.25 |
1,950.00 |
1,940.50 |
S2 |
1,917.75 |
1,917.75 |
1,947.50 |
|
S3 |
1,890.00 |
1,907.50 |
1,944.75 |
|
S4 |
1,862.25 |
1,879.75 |
1,937.25 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,122.75 |
2,097.25 |
1,985.25 |
|
R3 |
2,063.25 |
2,037.75 |
1,968.75 |
|
R2 |
2,003.75 |
2,003.75 |
1,963.50 |
|
R1 |
1,978.25 |
1,978.25 |
1,958.00 |
1,961.25 |
PP |
1,944.25 |
1,944.25 |
1,944.25 |
1,936.00 |
S1 |
1,918.75 |
1,918.75 |
1,947.00 |
1,901.75 |
S2 |
1,884.75 |
1,884.75 |
1,941.50 |
|
S3 |
1,825.25 |
1,859.25 |
1,936.25 |
|
S4 |
1,765.75 |
1,799.75 |
1,919.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,970.00 |
1,910.50 |
59.50 |
3.0% |
25.25 |
1.3% |
71% |
False |
False |
2,629 |
10 |
1,995.00 |
1,910.50 |
84.50 |
4.3% |
24.25 |
1.2% |
50% |
False |
False |
2,025 |
20 |
2,006.50 |
1,910.50 |
96.00 |
4.9% |
19.50 |
1.0% |
44% |
False |
False |
1,227 |
40 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
16.00 |
0.8% |
58% |
False |
False |
646 |
60 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
15.50 |
0.8% |
58% |
False |
False |
445 |
80 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
14.00 |
0.7% |
58% |
False |
False |
341 |
100 |
2,006.50 |
1,842.25 |
164.25 |
8.4% |
12.25 |
0.6% |
67% |
False |
False |
274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,074.00 |
2.618 |
2,028.75 |
1.618 |
2,001.00 |
1.000 |
1,983.75 |
0.618 |
1,973.25 |
HIGH |
1,956.00 |
0.618 |
1,945.50 |
0.500 |
1,942.00 |
0.382 |
1,938.75 |
LOW |
1,928.25 |
0.618 |
1,911.00 |
1.000 |
1,900.50 |
1.618 |
1,883.25 |
2.618 |
1,855.50 |
4.250 |
1,810.25 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,949.00 |
1,946.50 |
PP |
1,945.50 |
1,940.50 |
S1 |
1,942.00 |
1,934.50 |
|