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 |
1,931.00 |
1,952.75 |
21.75 |
1.1% |
1,967.00 |
High |
1,956.00 |
1,963.00 |
7.00 |
0.4% |
1,970.00 |
Low |
1,928.25 |
1,943.00 |
14.75 |
0.8% |
1,910.50 |
Close |
1,952.50 |
1,948.25 |
-4.25 |
-0.2% |
1,952.50 |
Range |
27.75 |
20.00 |
-7.75 |
-27.9% |
59.50 |
ATR |
19.78 |
19.79 |
0.02 |
0.1% |
0.00 |
Volume |
4,088 |
2,310 |
-1,778 |
-43.5% |
13,146 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.50 |
1,999.75 |
1,959.25 |
|
R3 |
1,991.50 |
1,979.75 |
1,953.75 |
|
R2 |
1,971.50 |
1,971.50 |
1,952.00 |
|
R1 |
1,959.75 |
1,959.75 |
1,950.00 |
1,955.50 |
PP |
1,951.50 |
1,951.50 |
1,951.50 |
1,949.25 |
S1 |
1,939.75 |
1,939.75 |
1,946.50 |
1,935.50 |
S2 |
1,931.50 |
1,931.50 |
1,944.50 |
|
S3 |
1,911.50 |
1,919.75 |
1,942.75 |
|
S4 |
1,891.50 |
1,899.75 |
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 |
3.1% |
25.00 |
1.3% |
63% |
False |
False |
2,762 |
10 |
1,984.75 |
1,910.50 |
74.25 |
3.8% |
24.25 |
1.2% |
51% |
False |
False |
2,106 |
20 |
2,006.50 |
1,910.50 |
96.00 |
4.9% |
20.00 |
1.0% |
39% |
False |
False |
1,335 |
40 |
2,006.50 |
1,909.00 |
97.50 |
5.0% |
15.75 |
0.8% |
40% |
False |
False |
703 |
60 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
15.75 |
0.8% |
55% |
False |
False |
483 |
80 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
14.00 |
0.7% |
55% |
False |
False |
370 |
100 |
2,006.50 |
1,842.25 |
164.25 |
8.4% |
12.25 |
0.6% |
65% |
False |
False |
297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,048.00 |
2.618 |
2,015.25 |
1.618 |
1,995.25 |
1.000 |
1,983.00 |
0.618 |
1,975.25 |
HIGH |
1,963.00 |
0.618 |
1,955.25 |
0.500 |
1,953.00 |
0.382 |
1,950.75 |
LOW |
1,943.00 |
0.618 |
1,930.75 |
1.000 |
1,923.00 |
1.618 |
1,910.75 |
2.618 |
1,890.75 |
4.250 |
1,858.00 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,953.00 |
1,944.50 |
PP |
1,951.50 |
1,940.50 |
S1 |
1,949.75 |
1,936.75 |
|