Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,952.75 |
1,946.25 |
-6.50 |
-0.3% |
1,967.00 |
High |
1,963.00 |
1,948.50 |
-14.50 |
-0.7% |
1,970.00 |
Low |
1,943.00 |
1,916.50 |
-26.50 |
-1.4% |
1,910.50 |
Close |
1,948.25 |
1,920.00 |
-28.25 |
-1.5% |
1,952.50 |
Range |
20.00 |
32.00 |
12.00 |
60.0% |
59.50 |
ATR |
19.79 |
20.66 |
0.87 |
4.4% |
0.00 |
Volume |
2,310 |
2,812 |
502 |
21.7% |
13,146 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.25 |
2,004.25 |
1,937.50 |
|
R3 |
1,992.25 |
1,972.25 |
1,928.75 |
|
R2 |
1,960.25 |
1,960.25 |
1,925.75 |
|
R1 |
1,940.25 |
1,940.25 |
1,923.00 |
1,934.25 |
PP |
1,928.25 |
1,928.25 |
1,928.25 |
1,925.50 |
S1 |
1,908.25 |
1,908.25 |
1,917.00 |
1,902.25 |
S2 |
1,896.25 |
1,896.25 |
1,914.25 |
|
S3 |
1,864.25 |
1,876.25 |
1,911.25 |
|
S4 |
1,832.25 |
1,844.25 |
1,902.50 |
|
|
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 |
1,963.00 |
1,910.50 |
52.50 |
2.7% |
28.00 |
1.5% |
18% |
False |
False |
2,934 |
10 |
1,984.75 |
1,910.50 |
74.25 |
3.9% |
25.50 |
1.3% |
13% |
False |
False |
2,281 |
20 |
2,006.50 |
1,910.50 |
96.00 |
5.0% |
20.75 |
1.1% |
10% |
False |
False |
1,448 |
40 |
2,006.50 |
1,909.25 |
97.25 |
5.1% |
16.00 |
0.8% |
11% |
False |
False |
772 |
60 |
2,006.50 |
1,877.00 |
129.50 |
6.7% |
16.25 |
0.8% |
33% |
False |
False |
530 |
80 |
2,006.50 |
1,877.00 |
129.50 |
6.7% |
14.50 |
0.7% |
33% |
False |
False |
405 |
100 |
2,006.50 |
1,842.25 |
164.25 |
8.6% |
12.50 |
0.7% |
47% |
False |
False |
325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,084.50 |
2.618 |
2,032.25 |
1.618 |
2,000.25 |
1.000 |
1,980.50 |
0.618 |
1,968.25 |
HIGH |
1,948.50 |
0.618 |
1,936.25 |
0.500 |
1,932.50 |
0.382 |
1,928.75 |
LOW |
1,916.50 |
0.618 |
1,896.75 |
1.000 |
1,884.50 |
1.618 |
1,864.75 |
2.618 |
1,832.75 |
4.250 |
1,780.50 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,932.50 |
1,939.75 |
PP |
1,928.25 |
1,933.25 |
S1 |
1,924.25 |
1,926.50 |
|