Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,946.25 |
1,918.50 |
-27.75 |
-1.4% |
1,967.00 |
High |
1,948.50 |
1,956.00 |
7.50 |
0.4% |
1,970.00 |
Low |
1,916.50 |
1,911.00 |
-5.50 |
-0.3% |
1,910.50 |
Close |
1,920.00 |
1,954.00 |
34.00 |
1.8% |
1,952.50 |
Range |
32.00 |
45.00 |
13.00 |
40.6% |
59.50 |
ATR |
20.66 |
22.40 |
1.74 |
8.4% |
0.00 |
Volume |
2,812 |
2,452 |
-360 |
-12.8% |
13,146 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,075.25 |
2,059.75 |
1,978.75 |
|
R3 |
2,030.25 |
2,014.75 |
1,966.50 |
|
R2 |
1,985.25 |
1,985.25 |
1,962.25 |
|
R1 |
1,969.75 |
1,969.75 |
1,958.00 |
1,977.50 |
PP |
1,940.25 |
1,940.25 |
1,940.25 |
1,944.25 |
S1 |
1,924.75 |
1,924.75 |
1,950.00 |
1,932.50 |
S2 |
1,895.25 |
1,895.25 |
1,945.75 |
|
S3 |
1,850.25 |
1,879.75 |
1,941.50 |
|
S4 |
1,805.25 |
1,834.75 |
1,929.25 |
|
|
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 |
1,963.00 |
1,910.50 |
52.50 |
2.7% |
30.50 |
1.6% |
83% |
False |
False |
3,064 |
10 |
1,983.25 |
1,910.50 |
72.75 |
3.7% |
27.75 |
1.4% |
60% |
False |
False |
2,355 |
20 |
2,006.50 |
1,910.50 |
96.00 |
4.9% |
22.50 |
1.1% |
45% |
False |
False |
1,539 |
40 |
2,006.50 |
1,910.50 |
96.00 |
4.9% |
17.00 |
0.9% |
45% |
False |
False |
833 |
60 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
16.50 |
0.8% |
59% |
False |
False |
570 |
80 |
2,006.50 |
1,877.00 |
129.50 |
6.6% |
15.00 |
0.8% |
59% |
False |
False |
435 |
100 |
2,006.50 |
1,842.25 |
164.25 |
8.4% |
13.00 |
0.7% |
68% |
False |
False |
349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,147.25 |
2.618 |
2,073.75 |
1.618 |
2,028.75 |
1.000 |
2,001.00 |
0.618 |
1,983.75 |
HIGH |
1,956.00 |
0.618 |
1,938.75 |
0.500 |
1,933.50 |
0.382 |
1,928.25 |
LOW |
1,911.00 |
0.618 |
1,883.25 |
1.000 |
1,866.00 |
1.618 |
1,838.25 |
2.618 |
1,793.25 |
4.250 |
1,719.75 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,947.25 |
1,948.25 |
PP |
1,940.25 |
1,942.75 |
S1 |
1,933.50 |
1,937.00 |
|