Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,918.50 |
1,954.00 |
35.50 |
1.9% |
1,967.00 |
High |
1,956.00 |
1,960.25 |
4.25 |
0.2% |
1,970.00 |
Low |
1,911.00 |
1,907.25 |
-3.75 |
-0.2% |
1,910.50 |
Close |
1,954.00 |
1,917.00 |
-37.00 |
-1.9% |
1,952.50 |
Range |
45.00 |
53.00 |
8.00 |
17.8% |
59.50 |
ATR |
22.40 |
24.59 |
2.19 |
9.8% |
0.00 |
Volume |
2,452 |
5,157 |
2,705 |
110.3% |
13,146 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,087.25 |
2,055.00 |
1,946.25 |
|
R3 |
2,034.25 |
2,002.00 |
1,931.50 |
|
R2 |
1,981.25 |
1,981.25 |
1,926.75 |
|
R1 |
1,949.00 |
1,949.00 |
1,921.75 |
1,938.50 |
PP |
1,928.25 |
1,928.25 |
1,928.25 |
1,923.00 |
S1 |
1,896.00 |
1,896.00 |
1,912.25 |
1,885.50 |
S2 |
1,875.25 |
1,875.25 |
1,907.25 |
|
S3 |
1,822.25 |
1,843.00 |
1,902.50 |
|
S4 |
1,769.25 |
1,790.00 |
1,887.75 |
|
|
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 |
1,907.25 |
55.75 |
2.9% |
35.50 |
1.9% |
17% |
False |
True |
3,363 |
10 |
1,971.00 |
1,907.25 |
63.75 |
3.3% |
29.75 |
1.6% |
15% |
False |
True |
2,761 |
20 |
2,006.50 |
1,907.25 |
99.25 |
5.2% |
24.50 |
1.3% |
10% |
False |
True |
1,768 |
40 |
2,006.50 |
1,907.25 |
99.25 |
5.2% |
17.75 |
0.9% |
10% |
False |
True |
961 |
60 |
2,006.50 |
1,877.00 |
129.50 |
6.8% |
17.50 |
0.9% |
31% |
False |
False |
655 |
80 |
2,006.50 |
1,877.00 |
129.50 |
6.8% |
15.50 |
0.8% |
31% |
False |
False |
500 |
100 |
2,006.50 |
1,845.75 |
160.75 |
8.4% |
13.50 |
0.7% |
44% |
False |
False |
401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,185.50 |
2.618 |
2,099.00 |
1.618 |
2,046.00 |
1.000 |
2,013.25 |
0.618 |
1,993.00 |
HIGH |
1,960.25 |
0.618 |
1,940.00 |
0.500 |
1,933.75 |
0.382 |
1,927.50 |
LOW |
1,907.25 |
0.618 |
1,874.50 |
1.000 |
1,854.25 |
1.618 |
1,821.50 |
2.618 |
1,768.50 |
4.250 |
1,682.00 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,933.75 |
1,933.75 |
PP |
1,928.25 |
1,928.25 |
S1 |
1,922.50 |
1,922.50 |
|