Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,954.00 |
1,909.75 |
-44.25 |
-2.3% |
1,952.75 |
High |
1,960.25 |
1,923.25 |
-37.00 |
-1.9% |
1,963.00 |
Low |
1,907.25 |
1,885.50 |
-21.75 |
-1.1% |
1,885.50 |
Close |
1,917.00 |
1,886.50 |
-30.50 |
-1.6% |
1,886.50 |
Range |
53.00 |
37.75 |
-15.25 |
-28.8% |
77.50 |
ATR |
24.59 |
25.53 |
0.94 |
3.8% |
0.00 |
Volume |
5,157 |
4,140 |
-1,017 |
-19.7% |
16,871 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.75 |
1,986.75 |
1,907.25 |
|
R3 |
1,974.00 |
1,949.00 |
1,897.00 |
|
R2 |
1,936.25 |
1,936.25 |
1,893.50 |
|
R1 |
1,911.25 |
1,911.25 |
1,890.00 |
1,905.00 |
PP |
1,898.50 |
1,898.50 |
1,898.50 |
1,895.25 |
S1 |
1,873.50 |
1,873.50 |
1,883.00 |
1,867.00 |
S2 |
1,860.75 |
1,860.75 |
1,879.50 |
|
S3 |
1,823.00 |
1,835.75 |
1,876.00 |
|
S4 |
1,785.25 |
1,798.00 |
1,865.75 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,144.25 |
2,092.75 |
1,929.00 |
|
R3 |
2,066.75 |
2,015.25 |
1,907.75 |
|
R2 |
1,989.25 |
1,989.25 |
1,900.75 |
|
R1 |
1,937.75 |
1,937.75 |
1,893.50 |
1,924.75 |
PP |
1,911.75 |
1,911.75 |
1,911.75 |
1,905.00 |
S1 |
1,860.25 |
1,860.25 |
1,879.50 |
1,847.25 |
S2 |
1,834.25 |
1,834.25 |
1,872.25 |
|
S3 |
1,756.75 |
1,782.75 |
1,865.25 |
|
S4 |
1,679.25 |
1,705.25 |
1,844.00 |
|
|
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 |
1,885.50 |
77.50 |
4.1% |
37.50 |
2.0% |
1% |
False |
True |
3,374 |
10 |
1,970.00 |
1,885.50 |
84.50 |
4.5% |
31.50 |
1.7% |
1% |
False |
True |
3,001 |
20 |
2,006.50 |
1,885.50 |
121.00 |
6.4% |
25.50 |
1.3% |
1% |
False |
True |
1,960 |
40 |
2,006.50 |
1,885.50 |
121.00 |
6.4% |
18.50 |
1.0% |
1% |
False |
True |
1,064 |
60 |
2,006.50 |
1,877.00 |
129.50 |
6.9% |
17.75 |
0.9% |
7% |
False |
False |
724 |
80 |
2,006.50 |
1,877.00 |
129.50 |
6.9% |
15.75 |
0.8% |
7% |
False |
False |
551 |
100 |
2,006.50 |
1,860.50 |
146.00 |
7.7% |
13.75 |
0.7% |
18% |
False |
False |
442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,083.75 |
2.618 |
2,022.00 |
1.618 |
1,984.25 |
1.000 |
1,961.00 |
0.618 |
1,946.50 |
HIGH |
1,923.25 |
0.618 |
1,908.75 |
0.500 |
1,904.50 |
0.382 |
1,900.00 |
LOW |
1,885.50 |
0.618 |
1,862.25 |
1.000 |
1,847.75 |
1.618 |
1,824.50 |
2.618 |
1,786.75 |
4.250 |
1,725.00 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,904.50 |
1,923.00 |
PP |
1,898.50 |
1,910.75 |
S1 |
1,892.50 |
1,898.50 |
|