Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4,033.75 |
4,036.25 |
2.50 |
0.1% |
4,091.75 |
High |
4,064.75 |
4,046.00 |
-18.75 |
-0.5% |
4,092.00 |
Low |
4,024.25 |
3,965.50 |
-58.75 |
-1.5% |
3,998.25 |
Close |
4,044.75 |
3,982.50 |
-62.25 |
-1.5% |
4,045.75 |
Range |
40.50 |
80.50 |
40.00 |
98.8% |
93.75 |
ATR |
45.45 |
47.95 |
2.50 |
5.5% |
0.00 |
Volume |
334,467 |
435,753 |
101,286 |
30.3% |
1,603,809 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,239.50 |
4,191.50 |
4,026.75 |
|
R3 |
4,159.00 |
4,111.00 |
4,004.75 |
|
R2 |
4,078.50 |
4,078.50 |
3,997.25 |
|
R1 |
4,030.50 |
4,030.50 |
3,990.00 |
4,014.25 |
PP |
3,998.00 |
3,998.00 |
3,998.00 |
3,990.00 |
S1 |
3,950.00 |
3,950.00 |
3,975.00 |
3,933.75 |
S2 |
3,917.50 |
3,917.50 |
3,967.75 |
|
S3 |
3,837.00 |
3,869.50 |
3,960.25 |
|
S4 |
3,756.50 |
3,789.00 |
3,938.25 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,326.50 |
4,280.00 |
4,097.25 |
|
R3 |
4,232.75 |
4,186.25 |
4,071.50 |
|
R2 |
4,139.00 |
4,139.00 |
4,063.00 |
|
R1 |
4,092.50 |
4,092.50 |
4,054.25 |
4,069.00 |
PP |
4,045.25 |
4,045.25 |
4,045.25 |
4,033.50 |
S1 |
3,998.75 |
3,998.75 |
4,037.25 |
3,975.00 |
S2 |
3,951.50 |
3,951.50 |
4,028.50 |
|
S3 |
3,857.75 |
3,905.00 |
4,020.00 |
|
S4 |
3,764.00 |
3,811.25 |
3,994.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,088.50 |
3,965.50 |
123.00 |
3.1% |
62.75 |
1.6% |
14% |
False |
True |
374,683 |
10 |
4,118.75 |
3,965.50 |
153.25 |
3.8% |
54.25 |
1.4% |
11% |
False |
True |
322,989 |
20 |
4,118.75 |
3,965.50 |
153.25 |
3.8% |
49.75 |
1.3% |
11% |
False |
True |
239,407 |
40 |
4,118.75 |
3,819.75 |
299.00 |
7.5% |
40.50 |
1.0% |
54% |
False |
False |
120,225 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.5% |
41.00 |
1.0% |
54% |
False |
False |
80,293 |
80 |
4,118.75 |
3,741.50 |
377.25 |
9.5% |
36.75 |
0.9% |
64% |
False |
False |
60,259 |
100 |
4,118.75 |
3,550.25 |
568.50 |
14.3% |
32.00 |
0.8% |
76% |
False |
False |
48,209 |
120 |
4,118.75 |
3,409.75 |
709.00 |
17.8% |
30.75 |
0.8% |
81% |
False |
False |
40,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,388.00 |
2.618 |
4,256.75 |
1.618 |
4,176.25 |
1.000 |
4,126.50 |
0.618 |
4,095.75 |
HIGH |
4,046.00 |
0.618 |
4,015.25 |
0.500 |
4,005.75 |
0.382 |
3,996.25 |
LOW |
3,965.50 |
0.618 |
3,915.75 |
1.000 |
3,885.00 |
1.618 |
3,835.25 |
2.618 |
3,754.75 |
4.250 |
3,623.50 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4,005.75 |
4,015.00 |
PP |
3,998.00 |
4,004.25 |
S1 |
3,990.25 |
3,993.50 |
|