Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4,036.25 |
3,981.50 |
-54.75 |
-1.4% |
4,091.75 |
High |
4,046.00 |
3,995.00 |
-51.00 |
-1.3% |
4,092.00 |
Low |
3,965.50 |
3,927.75 |
-37.75 |
-1.0% |
3,998.25 |
Close |
3,982.50 |
3,978.00 |
-4.50 |
-0.1% |
4,045.75 |
Range |
80.50 |
67.25 |
-13.25 |
-16.5% |
93.75 |
ATR |
47.95 |
49.33 |
1.38 |
2.9% |
0.00 |
Volume |
435,753 |
439,789 |
4,036 |
0.9% |
1,603,809 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,168.75 |
4,140.50 |
4,015.00 |
|
R3 |
4,101.50 |
4,073.25 |
3,996.50 |
|
R2 |
4,034.25 |
4,034.25 |
3,990.25 |
|
R1 |
4,006.00 |
4,006.00 |
3,984.25 |
3,986.50 |
PP |
3,967.00 |
3,967.00 |
3,967.00 |
3,957.00 |
S1 |
3,938.75 |
3,938.75 |
3,971.75 |
3,919.25 |
S2 |
3,899.75 |
3,899.75 |
3,965.75 |
|
S3 |
3,832.50 |
3,871.50 |
3,959.50 |
|
S4 |
3,765.25 |
3,804.25 |
3,941.00 |
|
|
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 |
4,064.75 |
3,927.75 |
137.00 |
3.4% |
58.00 |
1.5% |
37% |
False |
True |
374,061 |
10 |
4,118.75 |
3,927.75 |
191.00 |
4.8% |
57.25 |
1.4% |
26% |
False |
True |
344,374 |
20 |
4,118.75 |
3,927.75 |
191.00 |
4.8% |
51.00 |
1.3% |
26% |
False |
True |
260,939 |
40 |
4,118.75 |
3,819.75 |
299.00 |
7.5% |
40.75 |
1.0% |
53% |
False |
False |
131,206 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.5% |
41.50 |
1.0% |
53% |
False |
False |
87,615 |
80 |
4,118.75 |
3,741.50 |
377.25 |
9.5% |
37.75 |
0.9% |
63% |
False |
False |
65,756 |
100 |
4,118.75 |
3,550.25 |
568.50 |
14.3% |
32.50 |
0.8% |
75% |
False |
False |
52,606 |
120 |
4,118.75 |
3,409.75 |
709.00 |
17.8% |
31.00 |
0.8% |
80% |
False |
False |
43,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,280.75 |
2.618 |
4,171.00 |
1.618 |
4,103.75 |
1.000 |
4,062.25 |
0.618 |
4,036.50 |
HIGH |
3,995.00 |
0.618 |
3,969.25 |
0.500 |
3,961.50 |
0.382 |
3,953.50 |
LOW |
3,927.75 |
0.618 |
3,886.25 |
1.000 |
3,860.50 |
1.618 |
3,819.00 |
2.618 |
3,751.75 |
4.250 |
3,642.00 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,972.50 |
3,996.25 |
PP |
3,967.00 |
3,990.25 |
S1 |
3,961.50 |
3,984.00 |
|