Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3,981.50 |
3,974.50 |
-7.00 |
-0.2% |
4,045.75 |
High |
3,995.00 |
4,034.75 |
39.75 |
1.0% |
4,064.75 |
Low |
3,927.75 |
3,970.50 |
42.75 |
1.1% |
3,927.75 |
Close |
3,978.00 |
4,016.00 |
38.00 |
1.0% |
4,016.00 |
Range |
67.25 |
64.25 |
-3.00 |
-4.5% |
137.00 |
ATR |
49.33 |
50.39 |
1.07 |
2.2% |
0.00 |
Volume |
439,789 |
286,084 |
-153,705 |
-34.9% |
1,846,398 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,199.75 |
4,172.25 |
4,051.25 |
|
R3 |
4,135.50 |
4,108.00 |
4,033.75 |
|
R2 |
4,071.25 |
4,071.25 |
4,027.75 |
|
R1 |
4,043.75 |
4,043.75 |
4,022.00 |
4,057.50 |
PP |
4,007.00 |
4,007.00 |
4,007.00 |
4,014.00 |
S1 |
3,979.50 |
3,979.50 |
4,010.00 |
3,993.25 |
S2 |
3,942.75 |
3,942.75 |
4,004.25 |
|
S3 |
3,878.50 |
3,915.25 |
3,998.25 |
|
S4 |
3,814.25 |
3,851.00 |
3,980.75 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,413.75 |
4,352.00 |
4,091.25 |
|
R3 |
4,276.75 |
4,215.00 |
4,053.75 |
|
R2 |
4,139.75 |
4,139.75 |
4,041.00 |
|
R1 |
4,078.00 |
4,078.00 |
4,028.50 |
4,040.50 |
PP |
4,002.75 |
4,002.75 |
4,002.75 |
3,984.00 |
S1 |
3,941.00 |
3,941.00 |
4,003.50 |
3,903.50 |
S2 |
3,865.75 |
3,865.75 |
3,991.00 |
|
S3 |
3,728.75 |
3,804.00 |
3,978.25 |
|
S4 |
3,591.75 |
3,667.00 |
3,940.75 |
|
|
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% |
61.25 |
1.5% |
64% |
False |
False |
369,279 |
10 |
4,092.00 |
3,927.75 |
164.25 |
4.1% |
59.25 |
1.5% |
54% |
False |
False |
345,020 |
20 |
4,118.75 |
3,927.75 |
191.00 |
4.8% |
52.25 |
1.3% |
46% |
False |
False |
275,001 |
40 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
41.25 |
1.0% |
66% |
False |
False |
138,343 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
41.75 |
1.0% |
66% |
False |
False |
92,376 |
80 |
4,118.75 |
3,741.50 |
377.25 |
9.4% |
38.50 |
1.0% |
73% |
False |
False |
69,332 |
100 |
4,118.75 |
3,550.25 |
568.50 |
14.2% |
33.25 |
0.8% |
82% |
False |
False |
55,467 |
120 |
4,118.75 |
3,409.75 |
709.00 |
17.7% |
31.00 |
0.8% |
86% |
False |
False |
46,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,307.75 |
2.618 |
4,203.00 |
1.618 |
4,138.75 |
1.000 |
4,099.00 |
0.618 |
4,074.50 |
HIGH |
4,034.75 |
0.618 |
4,010.25 |
0.500 |
4,002.50 |
0.382 |
3,995.00 |
LOW |
3,970.50 |
0.618 |
3,930.75 |
1.000 |
3,906.25 |
1.618 |
3,866.50 |
2.618 |
3,802.25 |
4.250 |
3,697.50 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4,011.50 |
4,006.25 |
PP |
4,007.00 |
3,996.50 |
S1 |
4,002.50 |
3,987.00 |
|