Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3,974.50 |
4,017.75 |
43.25 |
1.1% |
4,045.75 |
High |
4,034.75 |
4,040.50 |
5.75 |
0.1% |
4,064.75 |
Low |
3,970.50 |
3,996.25 |
25.75 |
0.6% |
3,927.75 |
Close |
4,016.00 |
4,007.00 |
-9.00 |
-0.2% |
4,016.00 |
Range |
64.25 |
44.25 |
-20.00 |
-31.1% |
137.00 |
ATR |
50.39 |
49.96 |
-0.44 |
-0.9% |
0.00 |
Volume |
286,084 |
338,251 |
52,167 |
18.2% |
1,846,398 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,147.25 |
4,121.50 |
4,031.25 |
|
R3 |
4,103.00 |
4,077.25 |
4,019.25 |
|
R2 |
4,058.75 |
4,058.75 |
4,015.00 |
|
R1 |
4,033.00 |
4,033.00 |
4,011.00 |
4,023.75 |
PP |
4,014.50 |
4,014.50 |
4,014.50 |
4,010.00 |
S1 |
3,988.75 |
3,988.75 |
4,003.00 |
3,979.50 |
S2 |
3,970.25 |
3,970.25 |
3,999.00 |
|
S3 |
3,926.00 |
3,944.50 |
3,994.75 |
|
S4 |
3,881.75 |
3,900.25 |
3,982.75 |
|
|
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% |
59.25 |
1.5% |
58% |
False |
False |
366,868 |
10 |
4,090.00 |
3,927.75 |
162.25 |
4.0% |
58.00 |
1.5% |
49% |
False |
False |
349,282 |
20 |
4,118.75 |
3,927.75 |
191.00 |
4.8% |
53.00 |
1.3% |
41% |
False |
False |
291,631 |
40 |
4,118.75 |
3,869.50 |
249.25 |
6.2% |
40.75 |
1.0% |
55% |
False |
False |
146,781 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.5% |
42.00 |
1.0% |
63% |
False |
False |
98,004 |
80 |
4,118.75 |
3,757.00 |
361.75 |
9.0% |
38.50 |
1.0% |
69% |
False |
False |
73,560 |
100 |
4,118.75 |
3,550.25 |
568.50 |
14.2% |
33.75 |
0.8% |
80% |
False |
False |
58,850 |
120 |
4,118.75 |
3,488.25 |
630.50 |
15.7% |
30.75 |
0.8% |
82% |
False |
False |
49,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,228.50 |
2.618 |
4,156.25 |
1.618 |
4,112.00 |
1.000 |
4,084.75 |
0.618 |
4,067.75 |
HIGH |
4,040.50 |
0.618 |
4,023.50 |
0.500 |
4,018.50 |
0.382 |
4,013.25 |
LOW |
3,996.25 |
0.618 |
3,969.00 |
1.000 |
3,952.00 |
1.618 |
3,924.75 |
2.618 |
3,880.50 |
4.250 |
3,808.25 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4,018.50 |
3,999.50 |
PP |
4,014.50 |
3,991.75 |
S1 |
4,010.75 |
3,984.00 |
|