Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4,017.75 |
4,001.50 |
-16.25 |
-0.4% |
4,045.75 |
High |
4,040.50 |
4,010.25 |
-30.25 |
-0.7% |
4,064.75 |
Low |
3,996.25 |
3,949.00 |
-47.25 |
-1.2% |
3,927.75 |
Close |
4,007.00 |
3,956.25 |
-50.75 |
-1.3% |
4,016.00 |
Range |
44.25 |
61.25 |
17.00 |
38.4% |
137.00 |
ATR |
49.96 |
50.76 |
0.81 |
1.6% |
0.00 |
Volume |
338,251 |
383,802 |
45,551 |
13.5% |
1,846,398 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,155.50 |
4,117.25 |
3,990.00 |
|
R3 |
4,094.25 |
4,056.00 |
3,973.00 |
|
R2 |
4,033.00 |
4,033.00 |
3,967.50 |
|
R1 |
3,994.75 |
3,994.75 |
3,961.75 |
3,983.25 |
PP |
3,971.75 |
3,971.75 |
3,971.75 |
3,966.00 |
S1 |
3,933.50 |
3,933.50 |
3,950.75 |
3,922.00 |
S2 |
3,910.50 |
3,910.50 |
3,945.00 |
|
S3 |
3,849.25 |
3,872.25 |
3,939.50 |
|
S4 |
3,788.00 |
3,811.00 |
3,922.50 |
|
|
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 |
4,046.00 |
3,927.75 |
118.25 |
3.0% |
63.50 |
1.6% |
24% |
False |
False |
376,735 |
10 |
4,090.00 |
3,927.75 |
162.25 |
4.1% |
61.00 |
1.5% |
18% |
False |
False |
359,970 |
20 |
4,118.75 |
3,927.75 |
191.00 |
4.8% |
53.25 |
1.3% |
15% |
False |
False |
309,865 |
40 |
4,118.75 |
3,877.75 |
241.00 |
6.1% |
41.25 |
1.0% |
33% |
False |
False |
156,355 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.6% |
42.50 |
1.1% |
46% |
False |
False |
104,398 |
80 |
4,118.75 |
3,757.00 |
361.75 |
9.1% |
39.25 |
1.0% |
55% |
False |
False |
78,358 |
100 |
4,118.75 |
3,569.75 |
549.00 |
13.9% |
34.25 |
0.9% |
70% |
False |
False |
62,688 |
120 |
4,118.75 |
3,488.75 |
630.00 |
15.9% |
31.25 |
0.8% |
74% |
False |
False |
52,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,270.50 |
2.618 |
4,170.50 |
1.618 |
4,109.25 |
1.000 |
4,071.50 |
0.618 |
4,048.00 |
HIGH |
4,010.25 |
0.618 |
3,986.75 |
0.500 |
3,979.50 |
0.382 |
3,972.50 |
LOW |
3,949.00 |
0.618 |
3,911.25 |
1.000 |
3,887.75 |
1.618 |
3,850.00 |
2.618 |
3,788.75 |
4.250 |
3,688.75 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,979.50 |
3,994.75 |
PP |
3,971.75 |
3,982.00 |
S1 |
3,964.00 |
3,969.00 |
|