Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4,001.50 |
3,953.50 |
-48.00 |
-1.2% |
4,045.75 |
High |
4,010.25 |
4,041.75 |
31.50 |
0.8% |
4,064.75 |
Low |
3,949.00 |
3,930.75 |
-18.25 |
-0.5% |
3,927.75 |
Close |
3,956.25 |
4,030.50 |
74.25 |
1.9% |
4,016.00 |
Range |
61.25 |
111.00 |
49.75 |
81.2% |
137.00 |
ATR |
50.76 |
55.06 |
4.30 |
8.5% |
0.00 |
Volume |
383,802 |
466,944 |
83,142 |
21.7% |
1,846,398 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,334.00 |
4,293.25 |
4,091.50 |
|
R3 |
4,223.00 |
4,182.25 |
4,061.00 |
|
R2 |
4,112.00 |
4,112.00 |
4,050.75 |
|
R1 |
4,071.25 |
4,071.25 |
4,040.75 |
4,091.50 |
PP |
4,001.00 |
4,001.00 |
4,001.00 |
4,011.25 |
S1 |
3,960.25 |
3,960.25 |
4,020.25 |
3,980.50 |
S2 |
3,890.00 |
3,890.00 |
4,010.25 |
|
S3 |
3,779.00 |
3,849.25 |
4,000.00 |
|
S4 |
3,668.00 |
3,738.25 |
3,969.50 |
|
|
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 |
4,041.75 |
3,927.75 |
114.00 |
2.8% |
69.50 |
1.7% |
90% |
True |
False |
382,974 |
10 |
4,088.50 |
3,927.75 |
160.75 |
4.0% |
66.00 |
1.6% |
64% |
False |
False |
378,828 |
20 |
4,118.75 |
3,927.75 |
191.00 |
4.7% |
56.75 |
1.4% |
54% |
False |
False |
331,846 |
40 |
4,118.75 |
3,895.25 |
223.50 |
5.5% |
43.25 |
1.1% |
61% |
False |
False |
168,015 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.4% |
43.50 |
1.1% |
70% |
False |
False |
112,178 |
80 |
4,118.75 |
3,757.00 |
361.75 |
9.0% |
40.50 |
1.0% |
76% |
False |
False |
84,194 |
100 |
4,118.75 |
3,571.75 |
547.00 |
13.6% |
35.25 |
0.9% |
84% |
False |
False |
67,357 |
120 |
4,118.75 |
3,488.75 |
630.00 |
15.6% |
32.25 |
0.8% |
86% |
False |
False |
56,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,513.50 |
2.618 |
4,332.25 |
1.618 |
4,221.25 |
1.000 |
4,152.75 |
0.618 |
4,110.25 |
HIGH |
4,041.75 |
0.618 |
3,999.25 |
0.500 |
3,986.25 |
0.382 |
3,973.25 |
LOW |
3,930.75 |
0.618 |
3,862.25 |
1.000 |
3,819.75 |
1.618 |
3,751.25 |
2.618 |
3,640.25 |
4.250 |
3,459.00 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4,015.75 |
4,015.75 |
PP |
4,001.00 |
4,001.00 |
S1 |
3,986.25 |
3,986.25 |
|