Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3,953.50 |
4,029.00 |
75.50 |
1.9% |
4,045.75 |
High |
4,041.75 |
4,047.75 |
6.00 |
0.1% |
4,064.75 |
Low |
3,930.75 |
3,947.00 |
16.25 |
0.4% |
3,927.75 |
Close |
4,030.50 |
3,970.25 |
-60.25 |
-1.5% |
4,016.00 |
Range |
111.00 |
100.75 |
-10.25 |
-9.2% |
137.00 |
ATR |
55.06 |
58.33 |
3.26 |
5.9% |
0.00 |
Volume |
466,944 |
595,699 |
128,755 |
27.6% |
1,846,398 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,290.50 |
4,231.25 |
4,025.75 |
|
R3 |
4,189.75 |
4,130.50 |
3,998.00 |
|
R2 |
4,089.00 |
4,089.00 |
3,988.75 |
|
R1 |
4,029.75 |
4,029.75 |
3,979.50 |
4,009.00 |
PP |
3,988.25 |
3,988.25 |
3,988.25 |
3,978.00 |
S1 |
3,929.00 |
3,929.00 |
3,961.00 |
3,908.25 |
S2 |
3,887.50 |
3,887.50 |
3,951.75 |
|
S3 |
3,786.75 |
3,828.25 |
3,942.50 |
|
S4 |
3,686.00 |
3,727.50 |
3,914.75 |
|
|
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 |
4,047.75 |
3,930.75 |
117.00 |
2.9% |
76.25 |
1.9% |
34% |
True |
False |
414,156 |
10 |
4,064.75 |
3,927.75 |
137.00 |
3.5% |
67.25 |
1.7% |
31% |
False |
False |
394,108 |
20 |
4,118.75 |
3,927.75 |
191.00 |
4.8% |
60.00 |
1.5% |
22% |
False |
False |
356,176 |
40 |
4,118.75 |
3,927.75 |
191.00 |
4.8% |
44.75 |
1.1% |
22% |
False |
False |
182,887 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.5% |
44.75 |
1.1% |
50% |
False |
False |
122,101 |
80 |
4,118.75 |
3,757.00 |
361.75 |
9.1% |
41.50 |
1.0% |
59% |
False |
False |
91,640 |
100 |
4,118.75 |
3,571.75 |
547.00 |
13.8% |
36.25 |
0.9% |
73% |
False |
False |
73,314 |
120 |
4,118.75 |
3,488.75 |
630.00 |
15.9% |
33.00 |
0.8% |
76% |
False |
False |
61,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,476.00 |
2.618 |
4,311.50 |
1.618 |
4,210.75 |
1.000 |
4,148.50 |
0.618 |
4,110.00 |
HIGH |
4,047.75 |
0.618 |
4,009.25 |
0.500 |
3,997.50 |
0.382 |
3,985.50 |
LOW |
3,947.00 |
0.618 |
3,884.75 |
1.000 |
3,846.25 |
1.618 |
3,784.00 |
2.618 |
3,683.25 |
4.250 |
3,518.75 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,997.50 |
3,989.25 |
PP |
3,988.25 |
3,983.00 |
S1 |
3,979.25 |
3,976.50 |
|