Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4,029.00 |
3,948.00 |
-81.00 |
-2.0% |
4,017.75 |
High |
4,047.75 |
3,967.00 |
-80.75 |
-2.0% |
4,047.75 |
Low |
3,947.00 |
3,851.00 |
-96.00 |
-2.4% |
3,851.00 |
Close |
3,970.25 |
3,853.00 |
-117.25 |
-3.0% |
3,853.00 |
Range |
100.75 |
116.00 |
15.25 |
15.1% |
196.75 |
ATR |
58.33 |
62.68 |
4.35 |
7.5% |
0.00 |
Volume |
595,699 |
675,542 |
79,843 |
13.4% |
2,460,238 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,238.25 |
4,161.75 |
3,916.75 |
|
R3 |
4,122.25 |
4,045.75 |
3,885.00 |
|
R2 |
4,006.25 |
4,006.25 |
3,874.25 |
|
R1 |
3,929.75 |
3,929.75 |
3,863.75 |
3,910.00 |
PP |
3,890.25 |
3,890.25 |
3,890.25 |
3,880.50 |
S1 |
3,813.75 |
3,813.75 |
3,842.25 |
3,794.00 |
S2 |
3,774.25 |
3,774.25 |
3,831.75 |
|
S3 |
3,658.25 |
3,697.75 |
3,821.00 |
|
S4 |
3,542.25 |
3,581.75 |
3,789.25 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,507.50 |
4,377.00 |
3,961.25 |
|
R3 |
4,310.75 |
4,180.25 |
3,907.00 |
|
R2 |
4,114.00 |
4,114.00 |
3,889.00 |
|
R1 |
3,983.50 |
3,983.50 |
3,871.00 |
3,950.50 |
PP |
3,917.25 |
3,917.25 |
3,917.25 |
3,900.75 |
S1 |
3,786.75 |
3,786.75 |
3,835.00 |
3,753.50 |
S2 |
3,720.50 |
3,720.50 |
3,817.00 |
|
S3 |
3,523.75 |
3,590.00 |
3,799.00 |
|
S4 |
3,327.00 |
3,393.25 |
3,744.75 |
|
|
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 |
3,851.00 |
196.75 |
5.1% |
86.75 |
2.2% |
1% |
False |
True |
492,047 |
10 |
4,064.75 |
3,851.00 |
213.75 |
5.5% |
74.00 |
1.9% |
1% |
False |
True |
430,663 |
20 |
4,118.75 |
3,851.00 |
267.75 |
6.9% |
63.75 |
1.7% |
1% |
False |
True |
374,690 |
40 |
4,118.75 |
3,851.00 |
267.75 |
6.9% |
46.75 |
1.2% |
1% |
False |
True |
199,761 |
60 |
4,118.75 |
3,819.75 |
299.00 |
7.8% |
45.50 |
1.2% |
11% |
False |
False |
133,357 |
80 |
4,118.75 |
3,771.00 |
347.75 |
9.0% |
42.50 |
1.1% |
24% |
False |
False |
100,085 |
100 |
4,118.75 |
3,612.50 |
506.25 |
13.1% |
37.25 |
1.0% |
48% |
False |
False |
80,069 |
120 |
4,118.75 |
3,488.75 |
630.00 |
16.4% |
34.00 |
0.9% |
58% |
False |
False |
66,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,460.00 |
2.618 |
4,270.75 |
1.618 |
4,154.75 |
1.000 |
4,083.00 |
0.618 |
4,038.75 |
HIGH |
3,967.00 |
0.618 |
3,922.75 |
0.500 |
3,909.00 |
0.382 |
3,895.25 |
LOW |
3,851.00 |
0.618 |
3,779.25 |
1.000 |
3,735.00 |
1.618 |
3,663.25 |
2.618 |
3,547.25 |
4.250 |
3,358.00 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3,909.00 |
3,949.50 |
PP |
3,890.25 |
3,917.25 |
S1 |
3,871.75 |
3,885.00 |
|