Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,001.76 |
16,057.08 |
55.32 |
0.3% |
16,406.10 |
High |
16,118.89 |
16,297.60 |
178.71 |
1.1% |
16,578.60 |
Low |
15,942.37 |
16,057.08 |
114.71 |
0.7% |
16,016.36 |
Close |
16,049.13 |
16,284.70 |
235.57 |
1.5% |
16,314.67 |
Range |
176.52 |
240.52 |
64.00 |
36.3% |
562.24 |
ATR |
271.51 |
269.86 |
-1.65 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,934.69 |
16,850.21 |
16,416.99 |
|
R3 |
16,694.17 |
16,609.69 |
16,350.84 |
|
R2 |
16,453.65 |
16,453.65 |
16,328.80 |
|
R1 |
16,369.17 |
16,369.17 |
16,306.75 |
16,411.41 |
PP |
16,213.13 |
16,213.13 |
16,213.13 |
16,234.25 |
S1 |
16,128.65 |
16,128.65 |
16,262.65 |
16,170.89 |
S2 |
15,972.61 |
15,972.61 |
16,240.60 |
|
S3 |
15,732.09 |
15,888.13 |
16,218.56 |
|
S4 |
15,491.57 |
15,647.61 |
16,152.41 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,989.93 |
17,714.54 |
16,623.90 |
|
R3 |
17,427.69 |
17,152.30 |
16,469.29 |
|
R2 |
16,865.45 |
16,865.45 |
16,417.75 |
|
R1 |
16,590.06 |
16,590.06 |
16,366.21 |
16,446.64 |
PP |
16,303.21 |
16,303.21 |
16,303.21 |
16,231.50 |
S1 |
16,027.82 |
16,027.82 |
16,263.13 |
15,884.40 |
S2 |
15,740.97 |
15,740.97 |
16,211.59 |
|
S3 |
15,178.73 |
15,465.58 |
16,160.05 |
|
S4 |
14,616.49 |
14,903.34 |
16,005.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,465.23 |
15,942.37 |
522.86 |
3.2% |
249.87 |
1.5% |
65% |
False |
False |
|
10 |
16,933.43 |
15,942.37 |
991.06 |
6.1% |
245.96 |
1.5% |
35% |
False |
False |
|
20 |
16,933.43 |
15,942.37 |
991.06 |
6.1% |
256.67 |
1.6% |
35% |
False |
False |
|
40 |
17,661.37 |
15,370.33 |
2,291.04 |
14.1% |
293.05 |
1.8% |
40% |
False |
False |
|
60 |
18,137.12 |
15,370.33 |
2,766.79 |
17.0% |
247.68 |
1.5% |
33% |
False |
False |
|
80 |
18,188.81 |
15,370.33 |
2,818.48 |
17.3% |
229.03 |
1.4% |
32% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
208.56 |
1.3% |
31% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
204.55 |
1.3% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,319.81 |
2.618 |
16,927.28 |
1.618 |
16,686.76 |
1.000 |
16,538.12 |
0.618 |
16,446.24 |
HIGH |
16,297.60 |
0.618 |
16,205.72 |
0.500 |
16,177.34 |
0.382 |
16,148.96 |
LOW |
16,057.08 |
0.618 |
15,908.44 |
1.000 |
15,816.56 |
1.618 |
15,667.92 |
2.618 |
15,427.40 |
4.250 |
15,034.87 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,248.91 |
16,232.41 |
PP |
16,213.13 |
16,180.11 |
S1 |
16,177.34 |
16,127.82 |
|