Trading Metrics calculated at close of trading on 01-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,057.08 |
16,278.62 |
221.54 |
1.4% |
16,406.10 |
High |
16,297.60 |
16,348.87 |
51.27 |
0.3% |
16,578.60 |
Low |
16,057.08 |
16,073.82 |
16.74 |
0.1% |
16,016.36 |
Close |
16,284.70 |
16,272.01 |
-12.69 |
-0.1% |
16,314.67 |
Range |
240.52 |
275.05 |
34.53 |
14.4% |
562.24 |
ATR |
269.86 |
270.23 |
0.37 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,056.72 |
16,939.41 |
16,423.29 |
|
R3 |
16,781.67 |
16,664.36 |
16,347.65 |
|
R2 |
16,506.62 |
16,506.62 |
16,322.44 |
|
R1 |
16,389.31 |
16,389.31 |
16,297.22 |
16,310.44 |
PP |
16,231.57 |
16,231.57 |
16,231.57 |
16,192.13 |
S1 |
16,114.26 |
16,114.26 |
16,246.80 |
16,035.39 |
S2 |
15,956.52 |
15,956.52 |
16,221.58 |
|
S3 |
15,681.47 |
15,839.21 |
16,196.37 |
|
S4 |
15,406.42 |
15,564.16 |
16,120.73 |
|
|
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% |
256.73 |
1.6% |
63% |
False |
False |
|
10 |
16,674.74 |
15,942.37 |
732.37 |
4.5% |
244.11 |
1.5% |
45% |
False |
False |
|
20 |
16,933.43 |
15,942.37 |
991.06 |
6.1% |
255.71 |
1.6% |
33% |
False |
False |
|
40 |
17,629.13 |
15,370.33 |
2,258.80 |
13.9% |
295.71 |
1.8% |
40% |
False |
False |
|
60 |
18,137.12 |
15,370.33 |
2,766.79 |
17.0% |
247.89 |
1.5% |
33% |
False |
False |
|
80 |
18,188.81 |
15,370.33 |
2,818.48 |
17.3% |
231.19 |
1.4% |
32% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
210.21 |
1.3% |
30% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
205.73 |
1.3% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,517.83 |
2.618 |
17,068.95 |
1.618 |
16,793.90 |
1.000 |
16,623.92 |
0.618 |
16,518.85 |
HIGH |
16,348.87 |
0.618 |
16,243.80 |
0.500 |
16,211.35 |
0.382 |
16,178.89 |
LOW |
16,073.82 |
0.618 |
15,903.84 |
1.000 |
15,798.77 |
1.618 |
15,628.79 |
2.618 |
15,353.74 |
4.250 |
14,904.86 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
16,251.79 |
16,229.88 |
PP |
16,231.57 |
16,187.75 |
S1 |
16,211.35 |
16,145.62 |
|