Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,278.62 |
16,258.25 |
-20.37 |
-0.1% |
16,313.26 |
High |
16,348.87 |
16,472.77 |
123.90 |
0.8% |
16,472.77 |
Low |
16,073.82 |
16,013.66 |
-60.16 |
-0.4% |
15,942.37 |
Close |
16,272.01 |
16,472.37 |
200.36 |
1.2% |
16,472.37 |
Range |
275.05 |
459.11 |
184.06 |
66.9% |
530.40 |
ATR |
270.23 |
283.72 |
13.49 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,696.93 |
17,543.76 |
16,724.88 |
|
R3 |
17,237.82 |
17,084.65 |
16,598.63 |
|
R2 |
16,778.71 |
16,778.71 |
16,556.54 |
|
R1 |
16,625.54 |
16,625.54 |
16,514.46 |
16,702.13 |
PP |
16,319.60 |
16,319.60 |
16,319.60 |
16,357.89 |
S1 |
16,166.43 |
16,166.43 |
16,430.28 |
16,243.02 |
S2 |
15,860.49 |
15,860.49 |
16,388.20 |
|
S3 |
15,401.38 |
15,707.32 |
16,346.11 |
|
S4 |
14,942.27 |
15,248.21 |
16,219.86 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,887.04 |
17,710.10 |
16,764.09 |
|
R3 |
17,356.64 |
17,179.70 |
16,618.23 |
|
R2 |
16,826.24 |
16,826.24 |
16,569.61 |
|
R1 |
16,649.30 |
16,649.30 |
16,520.99 |
16,737.77 |
PP |
16,295.84 |
16,295.84 |
16,295.84 |
16,340.07 |
S1 |
16,118.90 |
16,118.90 |
16,423.75 |
16,207.37 |
S2 |
15,765.44 |
15,765.44 |
16,375.13 |
|
S3 |
15,235.04 |
15,588.50 |
16,326.51 |
|
S4 |
14,704.64 |
15,058.10 |
16,180.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,472.77 |
15,942.37 |
530.40 |
3.2% |
296.52 |
1.8% |
100% |
True |
False |
|
10 |
16,578.60 |
15,942.37 |
636.23 |
3.9% |
256.93 |
1.6% |
83% |
False |
False |
|
20 |
16,933.43 |
15,942.37 |
991.06 |
6.0% |
267.03 |
1.6% |
53% |
False |
False |
|
40 |
17,629.13 |
15,370.33 |
2,258.80 |
13.7% |
301.96 |
1.8% |
49% |
False |
False |
|
60 |
18,137.12 |
15,370.33 |
2,766.79 |
16.8% |
251.63 |
1.5% |
40% |
False |
False |
|
80 |
18,188.81 |
15,370.33 |
2,818.48 |
17.1% |
233.43 |
1.4% |
39% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.1% |
212.85 |
1.3% |
37% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.1% |
208.14 |
1.3% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,423.99 |
2.618 |
17,674.72 |
1.618 |
17,215.61 |
1.000 |
16,931.88 |
0.618 |
16,756.50 |
HIGH |
16,472.77 |
0.618 |
16,297.39 |
0.500 |
16,243.22 |
0.382 |
16,189.04 |
LOW |
16,013.66 |
0.618 |
15,729.93 |
1.000 |
15,554.55 |
1.618 |
15,270.82 |
2.618 |
14,811.71 |
4.250 |
14,062.44 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
16,395.99 |
16,395.99 |
PP |
16,319.60 |
16,319.60 |
S1 |
16,243.22 |
16,243.22 |
|