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 |
1,131.4 |
1,127.2 |
-4.2 |
-0.4% |
1,138.7 |
High |
1,134.3 |
1,127.7 |
-6.6 |
-0.6% |
1,156.4 |
Low |
1,123.5 |
1,110.8 |
-12.7 |
-1.1% |
1,120.5 |
Close |
1,126.8 |
1,115.2 |
-11.6 |
-1.0% |
1,145.6 |
Range |
10.8 |
16.9 |
6.1 |
56.5% |
35.9 |
ATR |
16.3 |
16.3 |
0.0 |
0.3% |
0.0 |
Volume |
105,548 |
156,467 |
50,919 |
48.2% |
660,752 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,168.6 |
1,158.8 |
1,124.5 |
|
R3 |
1,151.7 |
1,141.9 |
1,119.8 |
|
R2 |
1,134.8 |
1,134.8 |
1,118.3 |
|
R1 |
1,125.0 |
1,125.0 |
1,116.7 |
1,121.5 |
PP |
1,117.9 |
1,117.9 |
1,117.9 |
1,116.1 |
S1 |
1,108.1 |
1,108.1 |
1,113.7 |
1,104.6 |
S2 |
1,101.0 |
1,101.0 |
1,112.1 |
|
S3 |
1,084.1 |
1,091.2 |
1,110.6 |
|
S4 |
1,067.2 |
1,074.3 |
1,105.9 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.5 |
1,233.0 |
1,165.3 |
|
R3 |
1,212.6 |
1,197.1 |
1,155.5 |
|
R2 |
1,176.7 |
1,176.7 |
1,152.2 |
|
R1 |
1,161.2 |
1,161.2 |
1,148.9 |
1,169.0 |
PP |
1,140.8 |
1,140.8 |
1,140.8 |
1,144.7 |
S1 |
1,125.3 |
1,125.3 |
1,142.3 |
1,133.1 |
S2 |
1,104.9 |
1,104.9 |
1,139.0 |
|
S3 |
1,069.0 |
1,089.4 |
1,135.7 |
|
S4 |
1,033.1 |
1,053.5 |
1,125.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,156.4 |
1,110.8 |
45.6 |
4.1% |
17.2 |
1.5% |
10% |
False |
True |
153,103 |
10 |
1,156.4 |
1,110.8 |
45.6 |
4.1% |
16.1 |
1.4% |
10% |
False |
True |
136,158 |
20 |
1,156.4 |
1,097.7 |
58.7 |
5.3% |
14.9 |
1.3% |
30% |
False |
False |
126,955 |
40 |
1,169.8 |
1,081.4 |
88.4 |
7.9% |
16.0 |
1.4% |
38% |
False |
False |
140,804 |
60 |
1,169.8 |
1,073.7 |
96.1 |
8.6% |
16.0 |
1.4% |
43% |
False |
False |
113,685 |
80 |
1,207.3 |
1,073.7 |
133.6 |
12.0% |
15.2 |
1.4% |
31% |
False |
False |
86,186 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.8 |
1.3% |
26% |
False |
False |
69,710 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.8 |
1.3% |
26% |
False |
False |
58,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,199.5 |
2.618 |
1,171.9 |
1.618 |
1,155.0 |
1.000 |
1,144.6 |
0.618 |
1,138.1 |
HIGH |
1,127.7 |
0.618 |
1,121.2 |
0.500 |
1,119.3 |
0.382 |
1,117.3 |
LOW |
1,110.8 |
0.618 |
1,100.4 |
1.000 |
1,093.9 |
1.618 |
1,083.5 |
2.618 |
1,066.6 |
4.250 |
1,039.0 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,119.3 |
1,129.3 |
PP |
1,117.9 |
1,124.6 |
S1 |
1,116.6 |
1,119.9 |
|