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 |
1,127.2 |
1,114.5 |
-12.7 |
-1.1% |
1,138.7 |
High |
1,127.7 |
1,118.5 |
-9.2 |
-0.8% |
1,156.4 |
Low |
1,110.8 |
1,110.3 |
-0.5 |
0.0% |
1,120.5 |
Close |
1,115.2 |
1,113.7 |
-1.5 |
-0.1% |
1,145.6 |
Range |
16.9 |
8.2 |
-8.7 |
-51.5% |
35.9 |
ATR |
16.3 |
15.7 |
-0.6 |
-3.6% |
0.0 |
Volume |
156,467 |
83,393 |
-73,074 |
-46.7% |
660,752 |
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,138.8 |
1,134.4 |
1,118.2 |
|
R3 |
1,130.6 |
1,126.2 |
1,116.0 |
|
R2 |
1,122.4 |
1,122.4 |
1,115.2 |
|
R1 |
1,118.0 |
1,118.0 |
1,114.5 |
1,116.1 |
PP |
1,114.2 |
1,114.2 |
1,114.2 |
1,113.2 |
S1 |
1,109.8 |
1,109.8 |
1,112.9 |
1,107.9 |
S2 |
1,106.0 |
1,106.0 |
1,112.2 |
|
S3 |
1,097.8 |
1,101.6 |
1,111.4 |
|
S4 |
1,089.6 |
1,093.4 |
1,109.2 |
|
|
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 |
1,151.1 |
1,110.3 |
40.8 |
3.7% |
13.5 |
1.2% |
8% |
False |
True |
125,845 |
10 |
1,156.4 |
1,110.3 |
46.1 |
4.1% |
14.8 |
1.3% |
7% |
False |
True |
130,134 |
20 |
1,156.4 |
1,097.7 |
58.7 |
5.3% |
14.8 |
1.3% |
27% |
False |
False |
125,546 |
40 |
1,169.8 |
1,081.4 |
88.4 |
7.9% |
16.0 |
1.4% |
37% |
False |
False |
139,988 |
60 |
1,169.8 |
1,073.7 |
96.1 |
8.6% |
15.9 |
1.4% |
42% |
False |
False |
114,832 |
80 |
1,207.3 |
1,073.7 |
133.6 |
12.0% |
15.2 |
1.4% |
30% |
False |
False |
87,188 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.8 |
1.3% |
25% |
False |
False |
70,496 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.8 |
1.3% |
25% |
False |
False |
59,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,153.4 |
2.618 |
1,140.0 |
1.618 |
1,131.8 |
1.000 |
1,126.7 |
0.618 |
1,123.6 |
HIGH |
1,118.5 |
0.618 |
1,115.4 |
0.500 |
1,114.4 |
0.382 |
1,113.4 |
LOW |
1,110.3 |
0.618 |
1,105.2 |
1.000 |
1,102.1 |
1.618 |
1,097.0 |
2.618 |
1,088.8 |
4.250 |
1,075.5 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,114.4 |
1,122.3 |
PP |
1,114.2 |
1,119.4 |
S1 |
1,113.9 |
1,116.6 |
|