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 |
1,114.5 |
1,112.5 |
-2.0 |
-0.2% |
1,145.0 |
High |
1,118.5 |
1,140.9 |
22.4 |
2.0% |
1,147.8 |
Low |
1,110.3 |
1,103.8 |
-6.5 |
-0.6% |
1,103.8 |
Close |
1,113.7 |
1,136.6 |
22.9 |
2.1% |
1,136.6 |
Range |
8.2 |
37.1 |
28.9 |
352.4% |
44.0 |
ATR |
15.7 |
17.3 |
1.5 |
9.7% |
0.0 |
Volume |
83,393 |
190,004 |
106,611 |
127.8% |
678,879 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.4 |
1,224.6 |
1,157.0 |
|
R3 |
1,201.3 |
1,187.5 |
1,146.8 |
|
R2 |
1,164.2 |
1,164.2 |
1,143.4 |
|
R1 |
1,150.4 |
1,150.4 |
1,140.0 |
1,157.3 |
PP |
1,127.1 |
1,127.1 |
1,127.1 |
1,130.6 |
S1 |
1,113.3 |
1,113.3 |
1,133.2 |
1,120.2 |
S2 |
1,090.0 |
1,090.0 |
1,129.8 |
|
S3 |
1,052.9 |
1,076.2 |
1,126.4 |
|
S4 |
1,015.8 |
1,039.1 |
1,116.2 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.4 |
1,243.0 |
1,160.8 |
|
R3 |
1,217.4 |
1,199.0 |
1,148.7 |
|
R2 |
1,173.4 |
1,173.4 |
1,144.7 |
|
R1 |
1,155.0 |
1,155.0 |
1,140.6 |
1,142.2 |
PP |
1,129.4 |
1,129.4 |
1,129.4 |
1,123.0 |
S1 |
1,111.0 |
1,111.0 |
1,132.6 |
1,098.2 |
S2 |
1,085.4 |
1,085.4 |
1,128.5 |
|
S3 |
1,041.4 |
1,067.0 |
1,124.5 |
|
S4 |
997.4 |
1,023.0 |
1,112.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,147.8 |
1,103.8 |
44.0 |
3.9% |
18.7 |
1.6% |
75% |
False |
True |
135,775 |
10 |
1,156.4 |
1,103.8 |
52.6 |
4.6% |
17.1 |
1.5% |
62% |
False |
True |
133,963 |
20 |
1,156.4 |
1,097.7 |
58.7 |
5.2% |
16.0 |
1.4% |
66% |
False |
False |
129,723 |
40 |
1,169.8 |
1,081.4 |
88.4 |
7.8% |
16.6 |
1.5% |
62% |
False |
False |
142,372 |
60 |
1,169.8 |
1,073.7 |
96.1 |
8.5% |
16.3 |
1.4% |
65% |
False |
False |
117,714 |
80 |
1,207.3 |
1,073.7 |
133.6 |
11.8% |
15.4 |
1.4% |
47% |
False |
False |
89,539 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
15.0 |
1.3% |
39% |
False |
False |
72,357 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
15.0 |
1.3% |
39% |
False |
False |
60,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,298.6 |
2.618 |
1,238.0 |
1.618 |
1,200.9 |
1.000 |
1,178.0 |
0.618 |
1,163.8 |
HIGH |
1,140.9 |
0.618 |
1,126.7 |
0.500 |
1,122.4 |
0.382 |
1,118.0 |
LOW |
1,103.8 |
0.618 |
1,080.9 |
1.000 |
1,066.7 |
1.618 |
1,043.8 |
2.618 |
1,006.7 |
4.250 |
946.1 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,131.9 |
1,131.9 |
PP |
1,127.1 |
1,127.1 |
S1 |
1,122.4 |
1,122.4 |
|