Trading Metrics calculated at close of trading on 05-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,112.5 |
1,137.0 |
24.5 |
2.2% |
1,145.0 |
High |
1,140.9 |
1,141.6 |
0.7 |
0.1% |
1,147.8 |
Low |
1,103.8 |
1,129.6 |
25.8 |
2.3% |
1,103.8 |
Close |
1,136.6 |
1,137.6 |
1.0 |
0.1% |
1,136.6 |
Range |
37.1 |
12.0 |
-25.1 |
-67.7% |
44.0 |
ATR |
17.3 |
16.9 |
-0.4 |
-2.2% |
0.0 |
Volume |
190,004 |
119,484 |
-70,520 |
-37.1% |
678,879 |
|
Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.3 |
1,166.9 |
1,144.2 |
|
R3 |
1,160.3 |
1,154.9 |
1,140.9 |
|
R2 |
1,148.3 |
1,148.3 |
1,139.8 |
|
R1 |
1,142.9 |
1,142.9 |
1,138.7 |
1,145.6 |
PP |
1,136.3 |
1,136.3 |
1,136.3 |
1,137.6 |
S1 |
1,130.9 |
1,130.9 |
1,136.5 |
1,133.6 |
S2 |
1,124.3 |
1,124.3 |
1,135.4 |
|
S3 |
1,112.3 |
1,118.9 |
1,134.3 |
|
S4 |
1,100.3 |
1,106.9 |
1,131.0 |
|
|
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 |
1,141.6 |
1,103.8 |
37.8 |
3.3% |
17.0 |
1.5% |
89% |
True |
False |
130,979 |
10 |
1,156.4 |
1,103.8 |
52.6 |
4.6% |
17.2 |
1.5% |
64% |
False |
False |
137,199 |
20 |
1,156.4 |
1,097.7 |
58.7 |
5.2% |
15.8 |
1.4% |
68% |
False |
False |
130,021 |
40 |
1,169.8 |
1,089.0 |
80.8 |
7.1% |
16.5 |
1.4% |
60% |
False |
False |
141,047 |
60 |
1,169.8 |
1,073.7 |
96.1 |
8.4% |
16.4 |
1.4% |
66% |
False |
False |
119,411 |
80 |
1,207.3 |
1,073.7 |
133.6 |
11.7% |
15.4 |
1.4% |
48% |
False |
False |
90,970 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.9 |
1.3% |
40% |
False |
False |
73,507 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.9 |
1.3% |
40% |
False |
False |
61,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,192.6 |
2.618 |
1,173.0 |
1.618 |
1,161.0 |
1.000 |
1,153.6 |
0.618 |
1,149.0 |
HIGH |
1,141.6 |
0.618 |
1,137.0 |
0.500 |
1,135.6 |
0.382 |
1,134.2 |
LOW |
1,129.6 |
0.618 |
1,122.2 |
1.000 |
1,117.6 |
1.618 |
1,110.2 |
2.618 |
1,098.2 |
4.250 |
1,078.6 |
|
|
Fisher Pivots for day following 05-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,136.9 |
1,132.6 |
PP |
1,136.3 |
1,127.7 |
S1 |
1,135.6 |
1,122.7 |
|