Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,137.0 |
1,134.7 |
-2.3 |
-0.2% |
1,145.0 |
High |
1,141.6 |
1,151.0 |
9.4 |
0.8% |
1,147.8 |
Low |
1,129.6 |
1,134.5 |
4.9 |
0.4% |
1,103.8 |
Close |
1,137.6 |
1,146.4 |
8.8 |
0.8% |
1,136.6 |
Range |
12.0 |
16.5 |
4.5 |
37.5% |
44.0 |
ATR |
16.9 |
16.9 |
0.0 |
-0.2% |
0.0 |
Volume |
119,484 |
128,175 |
8,691 |
7.3% |
678,879 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.5 |
1,186.4 |
1,155.5 |
|
R3 |
1,177.0 |
1,169.9 |
1,150.9 |
|
R2 |
1,160.5 |
1,160.5 |
1,149.4 |
|
R1 |
1,153.4 |
1,153.4 |
1,147.9 |
1,157.0 |
PP |
1,144.0 |
1,144.0 |
1,144.0 |
1,145.7 |
S1 |
1,136.9 |
1,136.9 |
1,144.9 |
1,140.5 |
S2 |
1,127.5 |
1,127.5 |
1,143.4 |
|
S3 |
1,111.0 |
1,120.4 |
1,141.9 |
|
S4 |
1,094.5 |
1,103.9 |
1,137.3 |
|
|
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 |
1,151.0 |
1,103.8 |
47.2 |
4.1% |
18.1 |
1.6% |
90% |
True |
False |
135,504 |
10 |
1,156.4 |
1,103.8 |
52.6 |
4.6% |
17.3 |
1.5% |
81% |
False |
False |
138,273 |
20 |
1,156.4 |
1,097.7 |
58.7 |
5.1% |
16.0 |
1.4% |
83% |
False |
False |
129,304 |
40 |
1,169.8 |
1,093.3 |
76.5 |
6.7% |
16.4 |
1.4% |
69% |
False |
False |
140,529 |
60 |
1,169.8 |
1,073.7 |
96.1 |
8.4% |
16.4 |
1.4% |
76% |
False |
False |
121,248 |
80 |
1,207.3 |
1,073.7 |
133.6 |
11.7% |
15.5 |
1.4% |
54% |
False |
False |
92,548 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.0% |
14.9 |
1.3% |
45% |
False |
False |
74,730 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.0% |
15.0 |
1.3% |
45% |
False |
False |
62,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,221.1 |
2.618 |
1,194.2 |
1.618 |
1,177.7 |
1.000 |
1,167.5 |
0.618 |
1,161.2 |
HIGH |
1,151.0 |
0.618 |
1,144.7 |
0.500 |
1,142.8 |
0.382 |
1,140.8 |
LOW |
1,134.5 |
0.618 |
1,124.3 |
1.000 |
1,118.0 |
1.618 |
1,107.8 |
2.618 |
1,091.3 |
4.250 |
1,064.4 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,145.2 |
1,140.1 |
PP |
1,144.0 |
1,133.7 |
S1 |
1,142.8 |
1,127.4 |
|