Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,134.7 |
1,146.5 |
11.8 |
1.0% |
1,145.0 |
High |
1,151.0 |
1,153.6 |
2.6 |
0.2% |
1,147.8 |
Low |
1,134.5 |
1,141.3 |
6.8 |
0.6% |
1,103.8 |
Close |
1,146.4 |
1,148.7 |
2.3 |
0.2% |
1,136.6 |
Range |
16.5 |
12.3 |
-4.2 |
-25.5% |
44.0 |
ATR |
16.9 |
16.5 |
-0.3 |
-1.9% |
0.0 |
Volume |
128,175 |
113,149 |
-15,026 |
-11.7% |
678,879 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.8 |
1,179.0 |
1,155.5 |
|
R3 |
1,172.5 |
1,166.7 |
1,152.1 |
|
R2 |
1,160.2 |
1,160.2 |
1,151.0 |
|
R1 |
1,154.4 |
1,154.4 |
1,149.8 |
1,157.3 |
PP |
1,147.9 |
1,147.9 |
1,147.9 |
1,149.3 |
S1 |
1,142.1 |
1,142.1 |
1,147.6 |
1,145.0 |
S2 |
1,135.6 |
1,135.6 |
1,146.4 |
|
S3 |
1,123.3 |
1,129.8 |
1,145.3 |
|
S4 |
1,111.0 |
1,117.5 |
1,141.9 |
|
|
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 |
1,153.6 |
1,103.8 |
49.8 |
4.3% |
17.2 |
1.5% |
90% |
True |
False |
126,841 |
10 |
1,156.4 |
1,103.8 |
52.6 |
4.6% |
17.2 |
1.5% |
85% |
False |
False |
139,972 |
20 |
1,156.4 |
1,097.7 |
58.7 |
5.1% |
15.4 |
1.3% |
87% |
False |
False |
126,046 |
40 |
1,169.8 |
1,097.7 |
72.1 |
6.3% |
16.1 |
1.4% |
71% |
False |
False |
138,562 |
60 |
1,169.8 |
1,073.7 |
96.1 |
8.4% |
16.5 |
1.4% |
78% |
False |
False |
122,676 |
80 |
1,207.3 |
1,073.7 |
133.6 |
11.6% |
15.5 |
1.3% |
56% |
False |
False |
93,905 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.0% |
14.9 |
1.3% |
47% |
False |
False |
75,828 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.0% |
15.0 |
1.3% |
47% |
False |
False |
63,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,205.9 |
2.618 |
1,185.8 |
1.618 |
1,173.5 |
1.000 |
1,165.9 |
0.618 |
1,161.2 |
HIGH |
1,153.6 |
0.618 |
1,148.9 |
0.500 |
1,147.5 |
0.382 |
1,146.0 |
LOW |
1,141.3 |
0.618 |
1,133.7 |
1.000 |
1,129.0 |
1.618 |
1,121.4 |
2.618 |
1,109.1 |
4.250 |
1,089.0 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,148.3 |
1,146.3 |
PP |
1,147.9 |
1,144.0 |
S1 |
1,147.5 |
1,141.6 |
|