Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,146.5 |
1,145.0 |
-1.5 |
-0.1% |
1,145.0 |
High |
1,153.6 |
1,150.9 |
-2.7 |
-0.2% |
1,147.8 |
Low |
1,141.3 |
1,135.9 |
-5.4 |
-0.5% |
1,103.8 |
Close |
1,148.7 |
1,144.3 |
-4.4 |
-0.4% |
1,136.6 |
Range |
12.3 |
15.0 |
2.7 |
22.0% |
44.0 |
ATR |
16.5 |
16.4 |
-0.1 |
-0.7% |
0.0 |
Volume |
113,149 |
121,187 |
8,038 |
7.1% |
678,879 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,188.7 |
1,181.5 |
1,152.6 |
|
R3 |
1,173.7 |
1,166.5 |
1,148.4 |
|
R2 |
1,158.7 |
1,158.7 |
1,147.1 |
|
R1 |
1,151.5 |
1,151.5 |
1,145.7 |
1,147.6 |
PP |
1,143.7 |
1,143.7 |
1,143.7 |
1,141.8 |
S1 |
1,136.5 |
1,136.5 |
1,142.9 |
1,132.6 |
S2 |
1,128.7 |
1,128.7 |
1,141.6 |
|
S3 |
1,113.7 |
1,121.5 |
1,140.2 |
|
S4 |
1,098.7 |
1,106.5 |
1,136.1 |
|
|
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 |
4.4% |
18.6 |
1.6% |
81% |
False |
False |
134,399 |
10 |
1,153.6 |
1,103.8 |
49.8 |
4.4% |
16.0 |
1.4% |
81% |
False |
False |
130,122 |
20 |
1,156.4 |
1,097.7 |
58.7 |
5.1% |
15.6 |
1.4% |
79% |
False |
False |
126,034 |
40 |
1,169.8 |
1,097.7 |
72.1 |
6.3% |
15.8 |
1.4% |
65% |
False |
False |
136,749 |
60 |
1,169.8 |
1,073.7 |
96.1 |
8.4% |
16.5 |
1.4% |
73% |
False |
False |
124,420 |
80 |
1,207.3 |
1,073.7 |
133.6 |
11.7% |
15.5 |
1.4% |
53% |
False |
False |
95,398 |
100 |
1,227.2 |
1,073.7 |
153.5 |
13.4% |
14.9 |
1.3% |
46% |
False |
False |
77,012 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.0% |
15.0 |
1.3% |
44% |
False |
False |
64,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,214.7 |
2.618 |
1,190.2 |
1.618 |
1,175.2 |
1.000 |
1,165.9 |
0.618 |
1,160.2 |
HIGH |
1,150.9 |
0.618 |
1,145.2 |
0.500 |
1,143.4 |
0.382 |
1,141.6 |
LOW |
1,135.9 |
0.618 |
1,126.6 |
1.000 |
1,120.9 |
1.618 |
1,111.6 |
2.618 |
1,096.6 |
4.250 |
1,072.2 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,144.0 |
1,144.2 |
PP |
1,143.7 |
1,144.1 |
S1 |
1,143.4 |
1,144.1 |
|