Trading Metrics calculated at close of trading on 29-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,162 |
15,934 |
-228 |
-1.4% |
16,315 |
High |
16,289 |
16,014 |
-275 |
-1.7% |
16,476 |
Low |
15,875 |
15,799 |
-76 |
-0.5% |
15,910 |
Close |
15,909 |
15,949 |
40 |
0.3% |
16,203 |
Range |
414 |
215 |
-199 |
-48.1% |
566 |
ATR |
325 |
317 |
-8 |
-2.4% |
0 |
Volume |
237,709 |
259,916 |
22,207 |
9.3% |
1,018,381 |
|
Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,566 |
16,472 |
16,067 |
|
R3 |
16,351 |
16,257 |
16,008 |
|
R2 |
16,136 |
16,136 |
15,989 |
|
R1 |
16,042 |
16,042 |
15,969 |
16,089 |
PP |
15,921 |
15,921 |
15,921 |
15,944 |
S1 |
15,827 |
15,827 |
15,929 |
15,874 |
S2 |
15,706 |
15,706 |
15,910 |
|
S3 |
15,491 |
15,612 |
15,890 |
|
S4 |
15,276 |
15,397 |
15,831 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,894 |
17,615 |
16,514 |
|
R3 |
17,328 |
17,049 |
16,359 |
|
R2 |
16,762 |
16,762 |
16,307 |
|
R1 |
16,483 |
16,483 |
16,255 |
16,340 |
PP |
16,196 |
16,196 |
16,196 |
16,125 |
S1 |
15,917 |
15,917 |
16,151 |
15,774 |
S2 |
15,630 |
15,630 |
16,099 |
|
S3 |
15,064 |
15,351 |
16,047 |
|
S4 |
14,498 |
14,785 |
15,892 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,372 |
15,799 |
573 |
3.6% |
303 |
1.9% |
26% |
False |
True |
228,853 |
10 |
16,837 |
15,799 |
1,038 |
6.5% |
301 |
1.9% |
14% |
False |
True |
210,106 |
20 |
16,837 |
15,799 |
1,038 |
6.5% |
322 |
2.0% |
14% |
False |
True |
128,404 |
40 |
17,500 |
15,256 |
2,244 |
14.1% |
323 |
2.0% |
31% |
False |
False |
64,419 |
60 |
17,979 |
15,256 |
2,723 |
17.1% |
266 |
1.7% |
25% |
False |
False |
42,959 |
80 |
18,002 |
15,256 |
2,746 |
17.2% |
227 |
1.4% |
25% |
False |
False |
32,225 |
100 |
18,149 |
15,256 |
2,893 |
18.1% |
188 |
1.2% |
24% |
False |
False |
25,781 |
120 |
18,149 |
15,256 |
2,893 |
18.1% |
159 |
1.0% |
24% |
False |
False |
21,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,928 |
2.618 |
16,577 |
1.618 |
16,362 |
1.000 |
16,229 |
0.618 |
16,147 |
HIGH |
16,014 |
0.618 |
15,932 |
0.500 |
15,907 |
0.382 |
15,881 |
LOW |
15,799 |
0.618 |
15,666 |
1.000 |
15,584 |
1.618 |
15,451 |
2.618 |
15,236 |
4.250 |
14,885 |
|
|
Fisher Pivots for day following 29-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
15,935 |
16,086 |
PP |
15,921 |
16,040 |
S1 |
15,907 |
15,995 |
|