Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
15,934 |
15,948 |
14 |
0.1% |
16,315 |
High |
16,014 |
16,195 |
181 |
1.1% |
16,476 |
Low |
15,799 |
15,928 |
129 |
0.8% |
15,910 |
Close |
15,949 |
16,172 |
223 |
1.4% |
16,203 |
Range |
215 |
267 |
52 |
24.2% |
566 |
ATR |
317 |
313 |
-4 |
-1.1% |
0 |
Volume |
259,916 |
202,065 |
-57,851 |
-22.3% |
1,018,381 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,899 |
16,803 |
16,319 |
|
R3 |
16,632 |
16,536 |
16,246 |
|
R2 |
16,365 |
16,365 |
16,221 |
|
R1 |
16,269 |
16,269 |
16,197 |
16,317 |
PP |
16,098 |
16,098 |
16,098 |
16,123 |
S1 |
16,002 |
16,002 |
16,148 |
16,050 |
S2 |
15,831 |
15,831 |
16,123 |
|
S3 |
15,564 |
15,735 |
16,099 |
|
S4 |
15,297 |
15,468 |
16,025 |
|
|
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 |
3.5% |
305 |
1.9% |
65% |
False |
False |
234,836 |
10 |
16,837 |
15,799 |
1,038 |
6.4% |
307 |
1.9% |
36% |
False |
False |
217,030 |
20 |
16,837 |
15,799 |
1,038 |
6.4% |
310 |
1.9% |
36% |
False |
False |
138,463 |
40 |
17,500 |
15,256 |
2,244 |
13.9% |
327 |
2.0% |
41% |
False |
False |
69,469 |
60 |
17,979 |
15,256 |
2,723 |
16.8% |
265 |
1.6% |
34% |
False |
False |
46,326 |
80 |
18,002 |
15,256 |
2,746 |
17.0% |
230 |
1.4% |
33% |
False |
False |
34,750 |
100 |
18,149 |
15,256 |
2,893 |
17.9% |
189 |
1.2% |
32% |
False |
False |
27,801 |
120 |
18,149 |
15,256 |
2,893 |
17.9% |
162 |
1.0% |
32% |
False |
False |
23,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,330 |
2.618 |
16,894 |
1.618 |
16,627 |
1.000 |
16,462 |
0.618 |
16,360 |
HIGH |
16,195 |
0.618 |
16,093 |
0.500 |
16,062 |
0.382 |
16,030 |
LOW |
15,928 |
0.618 |
15,763 |
1.000 |
15,661 |
1.618 |
15,496 |
2.618 |
15,229 |
4.250 |
14,793 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,135 |
16,129 |
PP |
16,098 |
16,087 |
S1 |
16,062 |
16,044 |
|