Trading Metrics calculated at close of trading on 01-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
15,948 |
16,127 |
179 |
1.1% |
16,315 |
High |
16,195 |
16,345 |
150 |
0.9% |
16,476 |
Low |
15,928 |
15,968 |
40 |
0.3% |
15,910 |
Close |
16,172 |
16,190 |
18 |
0.1% |
16,203 |
Range |
267 |
377 |
110 |
41.2% |
566 |
ATR |
313 |
318 |
5 |
1.5% |
0 |
Volume |
202,065 |
220,890 |
18,825 |
9.3% |
1,018,381 |
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,299 |
17,121 |
16,397 |
|
R3 |
16,922 |
16,744 |
16,294 |
|
R2 |
16,545 |
16,545 |
16,259 |
|
R1 |
16,367 |
16,367 |
16,225 |
16,456 |
PP |
16,168 |
16,168 |
16,168 |
16,212 |
S1 |
15,990 |
15,990 |
16,156 |
16,079 |
S2 |
15,791 |
15,791 |
16,121 |
|
S3 |
15,414 |
15,613 |
16,086 |
|
S4 |
15,037 |
15,236 |
15,983 |
|
|
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% |
313 |
1.9% |
68% |
False |
False |
230,373 |
10 |
16,604 |
15,799 |
805 |
5.0% |
313 |
1.9% |
49% |
False |
False |
216,614 |
20 |
16,837 |
15,799 |
1,038 |
6.4% |
313 |
1.9% |
38% |
False |
False |
149,414 |
40 |
17,472 |
15,256 |
2,216 |
13.7% |
332 |
2.1% |
42% |
False |
False |
74,990 |
60 |
17,979 |
15,256 |
2,723 |
16.8% |
269 |
1.7% |
34% |
False |
False |
50,007 |
80 |
18,002 |
15,256 |
2,746 |
17.0% |
235 |
1.4% |
34% |
False |
False |
37,512 |
100 |
18,149 |
15,256 |
2,893 |
17.9% |
193 |
1.2% |
32% |
False |
False |
30,010 |
120 |
18,149 |
15,256 |
2,893 |
17.9% |
165 |
1.0% |
32% |
False |
False |
25,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,947 |
2.618 |
17,332 |
1.618 |
16,955 |
1.000 |
16,722 |
0.618 |
16,578 |
HIGH |
16,345 |
0.618 |
16,201 |
0.500 |
16,157 |
0.382 |
16,112 |
LOW |
15,968 |
0.618 |
15,735 |
1.000 |
15,591 |
1.618 |
15,358 |
2.618 |
14,981 |
4.250 |
14,366 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
16,179 |
16,151 |
PP |
16,168 |
16,111 |
S1 |
16,157 |
16,072 |
|