Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,127 |
16,191 |
64 |
0.4% |
16,162 |
High |
16,345 |
16,385 |
40 |
0.2% |
16,385 |
Low |
15,968 |
15,908 |
-60 |
-0.4% |
15,799 |
Close |
16,190 |
16,377 |
187 |
1.2% |
16,377 |
Range |
377 |
477 |
100 |
26.5% |
586 |
ATR |
318 |
329 |
11 |
3.6% |
0 |
Volume |
220,890 |
287,405 |
66,515 |
30.1% |
1,207,985 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,654 |
17,493 |
16,639 |
|
R3 |
17,177 |
17,016 |
16,508 |
|
R2 |
16,700 |
16,700 |
16,465 |
|
R1 |
16,539 |
16,539 |
16,421 |
16,620 |
PP |
16,223 |
16,223 |
16,223 |
16,264 |
S1 |
16,062 |
16,062 |
16,333 |
16,143 |
S2 |
15,746 |
15,746 |
16,290 |
|
S3 |
15,269 |
15,585 |
16,246 |
|
S4 |
14,792 |
15,108 |
16,115 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,945 |
17,747 |
16,699 |
|
R3 |
17,359 |
17,161 |
16,538 |
|
R2 |
16,773 |
16,773 |
16,485 |
|
R1 |
16,575 |
16,575 |
16,431 |
16,674 |
PP |
16,187 |
16,187 |
16,187 |
16,237 |
S1 |
15,989 |
15,989 |
16,323 |
16,088 |
S2 |
15,601 |
15,601 |
16,270 |
|
S3 |
15,015 |
15,403 |
16,216 |
|
S4 |
14,429 |
14,817 |
16,055 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,385 |
15,799 |
586 |
3.6% |
350 |
2.1% |
99% |
True |
False |
241,597 |
10 |
16,476 |
15,799 |
677 |
4.1% |
324 |
2.0% |
85% |
False |
False |
222,636 |
20 |
16,837 |
15,799 |
1,038 |
6.3% |
325 |
2.0% |
56% |
False |
False |
163,623 |
40 |
17,472 |
15,256 |
2,216 |
13.5% |
340 |
2.1% |
51% |
False |
False |
82,174 |
60 |
17,979 |
15,256 |
2,723 |
16.6% |
274 |
1.7% |
41% |
False |
False |
54,795 |
80 |
18,002 |
15,256 |
2,746 |
16.8% |
238 |
1.5% |
41% |
False |
False |
41,104 |
100 |
18,149 |
15,256 |
2,893 |
17.7% |
198 |
1.2% |
39% |
False |
False |
32,884 |
120 |
18,149 |
15,256 |
2,893 |
17.7% |
169 |
1.0% |
39% |
False |
False |
27,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,412 |
2.618 |
17,634 |
1.618 |
17,157 |
1.000 |
16,862 |
0.618 |
16,680 |
HIGH |
16,385 |
0.618 |
16,203 |
0.500 |
16,147 |
0.382 |
16,090 |
LOW |
15,908 |
0.618 |
15,613 |
1.000 |
15,431 |
1.618 |
15,136 |
2.618 |
14,659 |
4.250 |
13,881 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
16,300 |
16,300 |
PP |
16,223 |
16,223 |
S1 |
16,147 |
16,147 |
|