| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
16,191 |
16,354 |
163 |
1.0% |
16,162 |
| High |
16,385 |
16,694 |
309 |
1.9% |
16,385 |
| Low |
15,908 |
16,328 |
420 |
2.6% |
15,799 |
| Close |
16,377 |
16,659 |
282 |
1.7% |
16,377 |
| Range |
477 |
366 |
-111 |
-23.3% |
586 |
| ATR |
329 |
332 |
3 |
0.8% |
0 |
| Volume |
287,405 |
152,349 |
-135,056 |
-47.0% |
1,207,985 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,658 |
17,525 |
16,860 |
|
| R3 |
17,292 |
17,159 |
16,760 |
|
| R2 |
16,926 |
16,926 |
16,726 |
|
| R1 |
16,793 |
16,793 |
16,693 |
16,860 |
| PP |
16,560 |
16,560 |
16,560 |
16,594 |
| S1 |
16,427 |
16,427 |
16,626 |
16,494 |
| S2 |
16,194 |
16,194 |
16,592 |
|
| S3 |
15,828 |
16,061 |
16,558 |
|
| S4 |
15,462 |
15,695 |
16,458 |
|
|
| 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 |
16,694 |
15,799 |
895 |
5.4% |
341 |
2.0% |
96% |
True |
False |
224,525 |
| 10 |
16,694 |
15,799 |
895 |
5.4% |
336 |
2.0% |
96% |
True |
False |
220,711 |
| 20 |
16,837 |
15,799 |
1,038 |
6.2% |
325 |
2.0% |
83% |
False |
False |
171,138 |
| 40 |
17,472 |
15,256 |
2,216 |
13.3% |
345 |
2.1% |
63% |
False |
False |
85,982 |
| 60 |
17,979 |
15,256 |
2,723 |
16.3% |
277 |
1.7% |
52% |
False |
False |
57,334 |
| 80 |
18,002 |
15,256 |
2,746 |
16.5% |
242 |
1.5% |
51% |
False |
False |
43,008 |
| 100 |
18,149 |
15,256 |
2,893 |
17.4% |
201 |
1.2% |
48% |
False |
False |
34,408 |
| 120 |
18,149 |
15,256 |
2,893 |
17.4% |
172 |
1.0% |
48% |
False |
False |
28,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,250 |
|
2.618 |
17,652 |
|
1.618 |
17,286 |
|
1.000 |
17,060 |
|
0.618 |
16,920 |
|
HIGH |
16,694 |
|
0.618 |
16,554 |
|
0.500 |
16,511 |
|
0.382 |
16,468 |
|
LOW |
16,328 |
|
0.618 |
16,102 |
|
1.000 |
15,962 |
|
1.618 |
15,736 |
|
2.618 |
15,370 |
|
4.250 |
14,773 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,610 |
16,540 |
| PP |
16,560 |
16,420 |
| S1 |
16,511 |
16,301 |
|