| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
16,354 |
16,653 |
299 |
1.8% |
16,162 |
| High |
16,694 |
16,760 |
66 |
0.4% |
16,385 |
| Low |
16,328 |
16,576 |
248 |
1.5% |
15,799 |
| Close |
16,659 |
16,672 |
13 |
0.1% |
16,377 |
| Range |
366 |
184 |
-182 |
-49.7% |
586 |
| ATR |
332 |
321 |
-11 |
-3.2% |
0 |
| Volume |
152,349 |
160,899 |
8,550 |
5.6% |
1,207,985 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,221 |
17,131 |
16,773 |
|
| R3 |
17,037 |
16,947 |
16,723 |
|
| R2 |
16,853 |
16,853 |
16,706 |
|
| R1 |
16,763 |
16,763 |
16,689 |
16,808 |
| PP |
16,669 |
16,669 |
16,669 |
16,692 |
| S1 |
16,579 |
16,579 |
16,655 |
16,624 |
| S2 |
16,485 |
16,485 |
16,638 |
|
| S3 |
16,301 |
16,395 |
16,622 |
|
| S4 |
16,117 |
16,211 |
16,571 |
|
|
| 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 |
16,760 |
15,908 |
852 |
5.1% |
334 |
2.0% |
90% |
True |
False |
204,721 |
| 10 |
16,760 |
15,799 |
961 |
5.8% |
318 |
1.9% |
91% |
True |
False |
216,787 |
| 20 |
16,837 |
15,799 |
1,038 |
6.2% |
313 |
1.9% |
84% |
False |
False |
178,844 |
| 40 |
17,456 |
15,256 |
2,200 |
13.2% |
343 |
2.1% |
64% |
False |
False |
90,002 |
| 60 |
17,979 |
15,256 |
2,723 |
16.3% |
275 |
1.6% |
52% |
False |
False |
60,015 |
| 80 |
18,002 |
15,256 |
2,746 |
16.5% |
243 |
1.5% |
52% |
False |
False |
45,020 |
| 100 |
18,149 |
15,256 |
2,893 |
17.4% |
203 |
1.2% |
49% |
False |
False |
36,016 |
| 120 |
18,149 |
15,256 |
2,893 |
17.4% |
173 |
1.0% |
49% |
False |
False |
30,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,542 |
|
2.618 |
17,242 |
|
1.618 |
17,058 |
|
1.000 |
16,944 |
|
0.618 |
16,874 |
|
HIGH |
16,760 |
|
0.618 |
16,690 |
|
0.500 |
16,668 |
|
0.382 |
16,646 |
|
LOW |
16,576 |
|
0.618 |
16,462 |
|
1.000 |
16,392 |
|
1.618 |
16,278 |
|
2.618 |
16,094 |
|
4.250 |
15,794 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,671 |
16,559 |
| PP |
16,669 |
16,447 |
| S1 |
16,668 |
16,334 |
|