Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,653 |
16,616 |
-37 |
-0.2% |
16,162 |
High |
16,760 |
16,867 |
107 |
0.6% |
16,385 |
Low |
16,576 |
16,601 |
25 |
0.2% |
15,799 |
Close |
16,672 |
16,814 |
142 |
0.9% |
16,377 |
Range |
184 |
266 |
82 |
44.6% |
586 |
ATR |
321 |
317 |
-4 |
-1.2% |
0 |
Volume |
160,899 |
201,370 |
40,471 |
25.2% |
1,207,985 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,559 |
17,452 |
16,960 |
|
R3 |
17,293 |
17,186 |
16,887 |
|
R2 |
17,027 |
17,027 |
16,863 |
|
R1 |
16,920 |
16,920 |
16,839 |
16,974 |
PP |
16,761 |
16,761 |
16,761 |
16,787 |
S1 |
16,654 |
16,654 |
16,790 |
16,708 |
S2 |
16,495 |
16,495 |
16,765 |
|
S3 |
16,229 |
16,388 |
16,741 |
|
S4 |
15,963 |
16,122 |
16,668 |
|
|
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 |
16,867 |
15,908 |
959 |
5.7% |
334 |
2.0% |
94% |
True |
False |
204,582 |
10 |
16,867 |
15,799 |
1,068 |
6.4% |
319 |
1.9% |
95% |
True |
False |
219,709 |
20 |
16,867 |
15,799 |
1,068 |
6.4% |
302 |
1.8% |
95% |
True |
False |
188,304 |
40 |
17,443 |
15,256 |
2,187 |
13.0% |
344 |
2.0% |
71% |
False |
False |
95,031 |
60 |
17,979 |
15,256 |
2,723 |
16.2% |
278 |
1.7% |
57% |
False |
False |
63,370 |
80 |
18,002 |
15,256 |
2,746 |
16.3% |
245 |
1.5% |
57% |
False |
False |
47,537 |
100 |
18,149 |
15,256 |
2,893 |
17.2% |
206 |
1.2% |
54% |
False |
False |
38,030 |
120 |
18,149 |
15,256 |
2,893 |
17.2% |
176 |
1.0% |
54% |
False |
False |
31,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,998 |
2.618 |
17,564 |
1.618 |
17,298 |
1.000 |
17,133 |
0.618 |
17,032 |
HIGH |
16,867 |
0.618 |
16,766 |
0.500 |
16,734 |
0.382 |
16,703 |
LOW |
16,601 |
0.618 |
16,437 |
1.000 |
16,335 |
1.618 |
16,171 |
2.618 |
15,905 |
4.250 |
15,471 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
16,787 |
16,742 |
PP |
16,761 |
16,670 |
S1 |
16,734 |
16,598 |
|