Trading Metrics calculated at close of trading on 09-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,810 |
16,948 |
138 |
0.8% |
16,354 |
High |
16,983 |
17,026 |
43 |
0.3% |
17,026 |
Low |
16,680 |
16,910 |
230 |
1.4% |
16,328 |
Close |
16,966 |
16,991 |
25 |
0.1% |
16,991 |
Range |
303 |
116 |
-187 |
-61.7% |
698 |
ATR |
316 |
302 |
-14 |
-4.5% |
0 |
Volume |
188,228 |
119,038 |
-69,190 |
-36.8% |
821,884 |
|
Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,324 |
17,273 |
17,055 |
|
R3 |
17,208 |
17,157 |
17,023 |
|
R2 |
17,092 |
17,092 |
17,012 |
|
R1 |
17,041 |
17,041 |
17,002 |
17,067 |
PP |
16,976 |
16,976 |
16,976 |
16,988 |
S1 |
16,925 |
16,925 |
16,980 |
16,951 |
S2 |
16,860 |
16,860 |
16,970 |
|
S3 |
16,744 |
16,809 |
16,959 |
|
S4 |
16,628 |
16,693 |
16,927 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,876 |
18,631 |
17,375 |
|
R3 |
18,178 |
17,933 |
17,183 |
|
R2 |
17,480 |
17,480 |
17,119 |
|
R1 |
17,235 |
17,235 |
17,055 |
17,358 |
PP |
16,782 |
16,782 |
16,782 |
16,843 |
S1 |
16,537 |
16,537 |
16,927 |
16,660 |
S2 |
16,084 |
16,084 |
16,863 |
|
S3 |
15,386 |
15,839 |
16,799 |
|
S4 |
14,688 |
15,141 |
16,607 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,026 |
16,328 |
698 |
4.1% |
247 |
1.5% |
95% |
True |
False |
164,376 |
10 |
17,026 |
15,799 |
1,227 |
7.2% |
299 |
1.8% |
97% |
True |
False |
202,986 |
20 |
17,026 |
15,799 |
1,227 |
7.2% |
296 |
1.7% |
97% |
True |
False |
195,618 |
40 |
17,443 |
15,256 |
2,187 |
12.9% |
343 |
2.0% |
79% |
False |
False |
102,706 |
60 |
17,951 |
15,256 |
2,695 |
15.9% |
283 |
1.7% |
64% |
False |
False |
68,490 |
80 |
18,002 |
15,256 |
2,746 |
16.2% |
248 |
1.5% |
63% |
False |
False |
51,377 |
100 |
18,093 |
15,256 |
2,837 |
16.7% |
210 |
1.2% |
61% |
False |
False |
41,103 |
120 |
18,149 |
15,256 |
2,893 |
17.0% |
178 |
1.0% |
60% |
False |
False |
34,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,519 |
2.618 |
17,330 |
1.618 |
17,214 |
1.000 |
17,142 |
0.618 |
17,098 |
HIGH |
17,026 |
0.618 |
16,982 |
0.500 |
16,968 |
0.382 |
16,954 |
LOW |
16,910 |
0.618 |
16,838 |
1.000 |
16,794 |
1.618 |
16,722 |
2.618 |
16,606 |
4.250 |
16,417 |
|
|
Fisher Pivots for day following 09-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
16,983 |
16,932 |
PP |
16,976 |
16,873 |
S1 |
16,968 |
16,814 |
|