Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,876.25 |
1,875.00 |
-1.25 |
-0.1% |
1,949.25 |
High |
1,889.75 |
1,910.50 |
20.75 |
1.1% |
1,969.00 |
Low |
1,861.00 |
1,871.25 |
10.25 |
0.6% |
1,897.25 |
Close |
1,874.50 |
1,908.75 |
34.25 |
1.8% |
1,919.25 |
Range |
28.75 |
39.25 |
10.50 |
36.5% |
71.75 |
ATR |
40.19 |
40.12 |
-0.07 |
-0.2% |
0.00 |
Volume |
2,374,651 |
2,216,643 |
-158,008 |
-6.7% |
9,221,630 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,014.50 |
2,001.00 |
1,930.25 |
|
R3 |
1,975.25 |
1,961.75 |
1,919.50 |
|
R2 |
1,936.00 |
1,936.00 |
1,916.00 |
|
R1 |
1,922.50 |
1,922.50 |
1,912.25 |
1,929.25 |
PP |
1,896.75 |
1,896.75 |
1,896.75 |
1,900.25 |
S1 |
1,883.25 |
1,883.25 |
1,905.25 |
1,890.00 |
S2 |
1,857.50 |
1,857.50 |
1,901.50 |
|
S3 |
1,818.25 |
1,844.00 |
1,898.00 |
|
S4 |
1,779.00 |
1,804.75 |
1,887.25 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,143.75 |
2,103.25 |
1,958.75 |
|
R3 |
2,072.00 |
2,031.50 |
1,939.00 |
|
R2 |
2,000.25 |
2,000.25 |
1,932.50 |
|
R1 |
1,959.75 |
1,959.75 |
1,925.75 |
1,944.00 |
PP |
1,928.50 |
1,928.50 |
1,928.50 |
1,920.75 |
S1 |
1,888.00 |
1,888.00 |
1,912.75 |
1,872.50 |
S2 |
1,856.75 |
1,856.75 |
1,906.00 |
|
S3 |
1,785.00 |
1,816.25 |
1,899.50 |
|
S4 |
1,713.25 |
1,744.50 |
1,879.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,951.00 |
1,861.00 |
90.00 |
4.7% |
41.75 |
2.2% |
53% |
False |
False |
2,248,873 |
10 |
2,011.75 |
1,861.00 |
150.75 |
7.9% |
40.00 |
2.1% |
32% |
False |
False |
2,091,825 |
20 |
2,011.75 |
1,861.00 |
150.75 |
7.9% |
39.00 |
2.0% |
32% |
False |
False |
1,459,752 |
40 |
2,099.00 |
1,823.00 |
276.00 |
14.5% |
41.50 |
2.2% |
31% |
False |
False |
737,059 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.5% |
34.50 |
1.8% |
29% |
False |
False |
492,324 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.5% |
31.25 |
1.6% |
29% |
False |
False |
369,792 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.5% |
28.25 |
1.5% |
29% |
False |
False |
295,898 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.5% |
26.75 |
1.4% |
29% |
False |
False |
246,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,077.25 |
2.618 |
2,013.25 |
1.618 |
1,974.00 |
1.000 |
1,949.75 |
0.618 |
1,934.75 |
HIGH |
1,910.50 |
0.618 |
1,895.50 |
0.500 |
1,891.00 |
0.382 |
1,886.25 |
LOW |
1,871.25 |
0.618 |
1,847.00 |
1.000 |
1,832.00 |
1.618 |
1,807.75 |
2.618 |
1,768.50 |
4.250 |
1,704.50 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,902.75 |
1,904.25 |
PP |
1,896.75 |
1,899.75 |
S1 |
1,891.00 |
1,895.50 |
|