Trading Metrics calculated at close of trading on 01-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,875.00 |
1,902.50 |
27.50 |
1.5% |
1,949.25 |
High |
1,910.50 |
1,929.50 |
19.00 |
1.0% |
1,969.00 |
Low |
1,871.25 |
1,890.25 |
19.00 |
1.0% |
1,897.25 |
Close |
1,908.75 |
1,916.75 |
8.00 |
0.4% |
1,919.25 |
Range |
39.25 |
39.25 |
0.00 |
0.0% |
71.75 |
ATR |
40.12 |
40.06 |
-0.06 |
-0.2% |
0.00 |
Volume |
2,216,643 |
2,052,465 |
-164,178 |
-7.4% |
9,221,630 |
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,030.00 |
2,012.50 |
1,938.25 |
|
R3 |
1,990.75 |
1,973.25 |
1,927.50 |
|
R2 |
1,951.50 |
1,951.50 |
1,924.00 |
|
R1 |
1,934.00 |
1,934.00 |
1,920.25 |
1,942.75 |
PP |
1,912.25 |
1,912.25 |
1,912.25 |
1,916.50 |
S1 |
1,894.75 |
1,894.75 |
1,913.25 |
1,903.50 |
S2 |
1,873.00 |
1,873.00 |
1,909.50 |
|
S3 |
1,833.75 |
1,855.50 |
1,906.00 |
|
S4 |
1,794.50 |
1,816.25 |
1,895.25 |
|
|
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% |
62% |
False |
False |
2,215,709 |
10 |
1,983.00 |
1,861.00 |
122.00 |
6.4% |
40.00 |
2.1% |
46% |
False |
False |
2,064,295 |
20 |
2,011.75 |
1,861.00 |
150.75 |
7.9% |
38.75 |
2.0% |
37% |
False |
False |
1,560,438 |
40 |
2,095.50 |
1,823.00 |
272.50 |
14.2% |
41.75 |
2.2% |
34% |
False |
False |
788,275 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
34.50 |
1.8% |
32% |
False |
False |
526,477 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
31.75 |
1.7% |
32% |
False |
False |
395,353 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
28.50 |
1.5% |
32% |
False |
False |
316,421 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
26.75 |
1.4% |
32% |
False |
False |
263,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,096.25 |
2.618 |
2,032.25 |
1.618 |
1,993.00 |
1.000 |
1,968.75 |
0.618 |
1,953.75 |
HIGH |
1,929.50 |
0.618 |
1,914.50 |
0.500 |
1,910.00 |
0.382 |
1,905.25 |
LOW |
1,890.25 |
0.618 |
1,866.00 |
1.000 |
1,851.00 |
1.618 |
1,826.75 |
2.618 |
1,787.50 |
4.250 |
1,723.50 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,914.50 |
1,909.50 |
PP |
1,912.25 |
1,902.50 |
S1 |
1,910.00 |
1,895.25 |
|