Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,902.50 |
1,917.00 |
14.50 |
0.8% |
1,915.50 |
High |
1,929.50 |
1,943.75 |
14.25 |
0.7% |
1,943.75 |
Low |
1,890.25 |
1,883.00 |
-7.25 |
-0.4% |
1,861.00 |
Close |
1,916.75 |
1,943.00 |
26.25 |
1.4% |
1,943.00 |
Range |
39.25 |
60.75 |
21.50 |
54.8% |
82.75 |
ATR |
40.06 |
41.54 |
1.48 |
3.7% |
0.00 |
Volume |
2,052,465 |
2,466,082 |
413,617 |
20.2% |
11,463,904 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,105.50 |
2,085.00 |
1,976.50 |
|
R3 |
2,044.75 |
2,024.25 |
1,959.75 |
|
R2 |
1,984.00 |
1,984.00 |
1,954.25 |
|
R1 |
1,963.50 |
1,963.50 |
1,948.50 |
1,973.75 |
PP |
1,923.25 |
1,923.25 |
1,923.25 |
1,928.50 |
S1 |
1,902.75 |
1,902.75 |
1,937.50 |
1,913.00 |
S2 |
1,862.50 |
1,862.50 |
1,931.75 |
|
S3 |
1,801.75 |
1,842.00 |
1,926.25 |
|
S4 |
1,741.00 |
1,781.25 |
1,909.50 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,164.25 |
2,136.25 |
1,988.50 |
|
R3 |
2,081.50 |
2,053.50 |
1,965.75 |
|
R2 |
1,998.75 |
1,998.75 |
1,958.25 |
|
R1 |
1,970.75 |
1,970.75 |
1,950.50 |
1,984.75 |
PP |
1,916.00 |
1,916.00 |
1,916.00 |
1,923.00 |
S1 |
1,888.00 |
1,888.00 |
1,935.50 |
1,902.00 |
S2 |
1,833.25 |
1,833.25 |
1,927.75 |
|
S3 |
1,750.50 |
1,805.25 |
1,920.25 |
|
S4 |
1,667.75 |
1,722.50 |
1,897.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,943.75 |
1,861.00 |
82.75 |
4.3% |
45.75 |
2.4% |
99% |
True |
False |
2,292,780 |
10 |
1,969.00 |
1,861.00 |
108.00 |
5.6% |
41.75 |
2.2% |
76% |
False |
False |
2,068,553 |
20 |
2,011.75 |
1,861.00 |
150.75 |
7.8% |
40.25 |
2.1% |
54% |
False |
False |
1,682,083 |
40 |
2,095.50 |
1,823.00 |
272.50 |
14.0% |
42.75 |
2.2% |
44% |
False |
False |
849,809 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
35.00 |
1.8% |
41% |
False |
False |
567,514 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
32.25 |
1.7% |
41% |
False |
False |
426,157 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
28.75 |
1.5% |
41% |
False |
False |
341,079 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
27.25 |
1.4% |
41% |
False |
False |
284,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,202.00 |
2.618 |
2,102.75 |
1.618 |
2,042.00 |
1.000 |
2,004.50 |
0.618 |
1,981.25 |
HIGH |
1,943.75 |
0.618 |
1,920.50 |
0.500 |
1,913.50 |
0.382 |
1,906.25 |
LOW |
1,883.00 |
0.618 |
1,845.50 |
1.000 |
1,822.25 |
1.618 |
1,784.75 |
2.618 |
1,724.00 |
4.250 |
1,624.75 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,933.00 |
1,931.25 |
PP |
1,923.25 |
1,919.25 |
S1 |
1,913.50 |
1,907.50 |
|