Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,941.00 |
1,973.00 |
32.00 |
1.6% |
1,915.50 |
High |
1,980.00 |
1,982.25 |
2.25 |
0.1% |
1,943.75 |
Low |
1,937.25 |
1,962.50 |
25.25 |
1.3% |
1,861.00 |
Close |
1,974.75 |
1,968.50 |
-6.25 |
-0.3% |
1,943.00 |
Range |
42.75 |
19.75 |
-23.00 |
-53.8% |
82.75 |
ATR |
41.62 |
40.06 |
-1.56 |
-3.8% |
0.00 |
Volume |
1,675,519 |
1,606,289 |
-69,230 |
-4.1% |
11,463,904 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,030.25 |
2,019.25 |
1,979.25 |
|
R3 |
2,010.50 |
1,999.50 |
1,974.00 |
|
R2 |
1,990.75 |
1,990.75 |
1,972.00 |
|
R1 |
1,979.75 |
1,979.75 |
1,970.25 |
1,975.50 |
PP |
1,971.00 |
1,971.00 |
1,971.00 |
1,969.00 |
S1 |
1,960.00 |
1,960.00 |
1,966.75 |
1,955.50 |
S2 |
1,951.25 |
1,951.25 |
1,965.00 |
|
S3 |
1,931.50 |
1,940.25 |
1,963.00 |
|
S4 |
1,911.75 |
1,920.50 |
1,957.75 |
|
|
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 |
1,982.25 |
1,871.25 |
111.00 |
5.6% |
40.25 |
2.0% |
88% |
True |
False |
2,003,399 |
10 |
1,982.25 |
1,861.00 |
121.25 |
6.2% |
40.25 |
2.0% |
89% |
True |
False |
2,046,868 |
20 |
2,011.75 |
1,861.00 |
150.75 |
7.7% |
38.75 |
2.0% |
71% |
False |
False |
1,836,454 |
40 |
2,095.50 |
1,823.00 |
272.50 |
13.8% |
43.00 |
2.2% |
53% |
False |
False |
931,584 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
35.00 |
1.8% |
49% |
False |
False |
622,087 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
32.50 |
1.7% |
49% |
False |
False |
467,173 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
29.00 |
1.5% |
49% |
False |
False |
373,881 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
27.50 |
1.4% |
49% |
False |
False |
311,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,066.25 |
2.618 |
2,034.00 |
1.618 |
2,014.25 |
1.000 |
2,002.00 |
0.618 |
1,994.50 |
HIGH |
1,982.25 |
0.618 |
1,974.75 |
0.500 |
1,972.50 |
0.382 |
1,970.00 |
LOW |
1,962.50 |
0.618 |
1,950.25 |
1.000 |
1,942.75 |
1.618 |
1,930.50 |
2.618 |
1,910.75 |
4.250 |
1,878.50 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,972.50 |
1,956.50 |
PP |
1,971.00 |
1,944.50 |
S1 |
1,969.75 |
1,932.50 |
|