Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,973.00 |
1,961.00 |
-12.00 |
-0.6% |
1,915.50 |
High |
1,982.25 |
1,991.25 |
9.00 |
0.5% |
1,943.75 |
Low |
1,962.50 |
1,960.50 |
-2.00 |
-0.1% |
1,861.00 |
Close |
1,968.50 |
1,987.25 |
18.75 |
1.0% |
1,943.00 |
Range |
19.75 |
30.75 |
11.00 |
55.7% |
82.75 |
ATR |
40.06 |
39.40 |
-0.67 |
-1.7% |
0.00 |
Volume |
1,606,289 |
1,937,061 |
330,772 |
20.6% |
11,463,904 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.00 |
2,060.25 |
2,004.25 |
|
R3 |
2,041.25 |
2,029.50 |
1,995.75 |
|
R2 |
2,010.50 |
2,010.50 |
1,993.00 |
|
R1 |
1,998.75 |
1,998.75 |
1,990.00 |
2,004.50 |
PP |
1,979.75 |
1,979.75 |
1,979.75 |
1,982.50 |
S1 |
1,968.00 |
1,968.00 |
1,984.50 |
1,974.00 |
S2 |
1,949.00 |
1,949.00 |
1,981.50 |
|
S3 |
1,918.25 |
1,937.25 |
1,978.75 |
|
S4 |
1,887.50 |
1,906.50 |
1,970.25 |
|
|
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 |
1,991.25 |
1,883.00 |
108.25 |
5.4% |
38.75 |
1.9% |
96% |
True |
False |
1,947,483 |
10 |
1,991.25 |
1,861.00 |
130.25 |
6.6% |
40.25 |
2.0% |
97% |
True |
False |
2,098,178 |
20 |
2,011.75 |
1,861.00 |
150.75 |
7.6% |
37.50 |
1.9% |
84% |
False |
False |
1,922,231 |
40 |
2,095.50 |
1,823.00 |
272.50 |
13.7% |
43.00 |
2.2% |
60% |
False |
False |
979,935 |
60 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
35.25 |
1.8% |
56% |
False |
False |
654,345 |
80 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
32.75 |
1.6% |
56% |
False |
False |
491,346 |
100 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
29.25 |
1.5% |
56% |
False |
False |
393,249 |
120 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
27.50 |
1.4% |
56% |
False |
False |
327,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,122.00 |
2.618 |
2,071.75 |
1.618 |
2,041.00 |
1.000 |
2,022.00 |
0.618 |
2,010.25 |
HIGH |
1,991.25 |
0.618 |
1,979.50 |
0.500 |
1,976.00 |
0.382 |
1,972.25 |
LOW |
1,960.50 |
0.618 |
1,941.50 |
1.000 |
1,929.75 |
1.618 |
1,910.75 |
2.618 |
1,880.00 |
4.250 |
1,829.75 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,983.50 |
1,979.50 |
PP |
1,979.75 |
1,972.00 |
S1 |
1,976.00 |
1,964.25 |
|