Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,961.00 |
1,987.75 |
26.75 |
1.4% |
1,915.50 |
High |
1,991.25 |
2,008.75 |
17.50 |
0.9% |
1,943.75 |
Low |
1,960.50 |
1,971.00 |
10.50 |
0.5% |
1,861.00 |
Close |
1,987.25 |
2,006.50 |
19.25 |
1.0% |
1,943.00 |
Range |
30.75 |
37.75 |
7.00 |
22.8% |
82.75 |
ATR |
39.40 |
39.28 |
-0.12 |
-0.3% |
0.00 |
Volume |
1,937,061 |
1,803,978 |
-133,083 |
-6.9% |
11,463,904 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,108.75 |
2,095.25 |
2,027.25 |
|
R3 |
2,071.00 |
2,057.50 |
2,017.00 |
|
R2 |
2,033.25 |
2,033.25 |
2,013.50 |
|
R1 |
2,019.75 |
2,019.75 |
2,010.00 |
2,026.50 |
PP |
1,995.50 |
1,995.50 |
1,995.50 |
1,998.75 |
S1 |
1,982.00 |
1,982.00 |
2,003.00 |
1,988.75 |
S2 |
1,957.75 |
1,957.75 |
1,999.50 |
|
S3 |
1,920.00 |
1,944.25 |
1,996.00 |
|
S4 |
1,882.25 |
1,906.50 |
1,985.75 |
|
|
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 |
2,008.75 |
1,883.00 |
125.75 |
6.3% |
38.25 |
1.9% |
98% |
True |
False |
1,897,785 |
10 |
2,008.75 |
1,861.00 |
147.75 |
7.4% |
40.00 |
2.0% |
98% |
True |
False |
2,056,747 |
20 |
2,011.75 |
1,861.00 |
150.75 |
7.5% |
37.25 |
1.9% |
97% |
False |
False |
1,961,279 |
40 |
2,095.50 |
1,823.00 |
272.50 |
13.6% |
43.00 |
2.1% |
67% |
False |
False |
1,024,893 |
60 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
35.75 |
1.8% |
62% |
False |
False |
684,368 |
80 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
33.00 |
1.6% |
62% |
False |
False |
513,878 |
100 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
29.50 |
1.5% |
62% |
False |
False |
411,288 |
120 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
27.75 |
1.4% |
62% |
False |
False |
342,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,169.25 |
2.618 |
2,107.50 |
1.618 |
2,069.75 |
1.000 |
2,046.50 |
0.618 |
2,032.00 |
HIGH |
2,008.75 |
0.618 |
1,994.25 |
0.500 |
1,990.00 |
0.382 |
1,985.50 |
LOW |
1,971.00 |
0.618 |
1,947.75 |
1.000 |
1,933.25 |
1.618 |
1,910.00 |
2.618 |
1,872.25 |
4.250 |
1,810.50 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
2,001.00 |
1,999.25 |
PP |
1,995.50 |
1,992.00 |
S1 |
1,990.00 |
1,984.50 |
|