Trading Metrics calculated at close of trading on 29-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
9,577.0 |
9,420.0 |
-157.0 |
-1.6% |
9,885.0 |
High |
9,678.5 |
9,539.0 |
-139.5 |
-1.4% |
10,019.0 |
Low |
9,434.0 |
9,301.0 |
-133.0 |
-1.4% |
9,361.0 |
Close |
9,490.5 |
9,466.5 |
-24.0 |
-0.3% |
9,705.0 |
Range |
244.5 |
238.0 |
-6.5 |
-2.7% |
658.0 |
ATR |
278.4 |
275.6 |
-2.9 |
-1.0% |
0.0 |
Volume |
146,904 |
127,717 |
-19,187 |
-13.1% |
666,557 |
|
Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,149.5 |
10,046.0 |
9,597.4 |
|
R3 |
9,911.5 |
9,808.0 |
9,532.0 |
|
R2 |
9,673.5 |
9,673.5 |
9,510.1 |
|
R1 |
9,570.0 |
9,570.0 |
9,488.3 |
9,621.8 |
PP |
9,435.5 |
9,435.5 |
9,435.5 |
9,461.4 |
S1 |
9,332.0 |
9,332.0 |
9,444.7 |
9,383.8 |
S2 |
9,197.5 |
9,197.5 |
9,422.9 |
|
S3 |
8,959.5 |
9,094.0 |
9,401.1 |
|
S4 |
8,721.5 |
8,856.0 |
9,335.6 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,669.0 |
11,345.0 |
10,066.9 |
|
R3 |
11,011.0 |
10,687.0 |
9,886.0 |
|
R2 |
10,353.0 |
10,353.0 |
9,825.6 |
|
R1 |
10,029.0 |
10,029.0 |
9,765.3 |
9,862.0 |
PP |
9,695.0 |
9,695.0 |
9,695.0 |
9,611.5 |
S1 |
9,371.0 |
9,371.0 |
9,644.7 |
9,204.0 |
S2 |
9,037.0 |
9,037.0 |
9,584.4 |
|
S3 |
8,379.0 |
8,713.0 |
9,524.1 |
|
S4 |
7,721.0 |
8,055.0 |
9,343.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,746.5 |
9,301.0 |
445.5 |
4.7% |
248.7 |
2.6% |
37% |
False |
True |
135,331 |
10 |
10,338.0 |
9,301.0 |
1,037.0 |
11.0% |
265.0 |
2.8% |
16% |
False |
True |
125,102 |
20 |
10,521.5 |
9,301.0 |
1,220.5 |
12.9% |
241.7 |
2.6% |
14% |
False |
True |
73,950 |
40 |
11,670.5 |
9,301.0 |
2,369.5 |
25.0% |
243.6 |
2.6% |
7% |
False |
True |
37,473 |
60 |
11,811.0 |
9,301.0 |
2,510.0 |
26.5% |
220.8 |
2.3% |
7% |
False |
True |
25,097 |
80 |
11,811.0 |
9,301.0 |
2,510.0 |
26.5% |
223.9 |
2.4% |
7% |
False |
True |
18,925 |
100 |
11,900.5 |
9,301.0 |
2,599.5 |
27.5% |
212.9 |
2.2% |
6% |
False |
True |
15,154 |
120 |
12,421.0 |
9,301.0 |
3,120.0 |
33.0% |
209.9 |
2.2% |
5% |
False |
True |
12,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,550.5 |
2.618 |
10,162.1 |
1.618 |
9,924.1 |
1.000 |
9,777.0 |
0.618 |
9,686.1 |
HIGH |
9,539.0 |
0.618 |
9,448.1 |
0.500 |
9,420.0 |
0.382 |
9,391.9 |
LOW |
9,301.0 |
0.618 |
9,153.9 |
1.000 |
9,063.0 |
1.618 |
8,915.9 |
2.618 |
8,677.9 |
4.250 |
8,289.5 |
|
|
Fisher Pivots for day following 29-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
9,451.0 |
9,523.8 |
PP |
9,435.5 |
9,504.7 |
S1 |
9,420.0 |
9,485.6 |
|