Trading Metrics calculated at close of trading on 01-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
9,589.5 |
9,748.5 |
159.0 |
1.7% |
9,885.0 |
High |
9,734.5 |
9,787.5 |
53.0 |
0.5% |
10,019.0 |
Low |
9,581.0 |
9,449.0 |
-132.0 |
-1.4% |
9,361.0 |
Close |
9,659.5 |
9,509.0 |
-150.5 |
-1.6% |
9,705.0 |
Range |
153.5 |
338.5 |
185.0 |
120.5% |
658.0 |
ATR |
275.0 |
279.6 |
4.5 |
1.6% |
0.0 |
Volume |
132,860 |
136,757 |
3,897 |
2.9% |
666,557 |
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,597.3 |
10,391.7 |
9,695.2 |
|
R3 |
10,258.8 |
10,053.2 |
9,602.1 |
|
R2 |
9,920.3 |
9,920.3 |
9,571.1 |
|
R1 |
9,714.7 |
9,714.7 |
9,540.0 |
9,648.3 |
PP |
9,581.8 |
9,581.8 |
9,581.8 |
9,548.6 |
S1 |
9,376.2 |
9,376.2 |
9,478.0 |
9,309.8 |
S2 |
9,243.3 |
9,243.3 |
9,446.9 |
|
S3 |
8,904.8 |
9,037.7 |
9,415.9 |
|
S4 |
8,566.3 |
8,699.2 |
9,322.8 |
|
|
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 |
9,787.5 |
9,301.0 |
486.5 |
5.1% |
231.9 |
2.4% |
43% |
True |
False |
134,147 |
10 |
10,219.0 |
9,301.0 |
918.0 |
9.7% |
277.8 |
2.9% |
23% |
False |
False |
131,772 |
20 |
10,521.5 |
9,301.0 |
1,220.5 |
12.8% |
247.4 |
2.6% |
17% |
False |
False |
87,187 |
40 |
11,670.5 |
9,301.0 |
2,369.5 |
24.9% |
249.4 |
2.6% |
9% |
False |
False |
44,205 |
60 |
11,811.0 |
9,301.0 |
2,510.0 |
26.4% |
222.2 |
2.3% |
8% |
False |
False |
29,584 |
80 |
11,811.0 |
9,301.0 |
2,510.0 |
26.4% |
223.7 |
2.4% |
8% |
False |
False |
22,293 |
100 |
11,900.5 |
9,301.0 |
2,599.5 |
27.3% |
215.1 |
2.3% |
8% |
False |
False |
17,849 |
120 |
12,360.0 |
9,301.0 |
3,059.0 |
32.2% |
212.9 |
2.2% |
7% |
False |
False |
14,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,226.1 |
2.618 |
10,673.7 |
1.618 |
10,335.2 |
1.000 |
10,126.0 |
0.618 |
9,996.7 |
HIGH |
9,787.5 |
0.618 |
9,658.2 |
0.500 |
9,618.3 |
0.382 |
9,578.3 |
LOW |
9,449.0 |
0.618 |
9,239.8 |
1.000 |
9,110.5 |
1.618 |
8,901.3 |
2.618 |
8,562.8 |
4.250 |
8,010.4 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
9,618.3 |
9,544.3 |
PP |
9,581.8 |
9,532.5 |
S1 |
9,545.4 |
9,520.8 |
|