Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
9,748.5 |
9,580.0 |
-168.5 |
-1.7% |
9,577.0 |
High |
9,787.5 |
9,681.0 |
-106.5 |
-1.1% |
9,787.5 |
Low |
9,449.0 |
9,390.0 |
-59.0 |
-0.6% |
9,301.0 |
Close |
9,509.0 |
9,536.0 |
27.0 |
0.3% |
9,536.0 |
Range |
338.5 |
291.0 |
-47.5 |
-14.0% |
486.5 |
ATR |
279.6 |
280.4 |
0.8 |
0.3% |
0.0 |
Volume |
136,757 |
114,878 |
-21,879 |
-16.0% |
659,116 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,408.7 |
10,263.3 |
9,696.1 |
|
R3 |
10,117.7 |
9,972.3 |
9,616.0 |
|
R2 |
9,826.7 |
9,826.7 |
9,589.4 |
|
R1 |
9,681.3 |
9,681.3 |
9,562.7 |
9,608.5 |
PP |
9,535.7 |
9,535.7 |
9,535.7 |
9,499.3 |
S1 |
9,390.3 |
9,390.3 |
9,509.3 |
9,317.5 |
S2 |
9,244.7 |
9,244.7 |
9,482.7 |
|
S3 |
8,953.7 |
9,099.3 |
9,456.0 |
|
S4 |
8,662.7 |
8,808.3 |
9,376.0 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,001.0 |
10,755.0 |
9,803.6 |
|
R3 |
10,514.5 |
10,268.5 |
9,669.8 |
|
R2 |
10,028.0 |
10,028.0 |
9,625.2 |
|
R1 |
9,782.0 |
9,782.0 |
9,580.6 |
9,661.8 |
PP |
9,541.5 |
9,541.5 |
9,541.5 |
9,481.4 |
S1 |
9,295.5 |
9,295.5 |
9,491.4 |
9,175.3 |
S2 |
9,055.0 |
9,055.0 |
9,446.8 |
|
S3 |
8,568.5 |
8,809.0 |
9,402.2 |
|
S4 |
8,082.0 |
8,322.5 |
9,268.4 |
|
|
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% |
253.1 |
2.7% |
48% |
False |
False |
131,823 |
10 |
10,019.0 |
9,301.0 |
718.0 |
7.5% |
270.7 |
2.8% |
33% |
False |
False |
132,567 |
20 |
10,521.5 |
9,301.0 |
1,220.5 |
12.8% |
249.8 |
2.6% |
19% |
False |
False |
92,882 |
40 |
11,615.0 |
9,301.0 |
2,314.0 |
24.3% |
253.5 |
2.7% |
10% |
False |
False |
47,075 |
60 |
11,811.0 |
9,301.0 |
2,510.0 |
26.3% |
222.9 |
2.3% |
9% |
False |
False |
31,496 |
80 |
11,811.0 |
9,301.0 |
2,510.0 |
26.3% |
225.2 |
2.4% |
9% |
False |
False |
23,726 |
100 |
11,900.5 |
9,301.0 |
2,599.5 |
27.3% |
215.5 |
2.3% |
9% |
False |
False |
18,997 |
120 |
12,352.0 |
9,301.0 |
3,051.0 |
32.0% |
214.3 |
2.2% |
8% |
False |
False |
15,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,917.8 |
2.618 |
10,442.8 |
1.618 |
10,151.8 |
1.000 |
9,972.0 |
0.618 |
9,860.8 |
HIGH |
9,681.0 |
0.618 |
9,569.8 |
0.500 |
9,535.5 |
0.382 |
9,501.2 |
LOW |
9,390.0 |
0.618 |
9,210.2 |
1.000 |
9,099.0 |
1.618 |
8,919.2 |
2.618 |
8,628.2 |
4.250 |
8,153.3 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
9,535.8 |
9,588.8 |
PP |
9,535.7 |
9,571.2 |
S1 |
9,535.5 |
9,553.6 |
|