| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
9,580.0 |
9,739.0 |
159.0 |
1.7% |
9,577.0 |
| High |
9,681.0 |
9,892.5 |
211.5 |
2.2% |
9,787.5 |
| Low |
9,390.0 |
9,647.5 |
257.5 |
2.7% |
9,301.0 |
| Close |
9,536.0 |
9,799.0 |
263.0 |
2.8% |
9,536.0 |
| Range |
291.0 |
245.0 |
-46.0 |
-15.8% |
486.5 |
| ATR |
280.4 |
285.8 |
5.4 |
1.9% |
0.0 |
| Volume |
114,878 |
118,688 |
3,810 |
3.3% |
659,116 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,514.7 |
10,401.8 |
9,933.8 |
|
| R3 |
10,269.7 |
10,156.8 |
9,866.4 |
|
| R2 |
10,024.7 |
10,024.7 |
9,843.9 |
|
| R1 |
9,911.8 |
9,911.8 |
9,821.5 |
9,968.3 |
| PP |
9,779.7 |
9,779.7 |
9,779.7 |
9,807.9 |
| S1 |
9,666.8 |
9,666.8 |
9,776.5 |
9,723.3 |
| S2 |
9,534.7 |
9,534.7 |
9,754.1 |
|
| S3 |
9,289.7 |
9,421.8 |
9,731.6 |
|
| S4 |
9,044.7 |
9,176.8 |
9,664.3 |
|
|
| 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 |
9,892.5 |
9,301.0 |
591.5 |
6.0% |
253.2 |
2.6% |
84% |
True |
False |
126,180 |
| 10 |
10,019.0 |
9,301.0 |
718.0 |
7.3% |
273.3 |
2.8% |
69% |
False |
False |
129,141 |
| 20 |
10,521.5 |
9,301.0 |
1,220.5 |
12.5% |
249.8 |
2.5% |
41% |
False |
False |
98,671 |
| 40 |
11,615.0 |
9,301.0 |
2,314.0 |
23.6% |
256.7 |
2.6% |
22% |
False |
False |
50,039 |
| 60 |
11,811.0 |
9,301.0 |
2,510.0 |
25.6% |
223.0 |
2.3% |
20% |
False |
False |
33,470 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
25.6% |
225.1 |
2.3% |
20% |
False |
False |
25,207 |
| 100 |
11,900.5 |
9,301.0 |
2,599.5 |
26.5% |
214.9 |
2.2% |
19% |
False |
False |
20,183 |
| 120 |
12,210.0 |
9,301.0 |
2,909.0 |
29.7% |
215.5 |
2.2% |
17% |
False |
False |
16,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,933.8 |
|
2.618 |
10,533.9 |
|
1.618 |
10,288.9 |
|
1.000 |
10,137.5 |
|
0.618 |
10,043.9 |
|
HIGH |
9,892.5 |
|
0.618 |
9,798.9 |
|
0.500 |
9,770.0 |
|
0.382 |
9,741.1 |
|
LOW |
9,647.5 |
|
0.618 |
9,496.1 |
|
1.000 |
9,402.5 |
|
1.618 |
9,251.1 |
|
2.618 |
9,006.1 |
|
4.250 |
8,606.3 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,789.3 |
9,746.4 |
| PP |
9,779.7 |
9,693.8 |
| S1 |
9,770.0 |
9,641.3 |
|