Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,191.0 |
3,212.0 |
21.0 |
0.7% |
3,068.0 |
High |
3,228.0 |
3,264.0 |
36.0 |
1.1% |
3,141.0 |
Low |
3,157.0 |
3,207.0 |
50.0 |
1.6% |
2,970.0 |
Close |
3,217.0 |
3,210.0 |
-7.0 |
-0.2% |
3,076.0 |
Range |
71.0 |
57.0 |
-14.0 |
-19.7% |
171.0 |
ATR |
91.9 |
89.4 |
-2.5 |
-2.7% |
0.0 |
Volume |
1,276,021 |
1,276,021 |
0 |
0.0% |
6,730,870 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,398.0 |
3,361.0 |
3,241.4 |
|
R3 |
3,341.0 |
3,304.0 |
3,225.7 |
|
R2 |
3,284.0 |
3,284.0 |
3,220.5 |
|
R1 |
3,247.0 |
3,247.0 |
3,215.2 |
3,237.0 |
PP |
3,227.0 |
3,227.0 |
3,227.0 |
3,222.0 |
S1 |
3,190.0 |
3,190.0 |
3,204.8 |
3,180.0 |
S2 |
3,170.0 |
3,170.0 |
3,199.6 |
|
S3 |
3,113.0 |
3,133.0 |
3,194.3 |
|
S4 |
3,056.0 |
3,076.0 |
3,178.7 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,575.3 |
3,496.7 |
3,170.1 |
|
R3 |
3,404.3 |
3,325.7 |
3,123.0 |
|
R2 |
3,233.3 |
3,233.3 |
3,107.4 |
|
R1 |
3,154.7 |
3,154.7 |
3,091.7 |
3,194.0 |
PP |
3,062.3 |
3,062.3 |
3,062.3 |
3,082.0 |
S1 |
2,983.7 |
2,983.7 |
3,060.3 |
3,023.0 |
S2 |
2,891.3 |
2,891.3 |
3,044.7 |
|
S3 |
2,720.3 |
2,812.7 |
3,029.0 |
|
S4 |
2,549.3 |
2,641.7 |
2,982.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,264.0 |
3,026.0 |
238.0 |
7.4% |
84.0 |
2.6% |
77% |
True |
False |
1,268,187 |
10 |
3,264.0 |
2,970.0 |
294.0 |
9.2% |
82.1 |
2.6% |
82% |
True |
False |
1,310,091 |
20 |
3,286.0 |
2,970.0 |
316.0 |
9.8% |
77.7 |
2.4% |
76% |
False |
False |
1,316,967 |
40 |
3,601.0 |
2,950.0 |
651.0 |
20.3% |
83.9 |
2.6% |
40% |
False |
False |
679,318 |
60 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
71.9 |
2.2% |
35% |
False |
False |
453,207 |
80 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
74.1 |
2.3% |
35% |
False |
False |
341,109 |
100 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
68.6 |
2.1% |
35% |
False |
False |
272,972 |
120 |
3,706.0 |
2,950.0 |
756.0 |
23.6% |
65.1 |
2.0% |
34% |
False |
False |
227,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,506.3 |
2.618 |
3,413.2 |
1.618 |
3,356.2 |
1.000 |
3,321.0 |
0.618 |
3,299.2 |
HIGH |
3,264.0 |
0.618 |
3,242.2 |
0.500 |
3,235.5 |
0.382 |
3,228.8 |
LOW |
3,207.0 |
0.618 |
3,171.8 |
1.000 |
3,150.0 |
1.618 |
3,114.8 |
2.618 |
3,057.8 |
4.250 |
2,964.8 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,235.5 |
3,204.2 |
PP |
3,227.0 |
3,198.3 |
S1 |
3,218.5 |
3,192.5 |
|