Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,990.0 |
4,903.0 |
-87.0 |
-1.7% |
5,080.0 |
High |
4,996.0 |
5,013.0 |
17.0 |
0.3% |
5,118.0 |
Low |
4,881.0 |
4,899.0 |
18.0 |
0.4% |
4,970.0 |
Close |
4,884.0 |
5,007.0 |
123.0 |
2.5% |
5,032.0 |
Range |
115.0 |
114.0 |
-1.0 |
-0.9% |
148.0 |
ATR |
102.6 |
104.5 |
1.9 |
1.8% |
0.0 |
Volume |
37,757 |
39,041 |
1,284 |
3.4% |
138,120 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,315.0 |
5,275.0 |
5,069.7 |
|
R3 |
5,201.0 |
5,161.0 |
5,038.4 |
|
R2 |
5,087.0 |
5,087.0 |
5,027.9 |
|
R1 |
5,047.0 |
5,047.0 |
5,017.5 |
5,067.0 |
PP |
4,973.0 |
4,973.0 |
4,973.0 |
4,983.0 |
S1 |
4,933.0 |
4,933.0 |
4,996.6 |
4,953.0 |
S2 |
4,859.0 |
4,859.0 |
4,986.1 |
|
S3 |
4,745.0 |
4,819.0 |
4,975.7 |
|
S4 |
4,631.0 |
4,705.0 |
4,944.3 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,484.0 |
5,406.0 |
5,113.4 |
|
R3 |
5,336.0 |
5,258.0 |
5,072.7 |
|
R2 |
5,188.0 |
5,188.0 |
5,059.1 |
|
R1 |
5,110.0 |
5,110.0 |
5,045.6 |
5,075.0 |
PP |
5,040.0 |
5,040.0 |
5,040.0 |
5,022.5 |
S1 |
4,962.0 |
4,962.0 |
5,018.4 |
4,927.0 |
S2 |
4,892.0 |
4,892.0 |
5,004.9 |
|
S3 |
4,744.0 |
4,814.0 |
4,991.3 |
|
S4 |
4,596.0 |
4,666.0 |
4,950.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,107.0 |
4,881.0 |
226.0 |
4.5% |
98.6 |
2.0% |
56% |
False |
False |
30,833 |
10 |
5,183.0 |
4,881.0 |
302.0 |
6.0% |
88.7 |
1.8% |
42% |
False |
False |
29,605 |
20 |
5,212.0 |
4,881.0 |
331.0 |
6.6% |
84.9 |
1.7% |
38% |
False |
False |
29,261 |
40 |
5,518.0 |
4,881.0 |
637.0 |
12.7% |
59.5 |
1.2% |
20% |
False |
False |
14,731 |
60 |
5,644.0 |
4,881.0 |
763.0 |
15.2% |
43.7 |
0.9% |
17% |
False |
False |
9,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,497.5 |
2.618 |
5,311.5 |
1.618 |
5,197.5 |
1.000 |
5,127.0 |
0.618 |
5,083.5 |
HIGH |
5,013.0 |
0.618 |
4,969.5 |
0.500 |
4,956.0 |
0.382 |
4,942.5 |
LOW |
4,899.0 |
0.618 |
4,828.5 |
1.000 |
4,785.0 |
1.618 |
4,714.5 |
2.618 |
4,600.5 |
4.250 |
4,414.5 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,990.0 |
5,002.7 |
PP |
4,973.0 |
4,998.3 |
S1 |
4,956.0 |
4,994.0 |
|