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 |
4,903.0 |
5,022.0 |
119.0 |
2.4% |
5,080.0 |
High |
5,013.0 |
5,102.0 |
89.0 |
1.8% |
5,118.0 |
Low |
4,899.0 |
5,009.0 |
110.0 |
2.2% |
4,970.0 |
Close |
5,007.0 |
5,081.0 |
74.0 |
1.5% |
5,032.0 |
Range |
114.0 |
93.0 |
-21.0 |
-18.4% |
148.0 |
ATR |
104.5 |
103.8 |
-0.7 |
-0.6% |
0.0 |
Volume |
39,041 |
33,547 |
-5,494 |
-14.1% |
138,120 |
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,343.0 |
5,305.0 |
5,132.2 |
|
R3 |
5,250.0 |
5,212.0 |
5,106.6 |
|
R2 |
5,157.0 |
5,157.0 |
5,098.1 |
|
R1 |
5,119.0 |
5,119.0 |
5,089.5 |
5,138.0 |
PP |
5,064.0 |
5,064.0 |
5,064.0 |
5,073.5 |
S1 |
5,026.0 |
5,026.0 |
5,072.5 |
5,045.0 |
S2 |
4,971.0 |
4,971.0 |
5,064.0 |
|
S3 |
4,878.0 |
4,933.0 |
5,055.4 |
|
S4 |
4,785.0 |
4,840.0 |
5,029.9 |
|
|
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 |
4.4% |
104.6 |
2.1% |
88% |
False |
False |
32,287 |
10 |
5,182.0 |
4,881.0 |
301.0 |
5.9% |
90.1 |
1.8% |
66% |
False |
False |
30,625 |
20 |
5,212.0 |
4,881.0 |
331.0 |
6.5% |
82.8 |
1.6% |
60% |
False |
False |
30,928 |
40 |
5,449.0 |
4,881.0 |
568.0 |
11.2% |
61.9 |
1.2% |
35% |
False |
False |
15,570 |
60 |
5,644.0 |
4,881.0 |
763.0 |
15.0% |
45.3 |
0.9% |
26% |
False |
False |
10,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,497.3 |
2.618 |
5,345.5 |
1.618 |
5,252.5 |
1.000 |
5,195.0 |
0.618 |
5,159.5 |
HIGH |
5,102.0 |
0.618 |
5,066.5 |
0.500 |
5,055.5 |
0.382 |
5,044.5 |
LOW |
5,009.0 |
0.618 |
4,951.5 |
1.000 |
4,916.0 |
1.618 |
4,858.5 |
2.618 |
4,765.5 |
4.250 |
4,613.8 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,072.5 |
5,051.2 |
PP |
5,064.0 |
5,021.3 |
S1 |
5,055.5 |
4,991.5 |
|