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 |
5,022.0 |
5,061.0 |
39.0 |
0.8% |
5,000.0 |
High |
5,102.0 |
5,104.0 |
2.0 |
0.0% |
5,107.0 |
Low |
5,009.0 |
5,021.0 |
12.0 |
0.2% |
4,881.0 |
Close |
5,081.0 |
5,031.0 |
-50.0 |
-1.0% |
5,031.0 |
Range |
93.0 |
83.0 |
-10.0 |
-10.8% |
226.0 |
ATR |
103.8 |
102.3 |
-1.5 |
-1.4% |
0.0 |
Volume |
33,547 |
23,392 |
-10,155 |
-30.3% |
155,956 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,301.0 |
5,249.0 |
5,076.7 |
|
R3 |
5,218.0 |
5,166.0 |
5,053.8 |
|
R2 |
5,135.0 |
5,135.0 |
5,046.2 |
|
R1 |
5,083.0 |
5,083.0 |
5,038.6 |
5,067.5 |
PP |
5,052.0 |
5,052.0 |
5,052.0 |
5,044.3 |
S1 |
5,000.0 |
5,000.0 |
5,023.4 |
4,984.5 |
S2 |
4,969.0 |
4,969.0 |
5,015.8 |
|
S3 |
4,886.0 |
4,917.0 |
5,008.2 |
|
S4 |
4,803.0 |
4,834.0 |
4,985.4 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,684.3 |
5,583.7 |
5,155.3 |
|
R3 |
5,458.3 |
5,357.7 |
5,093.2 |
|
R2 |
5,232.3 |
5,232.3 |
5,072.4 |
|
R1 |
5,131.7 |
5,131.7 |
5,051.7 |
5,182.0 |
PP |
5,006.3 |
5,006.3 |
5,006.3 |
5,031.5 |
S1 |
4,905.7 |
4,905.7 |
5,010.3 |
4,956.0 |
S2 |
4,780.3 |
4,780.3 |
4,989.6 |
|
S3 |
4,554.3 |
4,679.7 |
4,968.9 |
|
S4 |
4,328.3 |
4,453.7 |
4,906.7 |
|
|
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% |
103.8 |
2.1% |
66% |
False |
False |
31,191 |
10 |
5,118.0 |
4,881.0 |
237.0 |
4.7% |
87.7 |
1.7% |
63% |
False |
False |
29,407 |
20 |
5,212.0 |
4,881.0 |
331.0 |
6.6% |
85.6 |
1.7% |
45% |
False |
False |
32,090 |
40 |
5,437.0 |
4,881.0 |
556.0 |
11.1% |
63.8 |
1.3% |
27% |
False |
False |
16,154 |
60 |
5,644.0 |
4,881.0 |
763.0 |
15.2% |
46.2 |
0.9% |
20% |
False |
False |
10,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,456.8 |
2.618 |
5,321.3 |
1.618 |
5,238.3 |
1.000 |
5,187.0 |
0.618 |
5,155.3 |
HIGH |
5,104.0 |
0.618 |
5,072.3 |
0.500 |
5,062.5 |
0.382 |
5,052.7 |
LOW |
5,021.0 |
0.618 |
4,969.7 |
1.000 |
4,938.0 |
1.618 |
4,886.7 |
2.618 |
4,803.7 |
4.250 |
4,668.3 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,062.5 |
5,021.2 |
PP |
5,052.0 |
5,011.3 |
S1 |
5,041.5 |
5,001.5 |
|