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 |
5,061.0 |
5,080.0 |
19.0 |
0.4% |
5,000.0 |
High |
5,104.0 |
5,143.0 |
39.0 |
0.8% |
5,107.0 |
Low |
5,021.0 |
5,073.0 |
52.0 |
1.0% |
4,881.0 |
Close |
5,031.0 |
5,141.0 |
110.0 |
2.2% |
5,031.0 |
Range |
83.0 |
70.0 |
-13.0 |
-15.7% |
226.0 |
ATR |
102.3 |
103.0 |
0.7 |
0.7% |
0.0 |
Volume |
23,392 |
15,563 |
-7,829 |
-33.5% |
155,956 |
|
Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,329.0 |
5,305.0 |
5,179.5 |
|
R3 |
5,259.0 |
5,235.0 |
5,160.3 |
|
R2 |
5,189.0 |
5,189.0 |
5,153.8 |
|
R1 |
5,165.0 |
5,165.0 |
5,147.4 |
5,177.0 |
PP |
5,119.0 |
5,119.0 |
5,119.0 |
5,125.0 |
S1 |
5,095.0 |
5,095.0 |
5,134.6 |
5,107.0 |
S2 |
5,049.0 |
5,049.0 |
5,128.2 |
|
S3 |
4,979.0 |
5,025.0 |
5,121.8 |
|
S4 |
4,909.0 |
4,955.0 |
5,102.5 |
|
|
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 |
5,143.0 |
4,881.0 |
262.0 |
5.1% |
95.0 |
1.8% |
99% |
True |
False |
29,860 |
10 |
5,143.0 |
4,881.0 |
262.0 |
5.1% |
87.2 |
1.7% |
99% |
True |
False |
27,860 |
20 |
5,212.0 |
4,881.0 |
331.0 |
6.4% |
87.5 |
1.7% |
79% |
False |
False |
32,865 |
40 |
5,408.0 |
4,881.0 |
527.0 |
10.3% |
65.5 |
1.3% |
49% |
False |
False |
16,543 |
60 |
5,644.0 |
4,881.0 |
763.0 |
14.8% |
47.0 |
0.9% |
34% |
False |
False |
11,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,440.5 |
2.618 |
5,326.3 |
1.618 |
5,256.3 |
1.000 |
5,213.0 |
0.618 |
5,186.3 |
HIGH |
5,143.0 |
0.618 |
5,116.3 |
0.500 |
5,108.0 |
0.382 |
5,099.7 |
LOW |
5,073.0 |
0.618 |
5,029.7 |
1.000 |
5,003.0 |
1.618 |
4,959.7 |
2.618 |
4,889.7 |
4.250 |
4,775.5 |
|
|
Fisher Pivots for day following 05-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,130.0 |
5,119.3 |
PP |
5,119.0 |
5,097.7 |
S1 |
5,108.0 |
5,076.0 |
|