Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,080.0 |
5,190.0 |
110.0 |
2.2% |
5,000.0 |
High |
5,143.0 |
5,205.0 |
62.0 |
1.2% |
5,107.0 |
Low |
5,073.0 |
5,143.0 |
70.0 |
1.4% |
4,881.0 |
Close |
5,141.0 |
5,169.0 |
28.0 |
0.5% |
5,031.0 |
Range |
70.0 |
62.0 |
-8.0 |
-11.4% |
226.0 |
ATR |
103.0 |
100.2 |
-2.8 |
-2.7% |
0.0 |
Volume |
15,563 |
29,110 |
13,547 |
87.0% |
155,956 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,358.3 |
5,325.7 |
5,203.1 |
|
R3 |
5,296.3 |
5,263.7 |
5,186.1 |
|
R2 |
5,234.3 |
5,234.3 |
5,180.4 |
|
R1 |
5,201.7 |
5,201.7 |
5,174.7 |
5,187.0 |
PP |
5,172.3 |
5,172.3 |
5,172.3 |
5,165.0 |
S1 |
5,139.7 |
5,139.7 |
5,163.3 |
5,125.0 |
S2 |
5,110.3 |
5,110.3 |
5,157.6 |
|
S3 |
5,048.3 |
5,077.7 |
5,152.0 |
|
S4 |
4,986.3 |
5,015.7 |
5,134.9 |
|
|
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 |
5,205.0 |
4,899.0 |
306.0 |
5.9% |
84.4 |
1.6% |
88% |
True |
False |
28,130 |
10 |
5,205.0 |
4,881.0 |
324.0 |
6.3% |
87.0 |
1.7% |
89% |
True |
False |
28,642 |
20 |
5,212.0 |
4,881.0 |
331.0 |
6.4% |
87.7 |
1.7% |
87% |
False |
False |
34,257 |
40 |
5,323.0 |
4,881.0 |
442.0 |
8.6% |
66.9 |
1.3% |
65% |
False |
False |
17,271 |
60 |
5,644.0 |
4,881.0 |
763.0 |
14.8% |
48.0 |
0.9% |
38% |
False |
False |
11,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,468.5 |
2.618 |
5,367.3 |
1.618 |
5,305.3 |
1.000 |
5,267.0 |
0.618 |
5,243.3 |
HIGH |
5,205.0 |
0.618 |
5,181.3 |
0.500 |
5,174.0 |
0.382 |
5,166.7 |
LOW |
5,143.0 |
0.618 |
5,104.7 |
1.000 |
5,081.0 |
1.618 |
5,042.7 |
2.618 |
4,980.7 |
4.250 |
4,879.5 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,174.0 |
5,150.3 |
PP |
5,172.3 |
5,131.7 |
S1 |
5,170.7 |
5,113.0 |
|