Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,190.0 |
5,164.0 |
-26.0 |
-0.5% |
5,000.0 |
High |
5,205.0 |
5,194.0 |
-11.0 |
-0.2% |
5,107.0 |
Low |
5,143.0 |
5,114.0 |
-29.0 |
-0.6% |
4,881.0 |
Close |
5,169.0 |
5,190.0 |
21.0 |
0.4% |
5,031.0 |
Range |
62.0 |
80.0 |
18.0 |
29.0% |
226.0 |
ATR |
100.2 |
98.8 |
-1.4 |
-1.4% |
0.0 |
Volume |
29,110 |
23,084 |
-6,026 |
-20.7% |
155,956 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,406.0 |
5,378.0 |
5,234.0 |
|
R3 |
5,326.0 |
5,298.0 |
5,212.0 |
|
R2 |
5,246.0 |
5,246.0 |
5,204.7 |
|
R1 |
5,218.0 |
5,218.0 |
5,197.3 |
5,232.0 |
PP |
5,166.0 |
5,166.0 |
5,166.0 |
5,173.0 |
S1 |
5,138.0 |
5,138.0 |
5,182.7 |
5,152.0 |
S2 |
5,086.0 |
5,086.0 |
5,175.3 |
|
S3 |
5,006.0 |
5,058.0 |
5,168.0 |
|
S4 |
4,926.0 |
4,978.0 |
5,146.0 |
|
|
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 |
5,009.0 |
196.0 |
3.8% |
77.6 |
1.5% |
92% |
False |
False |
24,939 |
10 |
5,205.0 |
4,881.0 |
324.0 |
6.2% |
88.1 |
1.7% |
95% |
False |
False |
27,886 |
20 |
5,205.0 |
4,881.0 |
324.0 |
6.2% |
87.6 |
1.7% |
95% |
False |
False |
35,273 |
40 |
5,323.0 |
4,881.0 |
442.0 |
8.5% |
68.9 |
1.3% |
70% |
False |
False |
17,847 |
60 |
5,644.0 |
4,881.0 |
763.0 |
14.7% |
49.0 |
0.9% |
40% |
False |
False |
11,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,534.0 |
2.618 |
5,403.4 |
1.618 |
5,323.4 |
1.000 |
5,274.0 |
0.618 |
5,243.4 |
HIGH |
5,194.0 |
0.618 |
5,163.4 |
0.500 |
5,154.0 |
0.382 |
5,144.6 |
LOW |
5,114.0 |
0.618 |
5,064.6 |
1.000 |
5,034.0 |
1.618 |
4,984.6 |
2.618 |
4,904.6 |
4.250 |
4,774.0 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,178.0 |
5,173.0 |
PP |
5,166.0 |
5,156.0 |
S1 |
5,154.0 |
5,139.0 |
|