Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,164.0 |
5,223.0 |
59.0 |
1.1% |
5,000.0 |
High |
5,194.0 |
5,243.0 |
49.0 |
0.9% |
5,107.0 |
Low |
5,114.0 |
5,183.0 |
69.0 |
1.3% |
4,881.0 |
Close |
5,190.0 |
5,194.0 |
4.0 |
0.1% |
5,031.0 |
Range |
80.0 |
60.0 |
-20.0 |
-25.0% |
226.0 |
ATR |
98.8 |
96.0 |
-2.8 |
-2.8% |
0.0 |
Volume |
23,084 |
24,498 |
1,414 |
6.1% |
155,956 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,386.7 |
5,350.3 |
5,227.0 |
|
R3 |
5,326.7 |
5,290.3 |
5,210.5 |
|
R2 |
5,266.7 |
5,266.7 |
5,205.0 |
|
R1 |
5,230.3 |
5,230.3 |
5,199.5 |
5,218.5 |
PP |
5,206.7 |
5,206.7 |
5,206.7 |
5,200.8 |
S1 |
5,170.3 |
5,170.3 |
5,188.5 |
5,158.5 |
S2 |
5,146.7 |
5,146.7 |
5,183.0 |
|
S3 |
5,086.7 |
5,110.3 |
5,177.5 |
|
S4 |
5,026.7 |
5,050.3 |
5,161.0 |
|
|
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 |
5,243.0 |
5,021.0 |
222.0 |
4.3% |
71.0 |
1.4% |
78% |
True |
False |
23,129 |
10 |
5,243.0 |
4,881.0 |
362.0 |
7.0% |
87.8 |
1.7% |
86% |
True |
False |
27,708 |
20 |
5,243.0 |
4,881.0 |
362.0 |
7.0% |
87.2 |
1.7% |
86% |
True |
False |
36,410 |
40 |
5,323.0 |
4,881.0 |
442.0 |
8.5% |
70.4 |
1.4% |
71% |
False |
False |
18,453 |
60 |
5,644.0 |
4,881.0 |
763.0 |
14.7% |
49.4 |
1.0% |
41% |
False |
False |
12,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,498.0 |
2.618 |
5,400.1 |
1.618 |
5,340.1 |
1.000 |
5,303.0 |
0.618 |
5,280.1 |
HIGH |
5,243.0 |
0.618 |
5,220.1 |
0.500 |
5,213.0 |
0.382 |
5,205.9 |
LOW |
5,183.0 |
0.618 |
5,145.9 |
1.000 |
5,123.0 |
1.618 |
5,085.9 |
2.618 |
5,025.9 |
4.250 |
4,928.0 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,213.0 |
5,188.8 |
PP |
5,206.7 |
5,183.7 |
S1 |
5,200.3 |
5,178.5 |
|