Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
17,460 |
17,305 |
-155 |
-0.9% |
17,880 |
High |
17,490 |
17,630 |
140 |
0.8% |
18,115 |
Low |
16,995 |
17,265 |
270 |
1.6% |
17,160 |
Close |
17,275 |
17,595 |
320 |
1.9% |
17,875 |
Range |
495 |
365 |
-130 |
-26.3% |
955 |
ATR |
537 |
525 |
-12 |
-2.3% |
0 |
Volume |
16,673 |
13,750 |
-2,923 |
-17.5% |
63,882 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,592 |
18,458 |
17,796 |
|
R3 |
18,227 |
18,093 |
17,696 |
|
R2 |
17,862 |
17,862 |
17,662 |
|
R1 |
17,728 |
17,728 |
17,629 |
17,795 |
PP |
17,497 |
17,497 |
17,497 |
17,530 |
S1 |
17,363 |
17,363 |
17,562 |
17,430 |
S2 |
17,132 |
17,132 |
17,528 |
|
S3 |
16,767 |
16,998 |
17,495 |
|
S4 |
16,402 |
16,633 |
17,394 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,582 |
20,183 |
18,400 |
|
R3 |
19,627 |
19,228 |
18,138 |
|
R2 |
18,672 |
18,672 |
18,050 |
|
R1 |
18,273 |
18,273 |
17,963 |
17,995 |
PP |
17,717 |
17,717 |
17,717 |
17,578 |
S1 |
17,318 |
17,318 |
17,788 |
17,040 |
S2 |
16,762 |
16,762 |
17,700 |
|
S3 |
15,807 |
16,363 |
17,613 |
|
S4 |
14,852 |
15,408 |
17,350 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,110 |
16,995 |
1,115 |
6.3% |
543 |
3.1% |
54% |
False |
False |
16,904 |
10 |
18,665 |
16,995 |
1,670 |
9.5% |
507 |
2.9% |
36% |
False |
False |
14,048 |
20 |
18,730 |
16,995 |
1,735 |
9.9% |
538 |
3.1% |
35% |
False |
False |
15,103 |
40 |
20,880 |
16,995 |
3,885 |
22.1% |
527 |
3.0% |
15% |
False |
False |
7,706 |
60 |
20,880 |
16,995 |
3,885 |
22.1% |
412 |
2.3% |
15% |
False |
False |
5,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,181 |
2.618 |
18,586 |
1.618 |
18,221 |
1.000 |
17,995 |
0.618 |
17,856 |
HIGH |
17,630 |
0.618 |
17,491 |
0.500 |
17,448 |
0.382 |
17,405 |
LOW |
17,265 |
0.618 |
17,040 |
1.000 |
16,900 |
1.618 |
16,675 |
2.618 |
16,310 |
4.250 |
15,714 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
17,546 |
17,553 |
PP |
17,497 |
17,510 |
S1 |
17,448 |
17,468 |
|