Trading Metrics calculated at close of trading on 01-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,305 |
17,565 |
260 |
1.5% |
17,880 |
High |
17,630 |
17,945 |
315 |
1.8% |
18,115 |
Low |
17,265 |
17,480 |
215 |
1.2% |
17,160 |
Close |
17,595 |
17,715 |
120 |
0.7% |
17,875 |
Range |
365 |
465 |
100 |
27.4% |
955 |
ATR |
525 |
520 |
-4 |
-0.8% |
0 |
Volume |
13,750 |
13,298 |
-452 |
-3.3% |
63,882 |
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,108 |
18,877 |
17,971 |
|
R3 |
18,643 |
18,412 |
17,843 |
|
R2 |
18,178 |
18,178 |
17,800 |
|
R1 |
17,947 |
17,947 |
17,758 |
18,063 |
PP |
17,713 |
17,713 |
17,713 |
17,771 |
S1 |
17,482 |
17,482 |
17,673 |
17,598 |
S2 |
17,248 |
17,248 |
17,630 |
|
S3 |
16,783 |
17,017 |
17,587 |
|
S4 |
16,318 |
16,552 |
17,459 |
|
|
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% |
508 |
2.9% |
65% |
False |
False |
15,893 |
10 |
18,360 |
16,995 |
1,365 |
7.7% |
512 |
2.9% |
53% |
False |
False |
13,979 |
20 |
18,730 |
16,995 |
1,735 |
9.8% |
526 |
3.0% |
41% |
False |
False |
15,729 |
40 |
20,880 |
16,995 |
3,885 |
21.9% |
531 |
3.0% |
19% |
False |
False |
8,038 |
60 |
20,880 |
16,995 |
3,885 |
21.9% |
405 |
2.3% |
19% |
False |
False |
5,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,921 |
2.618 |
19,162 |
1.618 |
18,697 |
1.000 |
18,410 |
0.618 |
18,232 |
HIGH |
17,945 |
0.618 |
17,767 |
0.500 |
17,713 |
0.382 |
17,658 |
LOW |
17,480 |
0.618 |
17,193 |
1.000 |
17,015 |
1.618 |
16,728 |
2.618 |
16,263 |
4.250 |
15,504 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,714 |
17,633 |
PP |
17,713 |
17,552 |
S1 |
17,713 |
17,470 |
|