Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,565 |
17,725 |
160 |
0.9% |
17,850 |
High |
17,945 |
17,970 |
25 |
0.1% |
17,970 |
Low |
17,480 |
17,340 |
-140 |
-0.8% |
16,995 |
Close |
17,715 |
17,960 |
245 |
1.4% |
17,960 |
Range |
465 |
630 |
165 |
35.5% |
975 |
ATR |
520 |
528 |
8 |
1.5% |
0 |
Volume |
13,298 |
21,336 |
8,038 |
60.4% |
78,364 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,647 |
19,433 |
18,307 |
|
R3 |
19,017 |
18,803 |
18,133 |
|
R2 |
18,387 |
18,387 |
18,076 |
|
R1 |
18,173 |
18,173 |
18,018 |
18,280 |
PP |
17,757 |
17,757 |
17,757 |
17,810 |
S1 |
17,543 |
17,543 |
17,902 |
17,650 |
S2 |
17,127 |
17,127 |
17,845 |
|
S3 |
16,497 |
16,913 |
17,787 |
|
S4 |
15,867 |
16,283 |
17,614 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,567 |
20,238 |
18,496 |
|
R3 |
19,592 |
19,263 |
18,228 |
|
R2 |
18,617 |
18,617 |
18,139 |
|
R1 |
18,288 |
18,288 |
18,050 |
18,453 |
PP |
17,642 |
17,642 |
17,642 |
17,724 |
S1 |
17,313 |
17,313 |
17,871 |
17,478 |
S2 |
16,667 |
16,667 |
17,781 |
|
S3 |
15,692 |
16,338 |
17,692 |
|
S4 |
14,717 |
15,363 |
17,424 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,970 |
16,995 |
975 |
5.4% |
504 |
2.8% |
99% |
True |
False |
15,672 |
10 |
18,115 |
16,995 |
1,120 |
6.2% |
516 |
2.9% |
86% |
False |
False |
14,224 |
20 |
18,730 |
16,995 |
1,735 |
9.7% |
543 |
3.0% |
56% |
False |
False |
16,536 |
40 |
20,880 |
16,995 |
3,885 |
21.6% |
543 |
3.0% |
25% |
False |
False |
8,571 |
60 |
20,880 |
16,995 |
3,885 |
21.6% |
409 |
2.3% |
25% |
False |
False |
5,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,648 |
2.618 |
19,619 |
1.618 |
18,989 |
1.000 |
18,600 |
0.618 |
18,359 |
HIGH |
17,970 |
0.618 |
17,729 |
0.500 |
17,655 |
0.382 |
17,581 |
LOW |
17,340 |
0.618 |
16,951 |
1.000 |
16,710 |
1.618 |
16,321 |
2.618 |
15,691 |
4.250 |
14,663 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,858 |
17,846 |
PP |
17,757 |
17,732 |
S1 |
17,655 |
17,618 |
|