Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,905 |
18,415 |
510 |
2.8% |
17,850 |
High |
18,520 |
18,455 |
-65 |
-0.4% |
17,970 |
Low |
17,905 |
18,140 |
235 |
1.3% |
16,995 |
Close |
18,440 |
18,250 |
-190 |
-1.0% |
17,960 |
Range |
615 |
315 |
-300 |
-48.8% |
975 |
ATR |
534 |
519 |
-16 |
-2.9% |
0 |
Volume |
15,463 |
11,136 |
-4,327 |
-28.0% |
78,364 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,227 |
19,053 |
18,423 |
|
R3 |
18,912 |
18,738 |
18,337 |
|
R2 |
18,597 |
18,597 |
18,308 |
|
R1 |
18,423 |
18,423 |
18,279 |
18,353 |
PP |
18,282 |
18,282 |
18,282 |
18,246 |
S1 |
18,108 |
18,108 |
18,221 |
18,038 |
S2 |
17,967 |
17,967 |
18,192 |
|
S3 |
17,652 |
17,793 |
18,164 |
|
S4 |
17,337 |
17,478 |
18,077 |
|
|
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 |
18,520 |
17,265 |
1,255 |
6.9% |
478 |
2.6% |
78% |
False |
False |
14,996 |
10 |
18,520 |
16,995 |
1,525 |
8.4% |
513 |
2.8% |
82% |
False |
False |
15,407 |
20 |
18,730 |
16,995 |
1,735 |
9.5% |
504 |
2.8% |
72% |
False |
False |
16,251 |
40 |
20,705 |
16,995 |
3,710 |
20.3% |
555 |
3.0% |
34% |
False |
False |
9,235 |
60 |
20,880 |
16,995 |
3,885 |
21.3% |
417 |
2.3% |
32% |
False |
False |
6,177 |
80 |
20,900 |
16,995 |
3,905 |
21.4% |
358 |
2.0% |
32% |
False |
False |
4,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,794 |
2.618 |
19,280 |
1.618 |
18,965 |
1.000 |
18,770 |
0.618 |
18,650 |
HIGH |
18,455 |
0.618 |
18,335 |
0.500 |
18,298 |
0.382 |
18,260 |
LOW |
18,140 |
0.618 |
17,945 |
1.000 |
17,825 |
1.618 |
17,630 |
2.618 |
17,315 |
4.250 |
16,801 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
18,298 |
18,143 |
PP |
18,282 |
18,037 |
S1 |
18,266 |
17,930 |
|