Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
18,415 |
18,220 |
-195 |
-1.1% |
17,850 |
High |
18,455 |
18,540 |
85 |
0.5% |
17,970 |
Low |
18,140 |
18,075 |
-65 |
-0.4% |
16,995 |
Close |
18,250 |
18,430 |
180 |
1.0% |
17,960 |
Range |
315 |
465 |
150 |
47.6% |
975 |
ATR |
519 |
515 |
-4 |
-0.7% |
0 |
Volume |
11,136 |
16,189 |
5,053 |
45.4% |
78,364 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,743 |
19,552 |
18,686 |
|
R3 |
19,278 |
19,087 |
18,558 |
|
R2 |
18,813 |
18,813 |
18,515 |
|
R1 |
18,622 |
18,622 |
18,473 |
18,718 |
PP |
18,348 |
18,348 |
18,348 |
18,396 |
S1 |
18,157 |
18,157 |
18,388 |
18,253 |
S2 |
17,883 |
17,883 |
18,345 |
|
S3 |
17,418 |
17,692 |
18,302 |
|
S4 |
16,953 |
17,227 |
18,174 |
|
|
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 |
18,540 |
17,340 |
1,200 |
6.5% |
498 |
2.7% |
91% |
True |
False |
15,484 |
10 |
18,540 |
16,995 |
1,545 |
8.4% |
521 |
2.8% |
93% |
True |
False |
16,194 |
20 |
18,665 |
16,995 |
1,670 |
9.1% |
489 |
2.7% |
86% |
False |
False |
15,407 |
40 |
20,640 |
16,995 |
3,645 |
19.8% |
562 |
3.0% |
39% |
False |
False |
9,638 |
60 |
20,880 |
16,995 |
3,885 |
21.1% |
423 |
2.3% |
37% |
False |
False |
6,447 |
80 |
20,900 |
16,995 |
3,905 |
21.2% |
363 |
2.0% |
37% |
False |
False |
4,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,516 |
2.618 |
19,757 |
1.618 |
19,292 |
1.000 |
19,005 |
0.618 |
18,827 |
HIGH |
18,540 |
0.618 |
18,362 |
0.500 |
18,308 |
0.382 |
18,253 |
LOW |
18,075 |
0.618 |
17,788 |
1.000 |
17,610 |
1.618 |
17,323 |
2.618 |
16,858 |
4.250 |
16,099 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
18,389 |
18,361 |
PP |
18,348 |
18,292 |
S1 |
18,308 |
18,223 |
|