Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
18,220 |
18,400 |
180 |
1.0% |
17,850 |
High |
18,540 |
18,490 |
-50 |
-0.3% |
17,970 |
Low |
18,075 |
18,105 |
30 |
0.2% |
16,995 |
Close |
18,430 |
18,370 |
-60 |
-0.3% |
17,960 |
Range |
465 |
385 |
-80 |
-17.2% |
975 |
ATR |
515 |
506 |
-9 |
-1.8% |
0 |
Volume |
16,189 |
13,661 |
-2,528 |
-15.6% |
78,364 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,477 |
19,308 |
18,582 |
|
R3 |
19,092 |
18,923 |
18,476 |
|
R2 |
18,707 |
18,707 |
18,441 |
|
R1 |
18,538 |
18,538 |
18,405 |
18,430 |
PP |
18,322 |
18,322 |
18,322 |
18,268 |
S1 |
18,153 |
18,153 |
18,335 |
18,045 |
S2 |
17,937 |
17,937 |
18,300 |
|
S3 |
17,552 |
17,768 |
18,264 |
|
S4 |
17,167 |
17,383 |
18,158 |
|
|
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% |
482 |
2.6% |
86% |
False |
False |
15,557 |
10 |
18,540 |
16,995 |
1,545 |
8.4% |
495 |
2.7% |
89% |
False |
False |
15,725 |
20 |
18,665 |
16,995 |
1,670 |
9.1% |
486 |
2.6% |
82% |
False |
False |
14,658 |
40 |
20,640 |
16,995 |
3,645 |
19.8% |
557 |
3.0% |
38% |
False |
False |
9,979 |
60 |
20,880 |
16,995 |
3,885 |
21.1% |
428 |
2.3% |
35% |
False |
False |
6,675 |
80 |
20,900 |
16,995 |
3,905 |
21.3% |
367 |
2.0% |
35% |
False |
False |
5,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,126 |
2.618 |
19,498 |
1.618 |
19,113 |
1.000 |
18,875 |
0.618 |
18,728 |
HIGH |
18,490 |
0.618 |
18,343 |
0.500 |
18,298 |
0.382 |
18,252 |
LOW |
18,105 |
0.618 |
17,867 |
1.000 |
17,720 |
1.618 |
17,482 |
2.618 |
17,097 |
4.250 |
16,469 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
18,346 |
18,349 |
PP |
18,322 |
18,328 |
S1 |
18,298 |
18,308 |
|