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 |
1,115.9 |
1,113.5 |
-2.4 |
-0.2% |
1,145.8 |
High |
1,119.2 |
1,141.6 |
22.4 |
2.0% |
1,147.9 |
Low |
1,111.9 |
1,106.0 |
-5.9 |
-0.5% |
1,106.0 |
Close |
1,114.5 |
1,137.4 |
22.9 |
2.1% |
1,137.4 |
Range |
7.3 |
35.6 |
28.3 |
387.7% |
41.9 |
ATR |
14.4 |
15.9 |
1.5 |
10.6% |
0.0 |
Volume |
919 |
2,552 |
1,633 |
177.7% |
12,421 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.1 |
1,221.9 |
1,157.0 |
|
R3 |
1,199.5 |
1,186.3 |
1,147.2 |
|
R2 |
1,163.9 |
1,163.9 |
1,143.9 |
|
R1 |
1,150.7 |
1,150.7 |
1,140.7 |
1,157.3 |
PP |
1,128.3 |
1,128.3 |
1,128.3 |
1,131.7 |
S1 |
1,115.1 |
1,115.1 |
1,134.1 |
1,121.7 |
S2 |
1,092.7 |
1,092.7 |
1,130.9 |
|
S3 |
1,057.1 |
1,079.5 |
1,127.6 |
|
S4 |
1,021.5 |
1,043.9 |
1,117.8 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.1 |
1,238.7 |
1,160.4 |
|
R3 |
1,214.2 |
1,196.8 |
1,148.9 |
|
R2 |
1,172.3 |
1,172.3 |
1,145.1 |
|
R1 |
1,154.9 |
1,154.9 |
1,141.2 |
1,142.7 |
PP |
1,130.4 |
1,130.4 |
1,130.4 |
1,124.3 |
S1 |
1,113.0 |
1,113.0 |
1,133.6 |
1,100.8 |
S2 |
1,088.5 |
1,088.5 |
1,129.7 |
|
S3 |
1,046.6 |
1,071.1 |
1,125.9 |
|
S4 |
1,004.7 |
1,029.2 |
1,114.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,147.9 |
1,106.0 |
41.9 |
3.7% |
17.2 |
1.5% |
75% |
False |
True |
2,484 |
10 |
1,156.8 |
1,106.0 |
50.8 |
4.5% |
15.8 |
1.4% |
62% |
False |
True |
3,229 |
20 |
1,156.8 |
1,098.6 |
58.2 |
5.1% |
14.4 |
1.3% |
67% |
False |
False |
2,942 |
40 |
1,169.7 |
1,082.9 |
86.8 |
7.6% |
14.7 |
1.3% |
63% |
False |
False |
2,156 |
60 |
1,169.7 |
1,077.9 |
91.8 |
8.1% |
13.9 |
1.2% |
65% |
False |
False |
2,250 |
80 |
1,207.5 |
1,077.9 |
129.6 |
11.4% |
13.1 |
1.2% |
46% |
False |
False |
1,921 |
100 |
1,234.3 |
1,077.9 |
156.4 |
13.8% |
12.6 |
1.1% |
38% |
False |
False |
1,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.9 |
2.618 |
1,234.8 |
1.618 |
1,199.2 |
1.000 |
1,177.2 |
0.618 |
1,163.6 |
HIGH |
1,141.6 |
0.618 |
1,128.0 |
0.500 |
1,123.8 |
0.382 |
1,119.6 |
LOW |
1,106.0 |
0.618 |
1,084.0 |
1.000 |
1,070.4 |
1.618 |
1,048.4 |
2.618 |
1,012.8 |
4.250 |
954.7 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,132.9 |
1,132.9 |
PP |
1,128.3 |
1,128.3 |
S1 |
1,123.8 |
1,123.8 |
|