Trading Metrics calculated at close of trading on 09-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,146.1 |
1,140.3 |
-5.8 |
-0.5% |
1,138.3 |
High |
1,151.6 |
1,160.0 |
8.4 |
0.7% |
1,160.0 |
Low |
1,137.1 |
1,140.3 |
3.2 |
0.3% |
1,131.2 |
Close |
1,145.2 |
1,156.8 |
11.6 |
1.0% |
1,156.8 |
Range |
14.5 |
19.7 |
5.2 |
35.9% |
28.8 |
ATR |
15.2 |
15.5 |
0.3 |
2.1% |
0.0 |
Volume |
1,864 |
1,170 |
-694 |
-37.2% |
15,638 |
|
Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,211.5 |
1,203.8 |
1,167.6 |
|
R3 |
1,191.8 |
1,184.1 |
1,162.2 |
|
R2 |
1,172.1 |
1,172.1 |
1,160.4 |
|
R1 |
1,164.4 |
1,164.4 |
1,158.6 |
1,168.3 |
PP |
1,152.4 |
1,152.4 |
1,152.4 |
1,154.3 |
S1 |
1,144.7 |
1,144.7 |
1,155.0 |
1,148.6 |
S2 |
1,132.7 |
1,132.7 |
1,153.2 |
|
S3 |
1,113.0 |
1,125.0 |
1,151.4 |
|
S4 |
1,093.3 |
1,105.3 |
1,146.0 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.7 |
1,225.1 |
1,172.6 |
|
R3 |
1,206.9 |
1,196.3 |
1,164.7 |
|
R2 |
1,178.1 |
1,178.1 |
1,162.1 |
|
R1 |
1,167.5 |
1,167.5 |
1,159.4 |
1,172.8 |
PP |
1,149.3 |
1,149.3 |
1,149.3 |
1,152.0 |
S1 |
1,138.7 |
1,138.7 |
1,154.2 |
1,144.0 |
S2 |
1,120.5 |
1,120.5 |
1,151.5 |
|
S3 |
1,091.7 |
1,109.9 |
1,148.9 |
|
S4 |
1,062.9 |
1,081.1 |
1,141.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,160.0 |
1,131.2 |
28.8 |
2.5% |
14.4 |
1.2% |
89% |
True |
False |
3,127 |
10 |
1,160.0 |
1,106.0 |
54.0 |
4.7% |
15.8 |
1.4% |
94% |
True |
False |
2,805 |
20 |
1,160.0 |
1,103.0 |
57.0 |
4.9% |
14.8 |
1.3% |
94% |
True |
False |
2,686 |
40 |
1,169.7 |
1,098.6 |
71.1 |
6.1% |
14.6 |
1.3% |
82% |
False |
False |
2,384 |
60 |
1,169.7 |
1,077.9 |
91.8 |
7.9% |
14.6 |
1.3% |
86% |
False |
False |
2,356 |
80 |
1,207.5 |
1,077.9 |
129.6 |
11.2% |
13.3 |
1.2% |
61% |
False |
False |
2,059 |
100 |
1,216.0 |
1,077.9 |
138.1 |
11.9% |
12.6 |
1.1% |
57% |
False |
False |
1,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.7 |
2.618 |
1,211.6 |
1.618 |
1,191.9 |
1.000 |
1,179.7 |
0.618 |
1,172.2 |
HIGH |
1,160.0 |
0.618 |
1,152.5 |
0.500 |
1,150.2 |
0.382 |
1,147.8 |
LOW |
1,140.3 |
0.618 |
1,128.1 |
1.000 |
1,120.6 |
1.618 |
1,108.4 |
2.618 |
1,088.7 |
4.250 |
1,056.6 |
|
|
Fisher Pivots for day following 09-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,154.6 |
1,154.1 |
PP |
1,152.4 |
1,151.3 |
S1 |
1,150.2 |
1,148.6 |
|