Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,868.00 |
1,867.00 |
-1.00 |
-0.1% |
1,945.00 |
High |
1,881.25 |
1,902.00 |
20.75 |
1.1% |
1,961.25 |
Low |
1,853.00 |
1,863.25 |
10.25 |
0.6% |
1,889.75 |
Close |
1,866.25 |
1,900.50 |
34.25 |
1.8% |
1,911.25 |
Range |
28.25 |
38.75 |
10.50 |
37.2% |
71.50 |
ATR |
39.55 |
39.49 |
-0.06 |
-0.1% |
0.00 |
Volume |
10,370 |
7,114 |
-3,256 |
-31.4% |
19,406 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,004.75 |
1,991.50 |
1,921.75 |
|
R3 |
1,966.00 |
1,952.75 |
1,911.25 |
|
R2 |
1,927.25 |
1,927.25 |
1,907.50 |
|
R1 |
1,914.00 |
1,914.00 |
1,904.00 |
1,920.50 |
PP |
1,888.50 |
1,888.50 |
1,888.50 |
1,892.00 |
S1 |
1,875.25 |
1,875.25 |
1,897.00 |
1,882.00 |
S2 |
1,849.75 |
1,849.75 |
1,893.50 |
|
S3 |
1,811.00 |
1,836.50 |
1,889.75 |
|
S4 |
1,772.25 |
1,797.75 |
1,879.25 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,135.25 |
2,094.75 |
1,950.50 |
|
R3 |
2,063.75 |
2,023.25 |
1,931.00 |
|
R2 |
1,992.25 |
1,992.25 |
1,924.25 |
|
R1 |
1,951.75 |
1,951.75 |
1,917.75 |
1,936.25 |
PP |
1,920.75 |
1,920.75 |
1,920.75 |
1,913.00 |
S1 |
1,880.25 |
1,880.25 |
1,904.75 |
1,864.75 |
S2 |
1,849.25 |
1,849.25 |
1,898.25 |
|
S3 |
1,777.75 |
1,808.75 |
1,891.50 |
|
S4 |
1,706.25 |
1,737.25 |
1,872.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,943.00 |
1,853.00 |
90.00 |
4.7% |
41.25 |
2.2% |
53% |
False |
False |
6,236 |
10 |
2,004.50 |
1,853.00 |
151.50 |
8.0% |
39.50 |
2.1% |
31% |
False |
False |
4,489 |
20 |
2,004.50 |
1,853.00 |
151.50 |
8.0% |
38.25 |
2.0% |
31% |
False |
False |
2,708 |
40 |
2,092.25 |
1,819.25 |
273.00 |
14.4% |
40.00 |
2.1% |
30% |
False |
False |
1,558 |
60 |
2,111.25 |
1,819.25 |
292.00 |
15.4% |
32.75 |
1.7% |
28% |
False |
False |
1,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,066.75 |
2.618 |
2,003.50 |
1.618 |
1,964.75 |
1.000 |
1,940.75 |
0.618 |
1,926.00 |
HIGH |
1,902.00 |
0.618 |
1,887.25 |
0.500 |
1,882.50 |
0.382 |
1,878.00 |
LOW |
1,863.25 |
0.618 |
1,839.25 |
1.000 |
1,824.50 |
1.618 |
1,800.50 |
2.618 |
1,761.75 |
4.250 |
1,698.50 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,894.50 |
1,896.00 |
PP |
1,888.50 |
1,891.75 |
S1 |
1,882.50 |
1,887.25 |
|