Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,502.10 |
16,774.02 |
271.92 |
1.6% |
16,313.26 |
High |
16,798.37 |
16,865.09 |
66.72 |
0.4% |
16,472.77 |
Low |
16,502.10 |
16,746.03 |
243.93 |
1.5% |
15,942.37 |
Close |
16,776.43 |
16,790.19 |
13.76 |
0.1% |
16,472.37 |
Range |
296.27 |
119.06 |
-177.21 |
-59.8% |
530.40 |
ATR |
286.74 |
274.77 |
-11.98 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,157.62 |
17,092.96 |
16,855.67 |
|
R3 |
17,038.56 |
16,973.90 |
16,822.93 |
|
R2 |
16,919.50 |
16,919.50 |
16,812.02 |
|
R1 |
16,854.84 |
16,854.84 |
16,801.10 |
16,887.17 |
PP |
16,800.44 |
16,800.44 |
16,800.44 |
16,816.60 |
S1 |
16,735.78 |
16,735.78 |
16,779.28 |
16,768.11 |
S2 |
16,681.38 |
16,681.38 |
16,768.36 |
|
S3 |
16,562.32 |
16,616.72 |
16,757.45 |
|
S4 |
16,443.26 |
16,497.66 |
16,724.71 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,887.04 |
17,710.10 |
16,764.09 |
|
R3 |
17,356.64 |
17,179.70 |
16,618.23 |
|
R2 |
16,826.24 |
16,826.24 |
16,569.61 |
|
R1 |
16,649.30 |
16,649.30 |
16,520.99 |
16,737.77 |
PP |
16,295.84 |
16,295.84 |
16,295.84 |
16,340.07 |
S1 |
16,118.90 |
16,118.90 |
16,423.75 |
16,207.37 |
S2 |
15,765.44 |
15,765.44 |
16,375.13 |
|
S3 |
15,235.04 |
15,588.50 |
16,326.51 |
|
S4 |
14,704.64 |
15,058.10 |
16,180.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,865.09 |
16,013.66 |
851.43 |
5.1% |
278.00 |
1.7% |
91% |
True |
False |
|
10 |
16,865.09 |
15,942.37 |
922.72 |
5.5% |
254.22 |
1.5% |
92% |
True |
False |
|
20 |
16,933.43 |
15,942.37 |
991.06 |
5.9% |
250.86 |
1.5% |
86% |
False |
False |
|
40 |
17,593.59 |
15,370.33 |
2,223.26 |
13.2% |
302.60 |
1.8% |
64% |
False |
False |
|
60 |
18,137.12 |
15,370.33 |
2,766.79 |
16.5% |
251.28 |
1.5% |
51% |
False |
False |
|
80 |
18,188.81 |
15,370.33 |
2,818.48 |
16.8% |
235.03 |
1.4% |
50% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
17.8% |
214.14 |
1.3% |
48% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.8% |
209.77 |
1.2% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,371.10 |
2.618 |
17,176.79 |
1.618 |
17,057.73 |
1.000 |
16,984.15 |
0.618 |
16,938.67 |
HIGH |
16,865.09 |
0.618 |
16,819.61 |
0.500 |
16,805.56 |
0.382 |
16,791.51 |
LOW |
16,746.03 |
0.618 |
16,672.45 |
1.000 |
16,626.97 |
1.618 |
16,553.39 |
2.618 |
16,434.33 |
4.250 |
16,240.03 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
16,805.56 |
16,673.25 |
PP |
16,800.44 |
16,556.31 |
S1 |
16,795.31 |
16,439.38 |
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