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 |
4,106.25 |
4,078.75 |
-27.50 |
-0.7% |
4,324.75 |
High |
4,144.25 |
4,169.00 |
24.75 |
0.6% |
4,361.50 |
Low |
4,040.75 |
4,066.00 |
25.25 |
0.6% |
4,185.25 |
Close |
4,074.75 |
4,163.00 |
88.25 |
2.2% |
4,213.50 |
Range |
103.50 |
103.00 |
-0.50 |
-0.5% |
176.25 |
ATR |
101.18 |
101.31 |
0.13 |
0.1% |
0.00 |
Volume |
427,261 |
347,070 |
-80,191 |
-18.8% |
1,513,053 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,441.75 |
4,405.25 |
4,219.75 |
|
R3 |
4,338.75 |
4,302.25 |
4,191.25 |
|
R2 |
4,235.75 |
4,235.75 |
4,182.00 |
|
R1 |
4,199.25 |
4,199.25 |
4,172.50 |
4,217.50 |
PP |
4,132.75 |
4,132.75 |
4,132.75 |
4,141.75 |
S1 |
4,096.25 |
4,096.25 |
4,153.50 |
4,114.50 |
S2 |
4,029.75 |
4,029.75 |
4,144.00 |
|
S3 |
3,926.75 |
3,993.25 |
4,134.75 |
|
S4 |
3,823.75 |
3,890.25 |
4,106.25 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,782.25 |
4,674.00 |
4,310.50 |
|
R3 |
4,606.00 |
4,497.75 |
4,262.00 |
|
R2 |
4,429.75 |
4,429.75 |
4,245.75 |
|
R1 |
4,321.50 |
4,321.50 |
4,229.75 |
4,287.50 |
PP |
4,253.50 |
4,253.50 |
4,253.50 |
4,236.50 |
S1 |
4,145.25 |
4,145.25 |
4,197.25 |
4,111.25 |
S2 |
4,077.25 |
4,077.25 |
4,181.25 |
|
S3 |
3,901.00 |
3,969.00 |
4,165.00 |
|
S4 |
3,724.75 |
3,792.75 |
4,116.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,315.75 |
4,040.75 |
275.00 |
6.6% |
118.00 |
2.8% |
44% |
False |
False |
366,997 |
10 |
4,441.75 |
4,040.75 |
401.00 |
9.6% |
102.75 |
2.5% |
30% |
False |
False |
331,095 |
20 |
4,441.75 |
4,040.75 |
401.00 |
9.6% |
96.75 |
2.3% |
30% |
False |
False |
216,185 |
40 |
4,620.00 |
3,901.00 |
719.00 |
17.3% |
103.00 |
2.5% |
36% |
False |
False |
108,868 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.6% |
86.25 |
2.1% |
34% |
False |
False |
72,614 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.6% |
75.75 |
1.8% |
34% |
False |
False |
54,469 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.6% |
62.25 |
1.5% |
34% |
False |
False |
43,576 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.6% |
52.25 |
1.3% |
34% |
False |
False |
36,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,606.75 |
2.618 |
4,438.75 |
1.618 |
4,335.75 |
1.000 |
4,272.00 |
0.618 |
4,232.75 |
HIGH |
4,169.00 |
0.618 |
4,129.75 |
0.500 |
4,117.50 |
0.382 |
4,105.25 |
LOW |
4,066.00 |
0.618 |
4,002.25 |
1.000 |
3,963.00 |
1.618 |
3,899.25 |
2.618 |
3,796.25 |
4.250 |
3,628.25 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,147.75 |
4,155.25 |
PP |
4,132.75 |
4,147.50 |
S1 |
4,117.50 |
4,140.00 |
|