Trading Metrics calculated at close of trading on 01-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,078.75 |
4,154.00 |
75.25 |
1.8% |
4,324.75 |
High |
4,169.00 |
4,225.75 |
56.75 |
1.4% |
4,361.50 |
Low |
4,066.00 |
4,116.25 |
50.25 |
1.2% |
4,185.25 |
Close |
4,163.00 |
4,187.50 |
24.50 |
0.6% |
4,213.50 |
Range |
103.00 |
109.50 |
6.50 |
6.3% |
176.25 |
ATR |
101.31 |
101.89 |
0.59 |
0.6% |
0.00 |
Volume |
347,070 |
367,790 |
20,720 |
6.0% |
1,513,053 |
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,505.00 |
4,455.75 |
4,247.75 |
|
R3 |
4,395.50 |
4,346.25 |
4,217.50 |
|
R2 |
4,286.00 |
4,286.00 |
4,207.50 |
|
R1 |
4,236.75 |
4,236.75 |
4,197.50 |
4,261.50 |
PP |
4,176.50 |
4,176.50 |
4,176.50 |
4,188.75 |
S1 |
4,127.25 |
4,127.25 |
4,177.50 |
4,152.00 |
S2 |
4,067.00 |
4,067.00 |
4,167.50 |
|
S3 |
3,957.50 |
4,017.75 |
4,157.50 |
|
S4 |
3,848.00 |
3,908.25 |
4,127.25 |
|
|
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% |
121.25 |
2.9% |
53% |
False |
False |
369,541 |
10 |
4,382.50 |
4,040.75 |
341.75 |
8.2% |
105.25 |
2.5% |
43% |
False |
False |
334,889 |
20 |
4,441.75 |
4,040.75 |
401.00 |
9.6% |
96.00 |
2.3% |
37% |
False |
False |
234,331 |
40 |
4,601.00 |
3,901.00 |
700.00 |
16.7% |
104.00 |
2.5% |
41% |
False |
False |
118,061 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
87.00 |
2.1% |
37% |
False |
False |
78,743 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
77.00 |
1.8% |
37% |
False |
False |
59,066 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
63.50 |
1.5% |
37% |
False |
False |
47,254 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
53.25 |
1.3% |
37% |
False |
False |
39,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,691.00 |
2.618 |
4,512.50 |
1.618 |
4,403.00 |
1.000 |
4,335.25 |
0.618 |
4,293.50 |
HIGH |
4,225.75 |
0.618 |
4,184.00 |
0.500 |
4,171.00 |
0.382 |
4,158.00 |
LOW |
4,116.25 |
0.618 |
4,048.50 |
1.000 |
4,006.75 |
1.618 |
3,939.00 |
2.618 |
3,829.50 |
4.250 |
3,651.00 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,182.00 |
4,169.50 |
PP |
4,176.50 |
4,151.25 |
S1 |
4,171.00 |
4,133.25 |
|