Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,154.00 |
4,188.25 |
34.25 |
0.8% |
4,202.50 |
High |
4,225.75 |
4,263.75 |
38.00 |
0.9% |
4,263.75 |
Low |
4,116.25 |
4,111.50 |
-4.75 |
-0.1% |
4,040.75 |
Close |
4,187.50 |
4,261.25 |
73.75 |
1.8% |
4,261.25 |
Range |
109.50 |
152.25 |
42.75 |
39.0% |
223.00 |
ATR |
101.89 |
105.49 |
3.60 |
3.5% |
0.00 |
Volume |
367,790 |
404,892 |
37,102 |
10.1% |
1,907,688 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,669.00 |
4,617.25 |
4,345.00 |
|
R3 |
4,516.75 |
4,465.00 |
4,303.00 |
|
R2 |
4,364.50 |
4,364.50 |
4,289.25 |
|
R1 |
4,312.75 |
4,312.75 |
4,275.25 |
4,338.50 |
PP |
4,212.25 |
4,212.25 |
4,212.25 |
4,225.00 |
S1 |
4,160.50 |
4,160.50 |
4,247.25 |
4,186.50 |
S2 |
4,060.00 |
4,060.00 |
4,233.25 |
|
S3 |
3,907.75 |
4,008.25 |
4,219.50 |
|
S4 |
3,755.50 |
3,856.00 |
4,177.50 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,857.50 |
4,782.50 |
4,384.00 |
|
R3 |
4,634.50 |
4,559.50 |
4,322.50 |
|
R2 |
4,411.50 |
4,411.50 |
4,302.25 |
|
R1 |
4,336.50 |
4,336.50 |
4,281.75 |
4,374.00 |
PP |
4,188.50 |
4,188.50 |
4,188.50 |
4,207.50 |
S1 |
4,113.50 |
4,113.50 |
4,240.75 |
4,151.00 |
S2 |
3,965.50 |
3,965.50 |
4,220.25 |
|
S3 |
3,742.50 |
3,890.50 |
4,200.00 |
|
S4 |
3,519.50 |
3,667.50 |
4,138.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,263.75 |
4,040.75 |
223.00 |
5.2% |
125.50 |
2.9% |
99% |
True |
False |
381,537 |
10 |
4,361.50 |
4,040.75 |
320.75 |
7.5% |
112.25 |
2.6% |
69% |
False |
False |
342,074 |
20 |
4,441.75 |
4,040.75 |
401.00 |
9.4% |
99.50 |
2.3% |
55% |
False |
False |
254,385 |
40 |
4,577.00 |
3,901.00 |
676.00 |
15.9% |
105.25 |
2.5% |
53% |
False |
False |
128,180 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
88.25 |
2.1% |
46% |
False |
False |
85,490 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
78.25 |
1.8% |
46% |
False |
False |
64,127 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
65.00 |
1.5% |
46% |
False |
False |
51,302 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
54.50 |
1.3% |
46% |
False |
False |
42,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,910.75 |
2.618 |
4,662.25 |
1.618 |
4,510.00 |
1.000 |
4,416.00 |
0.618 |
4,357.75 |
HIGH |
4,263.75 |
0.618 |
4,205.50 |
0.500 |
4,187.50 |
0.382 |
4,169.75 |
LOW |
4,111.50 |
0.618 |
4,017.50 |
1.000 |
3,959.25 |
1.618 |
3,865.25 |
2.618 |
3,713.00 |
4.250 |
3,464.50 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,236.75 |
4,229.00 |
PP |
4,212.25 |
4,197.00 |
S1 |
4,187.50 |
4,165.00 |
|