Trading Metrics calculated at close of trading on 05-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,188.25 |
4,257.75 |
69.50 |
1.7% |
4,202.50 |
High |
4,263.75 |
4,329.75 |
66.00 |
1.5% |
4,263.75 |
Low |
4,111.50 |
4,250.50 |
139.00 |
3.4% |
4,040.75 |
Close |
4,261.25 |
4,311.25 |
50.00 |
1.2% |
4,261.25 |
Range |
152.25 |
79.25 |
-73.00 |
-47.9% |
223.00 |
ATR |
105.49 |
103.62 |
-1.87 |
-1.8% |
0.00 |
Volume |
404,892 |
242,309 |
-162,583 |
-40.2% |
1,907,688 |
|
Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,535.00 |
4,502.25 |
4,354.75 |
|
R3 |
4,455.75 |
4,423.00 |
4,333.00 |
|
R2 |
4,376.50 |
4,376.50 |
4,325.75 |
|
R1 |
4,343.75 |
4,343.75 |
4,318.50 |
4,360.00 |
PP |
4,297.25 |
4,297.25 |
4,297.25 |
4,305.25 |
S1 |
4,264.50 |
4,264.50 |
4,304.00 |
4,281.00 |
S2 |
4,218.00 |
4,218.00 |
4,296.75 |
|
S3 |
4,138.75 |
4,185.25 |
4,289.50 |
|
S4 |
4,059.50 |
4,106.00 |
4,267.75 |
|
|
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 |
4,329.75 |
4,040.75 |
289.00 |
6.7% |
109.50 |
2.5% |
94% |
True |
False |
357,864 |
10 |
4,345.00 |
4,040.75 |
304.25 |
7.1% |
112.75 |
2.6% |
89% |
False |
False |
340,855 |
20 |
4,441.75 |
4,040.75 |
401.00 |
9.3% |
99.25 |
2.3% |
67% |
False |
False |
266,256 |
40 |
4,577.00 |
3,901.00 |
676.00 |
15.7% |
106.00 |
2.5% |
61% |
False |
False |
134,230 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
88.75 |
2.1% |
53% |
False |
False |
89,527 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
79.00 |
1.8% |
53% |
False |
False |
67,156 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
65.75 |
1.5% |
53% |
False |
False |
53,725 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
55.25 |
1.3% |
53% |
False |
False |
44,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,666.50 |
2.618 |
4,537.25 |
1.618 |
4,458.00 |
1.000 |
4,409.00 |
0.618 |
4,378.75 |
HIGH |
4,329.75 |
0.618 |
4,299.50 |
0.500 |
4,290.00 |
0.382 |
4,280.75 |
LOW |
4,250.50 |
0.618 |
4,201.50 |
1.000 |
4,171.25 |
1.618 |
4,122.25 |
2.618 |
4,043.00 |
4.250 |
3,913.75 |
|
|
Fisher Pivots for day following 05-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,304.25 |
4,281.00 |
PP |
4,297.25 |
4,250.75 |
S1 |
4,290.00 |
4,220.50 |
|