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 |
4,257.75 |
4,307.75 |
50.00 |
1.2% |
4,202.50 |
High |
4,329.75 |
4,322.00 |
-7.75 |
-0.2% |
4,263.75 |
Low |
4,250.50 |
4,263.50 |
13.00 |
0.3% |
4,040.75 |
Close |
4,311.25 |
4,290.25 |
-21.00 |
-0.5% |
4,261.25 |
Range |
79.25 |
58.50 |
-20.75 |
-26.2% |
223.00 |
ATR |
103.62 |
100.39 |
-3.22 |
-3.1% |
0.00 |
Volume |
242,309 |
264,372 |
22,063 |
9.1% |
1,907,688 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,467.50 |
4,437.25 |
4,322.50 |
|
R3 |
4,409.00 |
4,378.75 |
4,306.25 |
|
R2 |
4,350.50 |
4,350.50 |
4,301.00 |
|
R1 |
4,320.25 |
4,320.25 |
4,295.50 |
4,306.00 |
PP |
4,292.00 |
4,292.00 |
4,292.00 |
4,284.75 |
S1 |
4,261.75 |
4,261.75 |
4,285.00 |
4,247.50 |
S2 |
4,233.50 |
4,233.50 |
4,279.50 |
|
S3 |
4,175.00 |
4,203.25 |
4,274.25 |
|
S4 |
4,116.50 |
4,144.75 |
4,258.00 |
|
|
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 |
4,066.00 |
263.75 |
6.1% |
100.50 |
2.3% |
85% |
False |
False |
325,286 |
10 |
4,329.75 |
4,040.75 |
289.00 |
6.7% |
106.00 |
2.5% |
86% |
False |
False |
335,289 |
20 |
4,441.75 |
4,040.75 |
401.00 |
9.3% |
96.25 |
2.2% |
62% |
False |
False |
278,736 |
40 |
4,577.00 |
3,901.00 |
676.00 |
15.8% |
106.00 |
2.5% |
58% |
False |
False |
140,830 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
88.25 |
2.1% |
50% |
False |
False |
93,932 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
79.25 |
1.8% |
50% |
False |
False |
70,461 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
66.00 |
1.5% |
50% |
False |
False |
56,369 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
55.50 |
1.3% |
50% |
False |
False |
46,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,570.50 |
2.618 |
4,475.25 |
1.618 |
4,416.75 |
1.000 |
4,380.50 |
0.618 |
4,358.25 |
HIGH |
4,322.00 |
0.618 |
4,299.75 |
0.500 |
4,292.75 |
0.382 |
4,285.75 |
LOW |
4,263.50 |
0.618 |
4,227.25 |
1.000 |
4,205.00 |
1.618 |
4,168.75 |
2.618 |
4,110.25 |
4.250 |
4,015.00 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,292.75 |
4,267.00 |
PP |
4,292.00 |
4,243.75 |
S1 |
4,291.00 |
4,220.50 |
|