Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,307.75 |
4,275.00 |
-32.75 |
-0.8% |
4,202.50 |
High |
4,322.00 |
4,333.75 |
11.75 |
0.3% |
4,263.75 |
Low |
4,263.50 |
4,268.00 |
4.50 |
0.1% |
4,040.75 |
Close |
4,290.25 |
4,323.75 |
33.50 |
0.8% |
4,261.25 |
Range |
58.50 |
65.75 |
7.25 |
12.4% |
223.00 |
ATR |
100.39 |
97.92 |
-2.47 |
-2.5% |
0.00 |
Volume |
264,372 |
329,985 |
65,613 |
24.8% |
1,907,688 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,505.75 |
4,480.50 |
4,360.00 |
|
R3 |
4,440.00 |
4,414.75 |
4,341.75 |
|
R2 |
4,374.25 |
4,374.25 |
4,335.75 |
|
R1 |
4,349.00 |
4,349.00 |
4,329.75 |
4,361.50 |
PP |
4,308.50 |
4,308.50 |
4,308.50 |
4,314.75 |
S1 |
4,283.25 |
4,283.25 |
4,317.75 |
4,296.00 |
S2 |
4,242.75 |
4,242.75 |
4,311.75 |
|
S3 |
4,177.00 |
4,217.50 |
4,305.75 |
|
S4 |
4,111.25 |
4,151.75 |
4,287.50 |
|
|
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 |
4,333.75 |
4,111.50 |
222.25 |
5.1% |
93.00 |
2.2% |
96% |
True |
False |
321,869 |
10 |
4,333.75 |
4,040.75 |
293.00 |
6.8% |
105.50 |
2.4% |
97% |
True |
False |
344,433 |
20 |
4,441.75 |
4,040.75 |
401.00 |
9.3% |
93.00 |
2.2% |
71% |
False |
False |
293,687 |
40 |
4,565.00 |
3,901.00 |
664.00 |
15.4% |
105.25 |
2.4% |
64% |
False |
False |
149,075 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
88.75 |
2.1% |
54% |
False |
False |
99,431 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
79.50 |
1.8% |
54% |
False |
False |
74,585 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
66.50 |
1.5% |
54% |
False |
False |
59,669 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
56.25 |
1.3% |
54% |
False |
False |
49,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,613.25 |
2.618 |
4,506.00 |
1.618 |
4,440.25 |
1.000 |
4,399.50 |
0.618 |
4,374.50 |
HIGH |
4,333.75 |
0.618 |
4,308.75 |
0.500 |
4,301.00 |
0.382 |
4,293.00 |
LOW |
4,268.00 |
0.618 |
4,227.25 |
1.000 |
4,202.25 |
1.618 |
4,161.50 |
2.618 |
4,095.75 |
4.250 |
3,988.50 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,316.00 |
4,313.25 |
PP |
4,308.50 |
4,302.75 |
S1 |
4,301.00 |
4,292.00 |
|