Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,275.00 |
4,324.00 |
49.00 |
1.1% |
4,202.50 |
High |
4,333.75 |
4,348.25 |
14.50 |
0.3% |
4,263.75 |
Low |
4,268.00 |
4,265.00 |
-3.00 |
-0.1% |
4,040.75 |
Close |
4,323.75 |
4,344.75 |
21.00 |
0.5% |
4,261.25 |
Range |
65.75 |
83.25 |
17.50 |
26.6% |
223.00 |
ATR |
97.92 |
96.87 |
-1.05 |
-1.1% |
0.00 |
Volume |
329,985 |
317,019 |
-12,966 |
-3.9% |
1,907,688 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,569.00 |
4,540.25 |
4,390.50 |
|
R3 |
4,485.75 |
4,457.00 |
4,367.75 |
|
R2 |
4,402.50 |
4,402.50 |
4,360.00 |
|
R1 |
4,373.75 |
4,373.75 |
4,352.50 |
4,388.00 |
PP |
4,319.25 |
4,319.25 |
4,319.25 |
4,326.50 |
S1 |
4,290.50 |
4,290.50 |
4,337.00 |
4,305.00 |
S2 |
4,236.00 |
4,236.00 |
4,329.50 |
|
S3 |
4,152.75 |
4,207.25 |
4,321.75 |
|
S4 |
4,069.50 |
4,124.00 |
4,299.00 |
|
|
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 |
4,348.25 |
4,111.50 |
236.75 |
5.4% |
87.75 |
2.0% |
99% |
True |
False |
311,715 |
10 |
4,348.25 |
4,040.75 |
307.50 |
7.1% |
104.50 |
2.4% |
99% |
True |
False |
340,628 |
20 |
4,441.75 |
4,040.75 |
401.00 |
9.2% |
92.25 |
2.1% |
76% |
False |
False |
304,875 |
40 |
4,565.00 |
3,901.00 |
664.00 |
15.3% |
104.75 |
2.4% |
67% |
False |
False |
156,979 |
60 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
89.75 |
2.1% |
57% |
False |
False |
104,712 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
80.00 |
1.8% |
57% |
False |
False |
78,548 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
67.25 |
1.5% |
57% |
False |
False |
62,839 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
56.75 |
1.3% |
57% |
False |
False |
52,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,702.00 |
2.618 |
4,566.25 |
1.618 |
4,483.00 |
1.000 |
4,431.50 |
0.618 |
4,399.75 |
HIGH |
4,348.25 |
0.618 |
4,316.50 |
0.500 |
4,306.50 |
0.382 |
4,296.75 |
LOW |
4,265.00 |
0.618 |
4,213.50 |
1.000 |
4,181.75 |
1.618 |
4,130.25 |
2.618 |
4,047.00 |
4.250 |
3,911.25 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,332.00 |
4,331.75 |
PP |
4,319.25 |
4,318.75 |
S1 |
4,306.50 |
4,306.00 |
|