Trading Metrics calculated at close of trading on 09-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,324.00 |
4,338.00 |
14.00 |
0.3% |
4,257.75 |
High |
4,348.25 |
4,369.25 |
21.00 |
0.5% |
4,369.25 |
Low |
4,265.00 |
4,324.50 |
59.50 |
1.4% |
4,250.50 |
Close |
4,344.75 |
4,359.50 |
14.75 |
0.3% |
4,359.50 |
Range |
83.25 |
44.75 |
-38.50 |
-46.2% |
118.75 |
ATR |
96.87 |
93.15 |
-3.72 |
-3.8% |
0.00 |
Volume |
317,019 |
208,829 |
-108,190 |
-34.1% |
1,362,514 |
|
Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,485.25 |
4,467.25 |
4,384.00 |
|
R3 |
4,440.50 |
4,422.50 |
4,371.75 |
|
R2 |
4,395.75 |
4,395.75 |
4,367.75 |
|
R1 |
4,377.75 |
4,377.75 |
4,363.50 |
4,386.75 |
PP |
4,351.00 |
4,351.00 |
4,351.00 |
4,355.50 |
S1 |
4,333.00 |
4,333.00 |
4,355.50 |
4,342.00 |
S2 |
4,306.25 |
4,306.25 |
4,351.25 |
|
S3 |
4,261.50 |
4,288.25 |
4,347.25 |
|
S4 |
4,216.75 |
4,243.50 |
4,335.00 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,682.75 |
4,639.75 |
4,424.75 |
|
R3 |
4,564.00 |
4,521.00 |
4,392.25 |
|
R2 |
4,445.25 |
4,445.25 |
4,381.25 |
|
R1 |
4,402.25 |
4,402.25 |
4,370.50 |
4,423.75 |
PP |
4,326.50 |
4,326.50 |
4,326.50 |
4,337.00 |
S1 |
4,283.50 |
4,283.50 |
4,348.50 |
4,305.00 |
S2 |
4,207.75 |
4,207.75 |
4,337.75 |
|
S3 |
4,089.00 |
4,164.75 |
4,326.75 |
|
S4 |
3,970.25 |
4,046.00 |
4,294.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,369.25 |
4,250.50 |
118.75 |
2.7% |
66.25 |
1.5% |
92% |
True |
False |
272,502 |
10 |
4,369.25 |
4,040.75 |
328.50 |
7.5% |
96.00 |
2.2% |
97% |
True |
False |
327,020 |
20 |
4,441.75 |
4,040.75 |
401.00 |
9.2% |
91.00 |
2.1% |
79% |
False |
False |
305,428 |
40 |
4,565.00 |
3,901.00 |
664.00 |
15.2% |
104.75 |
2.4% |
69% |
False |
False |
162,187 |
60 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
89.25 |
2.0% |
59% |
False |
False |
108,192 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
80.25 |
1.8% |
59% |
False |
False |
81,158 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
67.75 |
1.6% |
59% |
False |
False |
64,927 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
57.25 |
1.3% |
59% |
False |
False |
54,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,559.50 |
2.618 |
4,486.50 |
1.618 |
4,441.75 |
1.000 |
4,414.00 |
0.618 |
4,397.00 |
HIGH |
4,369.25 |
0.618 |
4,352.25 |
0.500 |
4,347.00 |
0.382 |
4,341.50 |
LOW |
4,324.50 |
0.618 |
4,296.75 |
1.000 |
4,279.75 |
1.618 |
4,252.00 |
2.618 |
4,207.25 |
4.250 |
4,134.25 |
|
|
Fisher Pivots for day following 09-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,355.25 |
4,345.50 |
PP |
4,351.00 |
4,331.25 |
S1 |
4,347.00 |
4,317.00 |
|