| 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 |
17,725 |
17,905 |
180 |
1.0% |
17,850 |
| High |
17,970 |
18,520 |
550 |
3.1% |
17,970 |
| Low |
17,340 |
17,905 |
565 |
3.3% |
16,995 |
| Close |
17,960 |
18,440 |
480 |
2.7% |
17,960 |
| Range |
630 |
615 |
-15 |
-2.4% |
975 |
| ATR |
528 |
534 |
6 |
1.2% |
0 |
| Volume |
21,336 |
15,463 |
-5,873 |
-27.5% |
78,364 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,133 |
19,902 |
18,778 |
|
| R3 |
19,518 |
19,287 |
18,609 |
|
| R2 |
18,903 |
18,903 |
18,553 |
|
| R1 |
18,672 |
18,672 |
18,497 |
18,788 |
| PP |
18,288 |
18,288 |
18,288 |
18,346 |
| S1 |
18,057 |
18,057 |
18,384 |
18,173 |
| S2 |
17,673 |
17,673 |
18,327 |
|
| S3 |
17,058 |
17,442 |
18,271 |
|
| S4 |
16,443 |
16,827 |
18,102 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,567 |
20,238 |
18,496 |
|
| R3 |
19,592 |
19,263 |
18,228 |
|
| R2 |
18,617 |
18,617 |
18,139 |
|
| R1 |
18,288 |
18,288 |
18,050 |
18,453 |
| PP |
17,642 |
17,642 |
17,642 |
17,724 |
| S1 |
17,313 |
17,313 |
17,871 |
17,478 |
| S2 |
16,667 |
16,667 |
17,781 |
|
| S3 |
15,692 |
16,338 |
17,692 |
|
| S4 |
14,717 |
15,363 |
17,424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,520 |
16,995 |
1,525 |
8.3% |
514 |
2.8% |
95% |
True |
False |
16,104 |
| 10 |
18,520 |
16,995 |
1,525 |
8.3% |
542 |
2.9% |
95% |
True |
False |
15,120 |
| 20 |
18,730 |
16,995 |
1,735 |
9.4% |
534 |
2.9% |
83% |
False |
False |
17,144 |
| 40 |
20,880 |
16,995 |
3,885 |
21.1% |
554 |
3.0% |
37% |
False |
False |
8,957 |
| 60 |
20,880 |
16,995 |
3,885 |
21.1% |
418 |
2.3% |
37% |
False |
False |
5,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,134 |
|
2.618 |
20,130 |
|
1.618 |
19,515 |
|
1.000 |
19,135 |
|
0.618 |
18,900 |
|
HIGH |
18,520 |
|
0.618 |
18,285 |
|
0.500 |
18,213 |
|
0.382 |
18,140 |
|
LOW |
17,905 |
|
0.618 |
17,525 |
|
1.000 |
17,290 |
|
1.618 |
16,910 |
|
2.618 |
16,295 |
|
4.250 |
15,291 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,364 |
18,270 |
| PP |
18,288 |
18,100 |
| S1 |
18,213 |
17,930 |
|