Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,649.57 |
17,608.89 |
-40.68 |
-0.2% |
17,209.43 |
High |
17,660.70 |
17,635.18 |
-25.52 |
-0.1% |
17,679.37 |
Low |
17,602.51 |
17,540.57 |
-61.94 |
-0.4% |
17,129.19 |
Close |
17,623.05 |
17,581.43 |
-41.62 |
-0.2% |
17,646.70 |
Range |
58.19 |
94.61 |
36.42 |
62.6% |
550.18 |
ATR |
201.10 |
193.49 |
-7.61 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,869.56 |
17,820.10 |
17,633.47 |
|
R3 |
17,774.95 |
17,725.49 |
17,607.45 |
|
R2 |
17,680.34 |
17,680.34 |
17,598.78 |
|
R1 |
17,630.88 |
17,630.88 |
17,590.10 |
17,608.31 |
PP |
17,585.73 |
17,585.73 |
17,585.73 |
17,574.44 |
S1 |
17,536.27 |
17,536.27 |
17,572.76 |
17,513.70 |
S2 |
17,491.12 |
17,491.12 |
17,564.08 |
|
S3 |
17,396.51 |
17,441.66 |
17,555.41 |
|
S4 |
17,301.90 |
17,347.05 |
17,529.39 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,135.63 |
18,941.34 |
17,949.30 |
|
R3 |
18,585.45 |
18,391.16 |
17,798.00 |
|
R2 |
18,035.27 |
18,035.27 |
17,747.57 |
|
R1 |
17,840.98 |
17,840.98 |
17,697.13 |
17,938.13 |
PP |
17,485.09 |
17,485.09 |
17,485.09 |
17,533.66 |
S1 |
17,290.80 |
17,290.80 |
17,596.27 |
17,387.95 |
S2 |
16,934.91 |
16,934.91 |
17,545.83 |
|
S3 |
16,384.73 |
16,740.62 |
17,495.40 |
|
S4 |
15,834.55 |
16,190.44 |
17,344.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,679.37 |
17,153.13 |
526.24 |
3.0% |
158.64 |
0.9% |
81% |
False |
False |
|
10 |
17,679.37 |
16,887.67 |
791.70 |
4.5% |
156.41 |
0.9% |
88% |
False |
False |
|
20 |
17,679.37 |
16,013.66 |
1,665.71 |
9.5% |
183.55 |
1.0% |
94% |
False |
False |
|
40 |
17,679.37 |
15,942.37 |
1,737.00 |
9.9% |
227.80 |
1.3% |
94% |
False |
False |
|
60 |
17,679.37 |
15,370.33 |
2,309.04 |
13.1% |
254.71 |
1.4% |
96% |
False |
False |
|
80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.7% |
232.74 |
1.3% |
80% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
16.0% |
218.45 |
1.2% |
78% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.0% |
204.65 |
1.2% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,037.27 |
2.618 |
17,882.87 |
1.618 |
17,788.26 |
1.000 |
17,729.79 |
0.618 |
17,693.65 |
HIGH |
17,635.18 |
0.618 |
17,599.04 |
0.500 |
17,587.88 |
0.382 |
17,576.71 |
LOW |
17,540.57 |
0.618 |
17,482.10 |
1.000 |
17,445.96 |
1.618 |
17,387.49 |
2.618 |
17,292.88 |
4.250 |
17,138.48 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,587.88 |
17,602.24 |
PP |
17,585.73 |
17,595.30 |
S1 |
17,583.58 |
17,588.37 |
|