Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,138.1 |
1,155.0 |
16.9 |
1.5% |
1,137.0 |
High |
1,159.3 |
1,168.6 |
9.3 |
0.8% |
1,159.3 |
Low |
1,138.0 |
1,154.3 |
16.3 |
1.4% |
1,129.6 |
Close |
1,155.9 |
1,164.5 |
8.6 |
0.7% |
1,155.9 |
Range |
21.3 |
14.3 |
-7.0 |
-32.9% |
29.7 |
ATR |
16.8 |
16.6 |
-0.2 |
-1.1% |
0.0 |
Volume |
134,869 |
111,800 |
-23,069 |
-17.1% |
616,864 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.4 |
1,199.2 |
1,172.4 |
|
R3 |
1,191.1 |
1,184.9 |
1,168.4 |
|
R2 |
1,176.8 |
1,176.8 |
1,167.1 |
|
R1 |
1,170.6 |
1,170.6 |
1,165.8 |
1,173.7 |
PP |
1,162.5 |
1,162.5 |
1,162.5 |
1,164.0 |
S1 |
1,156.3 |
1,156.3 |
1,163.2 |
1,159.4 |
S2 |
1,148.2 |
1,148.2 |
1,161.9 |
|
S3 |
1,133.9 |
1,142.0 |
1,160.6 |
|
S4 |
1,119.6 |
1,127.7 |
1,156.6 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.4 |
1,226.3 |
1,172.2 |
|
R3 |
1,207.7 |
1,196.6 |
1,164.1 |
|
R2 |
1,178.0 |
1,178.0 |
1,161.3 |
|
R1 |
1,166.9 |
1,166.9 |
1,158.6 |
1,172.5 |
PP |
1,148.3 |
1,148.3 |
1,148.3 |
1,151.0 |
S1 |
1,137.2 |
1,137.2 |
1,153.2 |
1,142.8 |
S2 |
1,118.6 |
1,118.6 |
1,150.5 |
|
S3 |
1,088.9 |
1,107.5 |
1,147.7 |
|
S4 |
1,059.2 |
1,077.8 |
1,139.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,168.6 |
1,134.5 |
34.1 |
2.9% |
15.9 |
1.4% |
88% |
True |
False |
121,836 |
10 |
1,168.6 |
1,103.8 |
64.8 |
5.6% |
16.4 |
1.4% |
94% |
True |
False |
126,407 |
20 |
1,168.6 |
1,101.5 |
67.1 |
5.8% |
16.3 |
1.4% |
94% |
True |
False |
128,683 |
40 |
1,169.8 |
1,097.7 |
72.1 |
6.2% |
16.2 |
1.4% |
93% |
False |
False |
137,129 |
60 |
1,169.8 |
1,073.7 |
96.1 |
8.3% |
16.8 |
1.4% |
94% |
False |
False |
127,622 |
80 |
1,206.0 |
1,073.7 |
132.3 |
11.4% |
15.5 |
1.3% |
69% |
False |
False |
98,447 |
100 |
1,217.0 |
1,073.7 |
143.3 |
12.3% |
15.0 |
1.3% |
63% |
False |
False |
79,418 |
120 |
1,234.0 |
1,073.7 |
160.3 |
13.8% |
15.1 |
1.3% |
57% |
False |
False |
66,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,229.4 |
2.618 |
1,206.0 |
1.618 |
1,191.7 |
1.000 |
1,182.9 |
0.618 |
1,177.4 |
HIGH |
1,168.6 |
0.618 |
1,163.1 |
0.500 |
1,161.5 |
0.382 |
1,159.8 |
LOW |
1,154.3 |
0.618 |
1,145.5 |
1.000 |
1,140.0 |
1.618 |
1,131.2 |
2.618 |
1,116.9 |
4.250 |
1,093.5 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,163.5 |
1,160.4 |
PP |
1,162.5 |
1,156.3 |
S1 |
1,161.5 |
1,152.3 |
|