Trading Metrics calculated at close of trading on 15-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,168.2 |
1,184.0 |
15.8 |
1.4% |
1,137.0 |
High |
1,189.9 |
1,191.7 |
1.8 |
0.2% |
1,159.3 |
Low |
1,162.5 |
1,173.9 |
11.4 |
1.0% |
1,129.6 |
Close |
1,179.8 |
1,187.5 |
7.7 |
0.7% |
1,155.9 |
Range |
27.4 |
17.8 |
-9.6 |
-35.0% |
29.7 |
ATR |
17.4 |
17.4 |
0.0 |
0.2% |
0.0 |
Volume |
199,965 |
192,307 |
-7,658 |
-3.8% |
616,864 |
|
Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.8 |
1,230.4 |
1,197.3 |
|
R3 |
1,220.0 |
1,212.6 |
1,192.4 |
|
R2 |
1,202.2 |
1,202.2 |
1,190.8 |
|
R1 |
1,194.8 |
1,194.8 |
1,189.1 |
1,198.5 |
PP |
1,184.4 |
1,184.4 |
1,184.4 |
1,186.2 |
S1 |
1,177.0 |
1,177.0 |
1,185.9 |
1,180.7 |
S2 |
1,166.6 |
1,166.6 |
1,184.2 |
|
S3 |
1,148.8 |
1,159.2 |
1,182.6 |
|
S4 |
1,131.0 |
1,141.4 |
1,177.7 |
|
|
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 |
1,191.7 |
1,138.0 |
53.7 |
4.5% |
19.6 |
1.7% |
92% |
True |
False |
155,693 |
10 |
1,191.7 |
1,103.8 |
87.9 |
7.4% |
19.1 |
1.6% |
95% |
True |
False |
145,046 |
20 |
1,191.7 |
1,103.8 |
87.9 |
7.4% |
17.0 |
1.4% |
95% |
True |
False |
137,590 |
40 |
1,191.7 |
1,097.7 |
94.0 |
7.9% |
16.7 |
1.4% |
96% |
True |
False |
141,252 |
60 |
1,191.7 |
1,073.7 |
118.0 |
9.9% |
16.5 |
1.4% |
96% |
True |
False |
134,862 |
80 |
1,191.7 |
1,073.7 |
118.0 |
9.9% |
15.9 |
1.3% |
96% |
True |
False |
104,992 |
100 |
1,207.3 |
1,073.7 |
133.6 |
11.3% |
15.2 |
1.3% |
85% |
False |
False |
84,614 |
120 |
1,234.0 |
1,073.7 |
160.3 |
13.5% |
15.1 |
1.3% |
71% |
False |
False |
71,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,267.4 |
2.618 |
1,238.3 |
1.618 |
1,220.5 |
1.000 |
1,209.5 |
0.618 |
1,202.7 |
HIGH |
1,191.7 |
0.618 |
1,184.9 |
0.500 |
1,182.8 |
0.382 |
1,180.7 |
LOW |
1,173.9 |
0.618 |
1,162.9 |
1.000 |
1,156.1 |
1.618 |
1,145.1 |
2.618 |
1,127.3 |
4.250 |
1,098.3 |
|
|
Fisher Pivots for day following 15-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,185.9 |
1,182.2 |
PP |
1,184.4 |
1,176.8 |
S1 |
1,182.8 |
1,171.5 |
|