Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,184.0 |
1,182.5 |
-1.5 |
-0.1% |
1,155.0 |
High |
1,191.7 |
1,184.8 |
-6.9 |
-0.6% |
1,191.7 |
Low |
1,173.9 |
1,174.3 |
0.4 |
0.0% |
1,151.3 |
Close |
1,187.5 |
1,183.1 |
-4.4 |
-0.4% |
1,183.1 |
Range |
17.8 |
10.5 |
-7.3 |
-41.0% |
40.4 |
ATR |
17.4 |
17.1 |
-0.3 |
-1.7% |
0.0 |
Volume |
192,307 |
108,910 |
-83,397 |
-43.4% |
752,510 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,212.2 |
1,208.2 |
1,188.9 |
|
R3 |
1,201.7 |
1,197.7 |
1,186.0 |
|
R2 |
1,191.2 |
1,191.2 |
1,185.0 |
|
R1 |
1,187.2 |
1,187.2 |
1,184.1 |
1,189.2 |
PP |
1,180.7 |
1,180.7 |
1,180.7 |
1,181.8 |
S1 |
1,176.7 |
1,176.7 |
1,182.1 |
1,178.7 |
S2 |
1,170.2 |
1,170.2 |
1,181.2 |
|
S3 |
1,159.7 |
1,166.2 |
1,180.2 |
|
S4 |
1,149.2 |
1,155.7 |
1,177.3 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.6 |
1,280.2 |
1,205.3 |
|
R3 |
1,256.2 |
1,239.8 |
1,194.2 |
|
R2 |
1,215.8 |
1,215.8 |
1,190.5 |
|
R1 |
1,199.4 |
1,199.4 |
1,186.8 |
1,207.6 |
PP |
1,175.4 |
1,175.4 |
1,175.4 |
1,179.5 |
S1 |
1,159.0 |
1,159.0 |
1,179.4 |
1,167.2 |
S2 |
1,135.0 |
1,135.0 |
1,175.7 |
|
S3 |
1,094.6 |
1,118.6 |
1,172.0 |
|
S4 |
1,054.2 |
1,078.2 |
1,160.9 |
|
|
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 |
1,151.3 |
40.4 |
3.4% |
17.5 |
1.5% |
79% |
False |
False |
150,502 |
10 |
1,191.7 |
1,129.6 |
62.1 |
5.2% |
16.4 |
1.4% |
86% |
False |
False |
136,937 |
20 |
1,191.7 |
1,103.8 |
87.9 |
7.4% |
16.8 |
1.4% |
90% |
False |
False |
135,450 |
40 |
1,191.7 |
1,097.7 |
94.0 |
7.9% |
16.4 |
1.4% |
91% |
False |
False |
139,296 |
60 |
1,191.7 |
1,073.7 |
118.0 |
10.0% |
16.3 |
1.4% |
93% |
False |
False |
135,645 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.0% |
15.9 |
1.3% |
93% |
False |
False |
106,297 |
100 |
1,207.3 |
1,073.7 |
133.6 |
11.3% |
15.2 |
1.3% |
82% |
False |
False |
85,651 |
120 |
1,234.0 |
1,073.7 |
160.3 |
13.5% |
15.1 |
1.3% |
68% |
False |
False |
71,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,229.4 |
2.618 |
1,212.3 |
1.618 |
1,201.8 |
1.000 |
1,195.3 |
0.618 |
1,191.3 |
HIGH |
1,184.8 |
0.618 |
1,180.8 |
0.500 |
1,179.6 |
0.382 |
1,178.3 |
LOW |
1,174.3 |
0.618 |
1,167.8 |
1.000 |
1,163.8 |
1.618 |
1,157.3 |
2.618 |
1,146.8 |
4.250 |
1,129.7 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,181.9 |
1,181.1 |
PP |
1,180.7 |
1,179.1 |
S1 |
1,179.6 |
1,177.1 |
|