Trading Metrics calculated at close of trading on 21-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,170.6 |
1,175.5 |
4.9 |
0.4% |
1,155.0 |
High |
1,181.4 |
1,179.3 |
-2.1 |
-0.2% |
1,191.7 |
Low |
1,167.2 |
1,163.2 |
-4.0 |
-0.3% |
1,151.3 |
Close |
1,177.5 |
1,167.1 |
-10.4 |
-0.9% |
1,183.1 |
Range |
14.2 |
16.1 |
1.9 |
13.4% |
40.4 |
ATR |
16.8 |
16.7 |
0.0 |
-0.3% |
0.0 |
Volume |
124,733 |
122,070 |
-2,663 |
-2.1% |
752,510 |
|
Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,218.2 |
1,208.7 |
1,176.0 |
|
R3 |
1,202.1 |
1,192.6 |
1,171.5 |
|
R2 |
1,186.0 |
1,186.0 |
1,170.1 |
|
R1 |
1,176.5 |
1,176.5 |
1,168.6 |
1,173.2 |
PP |
1,169.9 |
1,169.9 |
1,169.9 |
1,168.2 |
S1 |
1,160.4 |
1,160.4 |
1,165.6 |
1,157.1 |
S2 |
1,153.8 |
1,153.8 |
1,164.1 |
|
S3 |
1,137.7 |
1,144.3 |
1,162.7 |
|
S4 |
1,121.6 |
1,128.2 |
1,158.2 |
|
|
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 |
1,163.2 |
28.5 |
2.4% |
13.7 |
1.2% |
14% |
False |
True |
131,357 |
10 |
1,191.7 |
1,135.9 |
55.8 |
4.8% |
16.4 |
1.4% |
56% |
False |
False |
136,413 |
20 |
1,191.7 |
1,103.8 |
87.9 |
7.5% |
16.8 |
1.4% |
72% |
False |
False |
138,192 |
40 |
1,191.7 |
1,097.7 |
94.0 |
8.1% |
15.8 |
1.4% |
74% |
False |
False |
131,688 |
60 |
1,191.7 |
1,079.2 |
112.5 |
9.6% |
16.1 |
1.4% |
78% |
False |
False |
138,455 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.1% |
16.0 |
1.4% |
79% |
False |
False |
110,615 |
100 |
1,207.3 |
1,073.7 |
133.6 |
11.4% |
15.2 |
1.3% |
70% |
False |
False |
89,080 |
120 |
1,234.0 |
1,073.7 |
160.3 |
13.7% |
14.9 |
1.3% |
58% |
False |
False |
74,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,247.7 |
2.618 |
1,221.4 |
1.618 |
1,205.3 |
1.000 |
1,195.4 |
0.618 |
1,189.2 |
HIGH |
1,179.3 |
0.618 |
1,173.1 |
0.500 |
1,171.3 |
0.382 |
1,169.4 |
LOW |
1,163.2 |
0.618 |
1,153.3 |
1.000 |
1,147.1 |
1.618 |
1,137.2 |
2.618 |
1,121.1 |
4.250 |
1,094.8 |
|
|
Fisher Pivots for day following 21-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,171.3 |
1,172.3 |
PP |
1,169.9 |
1,170.6 |
S1 |
1,168.5 |
1,168.8 |
|