Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,175.5 |
1,166.8 |
-8.7 |
-0.7% |
1,155.0 |
High |
1,179.3 |
1,171.8 |
-7.5 |
-0.6% |
1,191.7 |
Low |
1,163.2 |
1,161.4 |
-1.8 |
-0.2% |
1,151.3 |
Close |
1,167.1 |
1,166.1 |
-1.0 |
-0.1% |
1,183.1 |
Range |
16.1 |
10.4 |
-5.7 |
-35.4% |
40.4 |
ATR |
16.7 |
16.3 |
-0.5 |
-2.7% |
0.0 |
Volume |
122,070 |
117,317 |
-4,753 |
-3.9% |
752,510 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.6 |
1,192.3 |
1,171.8 |
|
R3 |
1,187.2 |
1,181.9 |
1,169.0 |
|
R2 |
1,176.8 |
1,176.8 |
1,168.0 |
|
R1 |
1,171.5 |
1,171.5 |
1,167.1 |
1,169.0 |
PP |
1,166.4 |
1,166.4 |
1,166.4 |
1,165.2 |
S1 |
1,161.1 |
1,161.1 |
1,165.1 |
1,158.6 |
S2 |
1,156.0 |
1,156.0 |
1,164.2 |
|
S3 |
1,145.6 |
1,150.7 |
1,163.2 |
|
S4 |
1,135.2 |
1,140.3 |
1,160.4 |
|
|
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 |
1,184.8 |
1,161.4 |
23.4 |
2.0% |
12.2 |
1.0% |
20% |
False |
True |
116,359 |
10 |
1,191.7 |
1,138.0 |
53.7 |
4.6% |
15.9 |
1.4% |
52% |
False |
False |
136,026 |
20 |
1,191.7 |
1,103.8 |
87.9 |
7.5% |
16.0 |
1.4% |
71% |
False |
False |
133,074 |
40 |
1,191.7 |
1,097.7 |
94.0 |
8.1% |
15.3 |
1.3% |
73% |
False |
False |
129,443 |
60 |
1,191.7 |
1,079.2 |
112.5 |
9.6% |
16.1 |
1.4% |
77% |
False |
False |
138,518 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.1% |
15.9 |
1.4% |
78% |
False |
False |
112,038 |
100 |
1,207.3 |
1,073.7 |
133.6 |
11.5% |
15.3 |
1.3% |
69% |
False |
False |
90,242 |
120 |
1,234.0 |
1,073.7 |
160.3 |
13.7% |
14.9 |
1.3% |
58% |
False |
False |
75,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,216.0 |
2.618 |
1,199.0 |
1.618 |
1,188.6 |
1.000 |
1,182.2 |
0.618 |
1,178.2 |
HIGH |
1,171.8 |
0.618 |
1,167.8 |
0.500 |
1,166.6 |
0.382 |
1,165.4 |
LOW |
1,161.4 |
0.618 |
1,155.0 |
1.000 |
1,151.0 |
1.618 |
1,144.6 |
2.618 |
1,134.2 |
4.250 |
1,117.2 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,166.6 |
1,171.4 |
PP |
1,166.4 |
1,169.6 |
S1 |
1,166.3 |
1,167.9 |
|