Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,166.8 |
1,165.9 |
-0.9 |
-0.1% |
1,176.9 |
High |
1,171.8 |
1,179.4 |
7.6 |
0.6% |
1,181.4 |
Low |
1,161.4 |
1,158.6 |
-2.8 |
-0.2% |
1,158.6 |
Close |
1,166.1 |
1,162.8 |
-3.3 |
-0.3% |
1,162.8 |
Range |
10.4 |
20.8 |
10.4 |
100.0% |
22.8 |
ATR |
16.3 |
16.6 |
0.3 |
2.0% |
0.0 |
Volume |
117,317 |
150,796 |
33,479 |
28.5% |
623,684 |
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,229.3 |
1,216.9 |
1,174.2 |
|
R3 |
1,208.5 |
1,196.1 |
1,168.5 |
|
R2 |
1,187.7 |
1,187.7 |
1,166.6 |
|
R1 |
1,175.3 |
1,175.3 |
1,164.7 |
1,171.1 |
PP |
1,166.9 |
1,166.9 |
1,166.9 |
1,164.9 |
S1 |
1,154.5 |
1,154.5 |
1,160.9 |
1,150.3 |
S2 |
1,146.1 |
1,146.1 |
1,159.0 |
|
S3 |
1,125.3 |
1,133.7 |
1,157.1 |
|
S4 |
1,104.5 |
1,112.9 |
1,151.4 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.0 |
1,222.2 |
1,175.3 |
|
R3 |
1,213.2 |
1,199.4 |
1,169.1 |
|
R2 |
1,190.4 |
1,190.4 |
1,167.0 |
|
R1 |
1,176.6 |
1,176.6 |
1,164.9 |
1,172.1 |
PP |
1,167.6 |
1,167.6 |
1,167.6 |
1,165.4 |
S1 |
1,153.8 |
1,153.8 |
1,160.7 |
1,149.3 |
S2 |
1,144.8 |
1,144.8 |
1,158.6 |
|
S3 |
1,122.0 |
1,131.0 |
1,156.5 |
|
S4 |
1,099.2 |
1,108.2 |
1,150.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,181.4 |
1,158.6 |
22.8 |
2.0% |
14.3 |
1.2% |
18% |
False |
True |
124,736 |
10 |
1,191.7 |
1,151.3 |
40.4 |
3.5% |
15.9 |
1.4% |
28% |
False |
False |
137,619 |
20 |
1,191.7 |
1,103.8 |
87.9 |
7.6% |
16.5 |
1.4% |
67% |
False |
False |
133,596 |
40 |
1,191.7 |
1,097.7 |
94.0 |
8.1% |
15.5 |
1.3% |
69% |
False |
False |
129,636 |
60 |
1,191.7 |
1,079.2 |
112.5 |
9.7% |
16.2 |
1.4% |
74% |
False |
False |
138,213 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.1% |
16.1 |
1.4% |
76% |
False |
False |
113,850 |
100 |
1,207.3 |
1,073.7 |
133.6 |
11.5% |
15.3 |
1.3% |
67% |
False |
False |
91,731 |
120 |
1,234.0 |
1,073.7 |
160.3 |
13.8% |
15.0 |
1.3% |
56% |
False |
False |
77,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,267.8 |
2.618 |
1,233.9 |
1.618 |
1,213.1 |
1.000 |
1,200.2 |
0.618 |
1,192.3 |
HIGH |
1,179.4 |
0.618 |
1,171.5 |
0.500 |
1,169.0 |
0.382 |
1,166.5 |
LOW |
1,158.6 |
0.618 |
1,145.7 |
1.000 |
1,137.8 |
1.618 |
1,124.9 |
2.618 |
1,104.1 |
4.250 |
1,070.2 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,169.0 |
1,169.0 |
PP |
1,166.9 |
1,166.9 |
S1 |
1,164.9 |
1,164.9 |
|