Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,163.8 |
1,163.0 |
-0.8 |
-0.1% |
1,176.9 |
High |
1,169.6 |
1,168.8 |
-0.8 |
-0.1% |
1,181.4 |
Low |
1,162.0 |
1,160.5 |
-1.5 |
-0.1% |
1,158.6 |
Close |
1,166.2 |
1,165.8 |
-0.4 |
0.0% |
1,162.8 |
Range |
7.6 |
8.3 |
0.7 |
9.2% |
22.8 |
ATR |
16.0 |
15.4 |
-0.5 |
-3.4% |
0.0 |
Volume |
84,868 |
91,661 |
6,793 |
8.0% |
623,684 |
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,189.9 |
1,186.2 |
1,170.4 |
|
R3 |
1,181.6 |
1,177.9 |
1,168.1 |
|
R2 |
1,173.3 |
1,173.3 |
1,167.3 |
|
R1 |
1,169.6 |
1,169.6 |
1,166.6 |
1,171.5 |
PP |
1,165.0 |
1,165.0 |
1,165.0 |
1,166.0 |
S1 |
1,161.3 |
1,161.3 |
1,165.0 |
1,163.2 |
S2 |
1,156.7 |
1,156.7 |
1,164.3 |
|
S3 |
1,148.4 |
1,153.0 |
1,163.5 |
|
S4 |
1,140.1 |
1,144.7 |
1,161.2 |
|
|
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 |
1,179.4 |
1,158.6 |
20.8 |
1.8% |
12.6 |
1.1% |
35% |
False |
False |
113,342 |
10 |
1,191.7 |
1,158.6 |
33.1 |
2.8% |
14.3 |
1.2% |
22% |
False |
False |
130,139 |
20 |
1,191.7 |
1,103.8 |
87.9 |
7.5% |
15.7 |
1.3% |
71% |
False |
False |
129,972 |
40 |
1,191.7 |
1,097.7 |
94.0 |
8.1% |
15.2 |
1.3% |
72% |
False |
False |
127,773 |
60 |
1,191.7 |
1,080.2 |
111.5 |
9.6% |
15.8 |
1.4% |
77% |
False |
False |
136,487 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.1% |
16.0 |
1.4% |
78% |
False |
False |
115,872 |
100 |
1,207.3 |
1,073.7 |
133.6 |
11.5% |
15.2 |
1.3% |
69% |
False |
False |
93,433 |
120 |
1,234.0 |
1,073.7 |
160.3 |
13.8% |
14.9 |
1.3% |
57% |
False |
False |
78,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,204.1 |
2.618 |
1,190.5 |
1.618 |
1,182.2 |
1.000 |
1,177.1 |
0.618 |
1,173.9 |
HIGH |
1,168.8 |
0.618 |
1,165.6 |
0.500 |
1,164.7 |
0.382 |
1,163.7 |
LOW |
1,160.5 |
0.618 |
1,155.4 |
1.000 |
1,152.2 |
1.618 |
1,147.1 |
2.618 |
1,138.8 |
4.250 |
1,125.2 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,165.4 |
1,169.0 |
PP |
1,165.0 |
1,167.9 |
S1 |
1,164.7 |
1,166.9 |
|