Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,166.7 |
1,156.1 |
-10.6 |
-0.9% |
1,176.9 |
High |
1,183.1 |
1,162.5 |
-20.6 |
-1.7% |
1,181.4 |
Low |
1,152.1 |
1,144.2 |
-7.9 |
-0.7% |
1,158.6 |
Close |
1,176.1 |
1,147.3 |
-28.8 |
-2.4% |
1,162.8 |
Range |
31.0 |
18.3 |
-12.7 |
-41.0% |
22.8 |
ATR |
16.5 |
17.6 |
1.1 |
6.7% |
0.0 |
Volume |
187,307 |
155,610 |
-31,697 |
-16.9% |
623,684 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,206.2 |
1,195.1 |
1,157.4 |
|
R3 |
1,187.9 |
1,176.8 |
1,152.3 |
|
R2 |
1,169.6 |
1,169.6 |
1,150.7 |
|
R1 |
1,158.5 |
1,158.5 |
1,149.0 |
1,154.9 |
PP |
1,151.3 |
1,151.3 |
1,151.3 |
1,149.6 |
S1 |
1,140.2 |
1,140.2 |
1,145.6 |
1,136.6 |
S2 |
1,133.0 |
1,133.0 |
1,143.9 |
|
S3 |
1,114.7 |
1,121.9 |
1,142.3 |
|
S4 |
1,096.4 |
1,103.6 |
1,137.2 |
|
|
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 |
1,183.1 |
1,144.2 |
38.9 |
3.4% |
17.2 |
1.5% |
8% |
False |
True |
134,048 |
10 |
1,184.8 |
1,144.2 |
40.6 |
3.5% |
14.7 |
1.3% |
8% |
False |
True |
125,204 |
20 |
1,191.7 |
1,103.8 |
87.9 |
7.7% |
16.9 |
1.5% |
49% |
False |
False |
135,125 |
40 |
1,191.7 |
1,097.7 |
94.0 |
8.2% |
15.9 |
1.4% |
53% |
False |
False |
130,335 |
60 |
1,191.7 |
1,081.4 |
110.3 |
9.6% |
16.3 |
1.4% |
60% |
False |
False |
138,367 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.3% |
16.1 |
1.4% |
62% |
False |
False |
119,906 |
100 |
1,207.3 |
1,073.7 |
133.6 |
11.6% |
15.5 |
1.4% |
55% |
False |
False |
96,776 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.0% |
15.2 |
1.3% |
46% |
False |
False |
81,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,240.3 |
2.618 |
1,210.4 |
1.618 |
1,192.1 |
1.000 |
1,180.8 |
0.618 |
1,173.8 |
HIGH |
1,162.5 |
0.618 |
1,155.5 |
0.500 |
1,153.4 |
0.382 |
1,151.2 |
LOW |
1,144.2 |
0.618 |
1,132.9 |
1.000 |
1,125.9 |
1.618 |
1,114.6 |
2.618 |
1,096.3 |
4.250 |
1,066.4 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,153.4 |
1,163.7 |
PP |
1,151.3 |
1,158.2 |
S1 |
1,149.3 |
1,152.8 |
|