Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,156.1 |
1,146.6 |
-9.5 |
-0.8% |
1,163.8 |
High |
1,162.5 |
1,149.8 |
-12.7 |
-1.1% |
1,183.1 |
Low |
1,144.2 |
1,138.4 |
-5.8 |
-0.5% |
1,138.4 |
Close |
1,147.3 |
1,141.4 |
-5.9 |
-0.5% |
1,141.4 |
Range |
18.3 |
11.4 |
-6.9 |
-37.7% |
44.7 |
ATR |
17.6 |
17.2 |
-0.4 |
-2.5% |
0.0 |
Volume |
155,610 |
123,166 |
-32,444 |
-20.8% |
642,612 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.4 |
1,170.8 |
1,147.7 |
|
R3 |
1,166.0 |
1,159.4 |
1,144.5 |
|
R2 |
1,154.6 |
1,154.6 |
1,143.5 |
|
R1 |
1,148.0 |
1,148.0 |
1,142.4 |
1,145.6 |
PP |
1,143.2 |
1,143.2 |
1,143.2 |
1,142.0 |
S1 |
1,136.6 |
1,136.6 |
1,140.4 |
1,134.2 |
S2 |
1,131.8 |
1,131.8 |
1,139.3 |
|
S3 |
1,120.4 |
1,125.2 |
1,138.3 |
|
S4 |
1,109.0 |
1,113.8 |
1,135.1 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.4 |
1,259.6 |
1,166.0 |
|
R3 |
1,243.7 |
1,214.9 |
1,153.7 |
|
R2 |
1,199.0 |
1,199.0 |
1,149.6 |
|
R1 |
1,170.2 |
1,170.2 |
1,145.5 |
1,162.3 |
PP |
1,154.3 |
1,154.3 |
1,154.3 |
1,150.3 |
S1 |
1,125.5 |
1,125.5 |
1,137.3 |
1,117.6 |
S2 |
1,109.6 |
1,109.6 |
1,133.2 |
|
S3 |
1,064.9 |
1,080.8 |
1,129.1 |
|
S4 |
1,020.2 |
1,036.1 |
1,116.8 |
|
|
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 |
1,138.4 |
44.7 |
3.9% |
15.3 |
1.3% |
7% |
False |
True |
128,522 |
10 |
1,183.1 |
1,138.4 |
44.7 |
3.9% |
14.8 |
1.3% |
7% |
False |
True |
126,629 |
20 |
1,191.7 |
1,129.6 |
62.1 |
5.4% |
15.6 |
1.4% |
19% |
False |
False |
131,783 |
40 |
1,191.7 |
1,097.7 |
94.0 |
8.2% |
15.8 |
1.4% |
46% |
False |
False |
130,753 |
60 |
1,191.7 |
1,081.4 |
110.3 |
9.7% |
16.3 |
1.4% |
54% |
False |
False |
138,843 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.3% |
16.1 |
1.4% |
57% |
False |
False |
121,231 |
100 |
1,207.3 |
1,073.7 |
133.6 |
11.7% |
15.5 |
1.4% |
51% |
False |
False |
97,988 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.0% |
15.1 |
1.3% |
42% |
False |
False |
82,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.3 |
2.618 |
1,179.6 |
1.618 |
1,168.2 |
1.000 |
1,161.2 |
0.618 |
1,156.8 |
HIGH |
1,149.8 |
0.618 |
1,145.4 |
0.500 |
1,144.1 |
0.382 |
1,142.8 |
LOW |
1,138.4 |
0.618 |
1,131.4 |
1.000 |
1,127.0 |
1.618 |
1,120.0 |
2.618 |
1,108.6 |
4.250 |
1,090.0 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,144.1 |
1,160.8 |
PP |
1,143.2 |
1,154.3 |
S1 |
1,142.3 |
1,147.9 |
|