Trading Metrics calculated at close of trading on 20-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,434.50 |
4,451.50 |
17.00 |
0.4% |
4,355.00 |
High |
4,455.50 |
4,456.00 |
0.50 |
0.0% |
4,439.00 |
Low |
4,411.00 |
4,414.00 |
3.00 |
0.1% |
4,317.50 |
Close |
4,454.50 |
4,424.75 |
-29.75 |
-0.7% |
4,434.75 |
Range |
44.50 |
42.00 |
-2.50 |
-5.6% |
121.50 |
ATR |
78.25 |
75.66 |
-2.59 |
-3.3% |
0.00 |
Volume |
202,407 |
200,211 |
-2,196 |
-1.1% |
1,133,445 |
|
Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,557.50 |
4,533.25 |
4,447.75 |
|
R3 |
4,515.50 |
4,491.25 |
4,436.25 |
|
R2 |
4,473.50 |
4,473.50 |
4,432.50 |
|
R1 |
4,449.25 |
4,449.25 |
4,428.50 |
4,440.50 |
PP |
4,431.50 |
4,431.50 |
4,431.50 |
4,427.25 |
S1 |
4,407.25 |
4,407.25 |
4,421.00 |
4,398.50 |
S2 |
4,389.50 |
4,389.50 |
4,417.00 |
|
S3 |
4,347.50 |
4,365.25 |
4,413.25 |
|
S4 |
4,305.50 |
4,323.25 |
4,401.75 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,761.50 |
4,719.75 |
4,501.50 |
|
R3 |
4,640.00 |
4,598.25 |
4,468.25 |
|
R2 |
4,518.50 |
4,518.50 |
4,457.00 |
|
R1 |
4,476.75 |
4,476.75 |
4,446.00 |
4,497.50 |
PP |
4,397.00 |
4,397.00 |
4,397.00 |
4,407.50 |
S1 |
4,355.25 |
4,355.25 |
4,423.50 |
4,376.00 |
S2 |
4,275.50 |
4,275.50 |
4,412.50 |
|
S3 |
4,154.00 |
4,233.75 |
4,401.25 |
|
S4 |
4,032.50 |
4,112.25 |
4,368.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,456.00 |
4,317.50 |
138.50 |
3.1% |
51.25 |
1.2% |
77% |
True |
False |
234,131 |
10 |
4,456.00 |
4,265.00 |
191.00 |
4.3% |
53.75 |
1.2% |
84% |
True |
False |
239,189 |
20 |
4,456.00 |
4,040.75 |
415.25 |
9.4% |
80.00 |
1.8% |
92% |
True |
False |
287,239 |
40 |
4,456.00 |
3,953.00 |
503.00 |
11.4% |
93.25 |
2.1% |
94% |
True |
False |
200,445 |
60 |
4,620.00 |
3,901.00 |
719.00 |
16.2% |
88.75 |
2.0% |
73% |
False |
False |
133,780 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.5% |
80.50 |
1.8% |
67% |
False |
False |
100,356 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.5% |
70.75 |
1.6% |
67% |
False |
False |
80,288 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.5% |
60.00 |
1.4% |
67% |
False |
False |
66,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,634.50 |
2.618 |
4,566.00 |
1.618 |
4,524.00 |
1.000 |
4,498.00 |
0.618 |
4,482.00 |
HIGH |
4,456.00 |
0.618 |
4,440.00 |
0.500 |
4,435.00 |
0.382 |
4,430.00 |
LOW |
4,414.00 |
0.618 |
4,388.00 |
1.000 |
4,372.00 |
1.618 |
4,346.00 |
2.618 |
4,304.00 |
4.250 |
4,235.50 |
|
|
Fisher Pivots for day following 20-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,435.00 |
4,426.00 |
PP |
4,431.50 |
4,425.50 |
S1 |
4,428.25 |
4,425.25 |
|