Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,422.75 |
4,406.75 |
-16.00 |
-0.4% |
4,355.00 |
High |
4,456.25 |
4,565.50 |
109.25 |
2.5% |
4,439.00 |
Low |
4,394.75 |
4,402.00 |
7.25 |
0.2% |
4,317.50 |
Close |
4,399.25 |
4,552.75 |
153.50 |
3.5% |
4,434.75 |
Range |
61.50 |
163.50 |
102.00 |
165.9% |
121.50 |
ATR |
74.65 |
81.19 |
6.54 |
8.8% |
0.00 |
Volume |
289,766 |
348,494 |
58,728 |
20.3% |
1,133,445 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,997.25 |
4,938.50 |
4,642.75 |
|
R3 |
4,833.75 |
4,775.00 |
4,597.75 |
|
R2 |
4,670.25 |
4,670.25 |
4,582.75 |
|
R1 |
4,611.50 |
4,611.50 |
4,567.75 |
4,641.00 |
PP |
4,506.75 |
4,506.75 |
4,506.75 |
4,521.50 |
S1 |
4,448.00 |
4,448.00 |
4,537.75 |
4,477.50 |
S2 |
4,343.25 |
4,343.25 |
4,522.75 |
|
S3 |
4,179.75 |
4,284.50 |
4,507.75 |
|
S4 |
4,016.25 |
4,121.00 |
4,462.75 |
|
|
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 |
4,565.50 |
4,394.75 |
170.75 |
3.8% |
71.00 |
1.6% |
93% |
True |
False |
249,625 |
10 |
4,565.50 |
4,317.50 |
248.00 |
5.4% |
61.50 |
1.3% |
95% |
True |
False |
238,315 |
20 |
4,565.50 |
4,040.75 |
524.75 |
11.5% |
83.00 |
1.8% |
98% |
True |
False |
289,471 |
40 |
4,565.50 |
4,040.75 |
524.75 |
11.5% |
87.25 |
1.9% |
98% |
True |
False |
216,159 |
60 |
4,620.00 |
3,901.00 |
719.00 |
15.8% |
91.00 |
2.0% |
91% |
False |
False |
144,413 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.1% |
82.00 |
1.8% |
84% |
False |
False |
108,333 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.1% |
72.75 |
1.6% |
84% |
False |
False |
86,670 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.1% |
61.75 |
1.4% |
84% |
False |
False |
72,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,260.50 |
2.618 |
4,993.50 |
1.618 |
4,830.00 |
1.000 |
4,729.00 |
0.618 |
4,666.50 |
HIGH |
4,565.50 |
0.618 |
4,503.00 |
0.500 |
4,483.75 |
0.382 |
4,464.50 |
LOW |
4,402.00 |
0.618 |
4,301.00 |
1.000 |
4,238.50 |
1.618 |
4,137.50 |
2.618 |
3,974.00 |
4.250 |
3,707.00 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,529.75 |
4,528.50 |
PP |
4,506.75 |
4,504.25 |
S1 |
4,483.75 |
4,480.00 |
|