Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,985.75 |
2,018.25 |
32.50 |
1.6% |
2,005.25 |
High |
2,019.50 |
2,026.50 |
7.00 |
0.3% |
2,026.50 |
Low |
1,985.00 |
2,012.25 |
27.25 |
1.4% |
1,982.50 |
Close |
2,019.00 |
2,025.50 |
6.50 |
0.3% |
2,025.50 |
Range |
34.50 |
14.25 |
-20.25 |
-58.7% |
44.00 |
ATR |
33.89 |
32.48 |
-1.40 |
-4.1% |
0.00 |
Volume |
1,731,138 |
1,362,298 |
-368,840 |
-21.3% |
7,197,335 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.25 |
2,059.00 |
2,033.25 |
|
R3 |
2,050.00 |
2,044.75 |
2,029.50 |
|
R2 |
2,035.75 |
2,035.75 |
2,028.00 |
|
R1 |
2,030.50 |
2,030.50 |
2,026.75 |
2,033.00 |
PP |
2,021.50 |
2,021.50 |
2,021.50 |
2,022.75 |
S1 |
2,016.25 |
2,016.25 |
2,024.25 |
2,019.00 |
S2 |
2,007.25 |
2,007.25 |
2,023.00 |
|
S3 |
1,993.00 |
2,002.00 |
2,021.50 |
|
S4 |
1,978.75 |
1,987.75 |
2,017.75 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,143.50 |
2,128.50 |
2,049.75 |
|
R3 |
2,099.50 |
2,084.50 |
2,037.50 |
|
R2 |
2,055.50 |
2,055.50 |
2,033.50 |
|
R1 |
2,040.50 |
2,040.50 |
2,029.50 |
2,048.00 |
PP |
2,011.50 |
2,011.50 |
2,011.50 |
2,015.25 |
S1 |
1,996.50 |
1,996.50 |
2,021.50 |
2,004.00 |
S2 |
1,967.50 |
1,967.50 |
2,017.50 |
|
S3 |
1,923.50 |
1,952.50 |
2,013.50 |
|
S4 |
1,879.50 |
1,908.50 |
2,001.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,026.50 |
1,982.50 |
44.00 |
2.2% |
20.75 |
1.0% |
98% |
True |
False |
1,439,467 |
10 |
2,026.50 |
1,937.25 |
89.25 |
4.4% |
25.00 |
1.2% |
99% |
True |
False |
1,559,854 |
20 |
2,026.50 |
1,861.00 |
165.50 |
8.2% |
33.50 |
1.6% |
99% |
True |
False |
1,814,203 |
40 |
2,026.50 |
1,823.00 |
203.50 |
10.0% |
42.00 |
2.1% |
100% |
True |
False |
1,238,213 |
60 |
2,101.25 |
1,823.00 |
278.25 |
13.7% |
36.25 |
1.8% |
73% |
False |
False |
827,073 |
80 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
33.00 |
1.6% |
69% |
False |
False |
621,007 |
100 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
30.00 |
1.5% |
69% |
False |
False |
497,030 |
120 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
28.00 |
1.4% |
69% |
False |
False |
414,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,087.00 |
2.618 |
2,063.75 |
1.618 |
2,049.50 |
1.000 |
2,040.75 |
0.618 |
2,035.25 |
HIGH |
2,026.50 |
0.618 |
2,021.00 |
0.500 |
2,019.50 |
0.382 |
2,017.75 |
LOW |
2,012.25 |
0.618 |
2,003.50 |
1.000 |
1,998.00 |
1.618 |
1,989.25 |
2.618 |
1,975.00 |
4.250 |
1,951.75 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
2,023.50 |
2,018.50 |
PP |
2,021.50 |
2,011.50 |
S1 |
2,019.50 |
2,004.50 |
|