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 |
2,024.50 |
2,026.50 |
2.00 |
0.1% |
2,005.25 |
High |
2,028.00 |
2,031.50 |
3.50 |
0.2% |
2,026.50 |
Low |
2,014.25 |
2,018.50 |
4.25 |
0.2% |
1,982.50 |
Close |
2,027.50 |
2,020.50 |
-7.00 |
-0.3% |
2,025.50 |
Range |
13.75 |
13.00 |
-0.75 |
-5.5% |
44.00 |
ATR |
31.15 |
29.85 |
-1.30 |
-4.2% |
0.00 |
Volume |
1,306,548 |
1,276,349 |
-30,199 |
-2.3% |
7,197,335 |
|
Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,062.50 |
2,054.50 |
2,027.75 |
|
R3 |
2,049.50 |
2,041.50 |
2,024.00 |
|
R2 |
2,036.50 |
2,036.50 |
2,023.00 |
|
R1 |
2,028.50 |
2,028.50 |
2,021.75 |
2,026.00 |
PP |
2,023.50 |
2,023.50 |
2,023.50 |
2,022.25 |
S1 |
2,015.50 |
2,015.50 |
2,019.25 |
2,013.00 |
S2 |
2,010.50 |
2,010.50 |
2,018.00 |
|
S3 |
1,997.50 |
2,002.50 |
2,017.00 |
|
S4 |
1,984.50 |
1,989.50 |
2,013.25 |
|
|
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 |
2,031.50 |
1,982.50 |
49.00 |
2.4% |
19.00 |
0.9% |
78% |
True |
False |
1,491,398 |
10 |
2,031.50 |
1,960.50 |
71.00 |
3.5% |
21.50 |
1.1% |
85% |
True |
False |
1,489,963 |
20 |
2,031.50 |
1,861.00 |
170.50 |
8.4% |
30.75 |
1.5% |
94% |
True |
False |
1,768,415 |
40 |
2,031.50 |
1,842.00 |
189.50 |
9.4% |
37.75 |
1.9% |
94% |
True |
False |
1,301,996 |
60 |
2,101.25 |
1,823.00 |
278.25 |
13.8% |
35.75 |
1.8% |
71% |
False |
False |
870,050 |
80 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
32.75 |
1.6% |
67% |
False |
False |
653,226 |
100 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
29.75 |
1.5% |
67% |
False |
False |
522,856 |
120 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
27.75 |
1.4% |
67% |
False |
False |
435,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,086.75 |
2.618 |
2,065.50 |
1.618 |
2,052.50 |
1.000 |
2,044.50 |
0.618 |
2,039.50 |
HIGH |
2,031.50 |
0.618 |
2,026.50 |
0.500 |
2,025.00 |
0.382 |
2,023.50 |
LOW |
2,018.50 |
0.618 |
2,010.50 |
1.000 |
2,005.50 |
1.618 |
1,997.50 |
2.618 |
1,984.50 |
4.250 |
1,963.25 |
|
|
Fisher Pivots for day following 20-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
2,025.00 |
2,022.00 |
PP |
2,023.50 |
2,021.50 |
S1 |
2,022.00 |
2,021.00 |
|