Trading Metrics calculated at close of trading on 21-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
2,026.50 |
2,019.75 |
-6.75 |
-0.3% |
2,005.25 |
High |
2,031.50 |
2,034.25 |
2.75 |
0.1% |
2,026.50 |
Low |
2,018.50 |
2,007.50 |
-11.00 |
-0.5% |
1,982.50 |
Close |
2,020.50 |
2,008.50 |
-12.00 |
-0.6% |
2,025.50 |
Range |
13.00 |
26.75 |
13.75 |
105.8% |
44.00 |
ATR |
29.85 |
29.63 |
-0.22 |
-0.7% |
0.00 |
Volume |
1,276,349 |
1,791,221 |
514,872 |
40.3% |
7,197,335 |
|
Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,097.00 |
2,079.50 |
2,023.25 |
|
R3 |
2,070.25 |
2,052.75 |
2,015.75 |
|
R2 |
2,043.50 |
2,043.50 |
2,013.50 |
|
R1 |
2,026.00 |
2,026.00 |
2,011.00 |
2,021.50 |
PP |
2,016.75 |
2,016.75 |
2,016.75 |
2,014.50 |
S1 |
1,999.25 |
1,999.25 |
2,006.00 |
1,994.50 |
S2 |
1,990.00 |
1,990.00 |
2,003.50 |
|
S3 |
1,963.25 |
1,972.50 |
2,001.25 |
|
S4 |
1,936.50 |
1,945.75 |
1,993.75 |
|
|
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 |
2,034.25 |
1,985.00 |
49.25 |
2.5% |
20.50 |
1.0% |
48% |
True |
False |
1,493,510 |
10 |
2,034.25 |
1,971.00 |
63.25 |
3.1% |
21.00 |
1.0% |
59% |
True |
False |
1,475,379 |
20 |
2,034.25 |
1,861.00 |
173.25 |
8.6% |
30.50 |
1.5% |
85% |
True |
False |
1,786,778 |
40 |
2,034.25 |
1,842.00 |
192.25 |
9.6% |
36.25 |
1.8% |
87% |
True |
False |
1,345,546 |
60 |
2,101.25 |
1,823.00 |
278.25 |
13.9% |
35.75 |
1.8% |
67% |
False |
False |
899,857 |
80 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
32.75 |
1.6% |
63% |
False |
False |
675,574 |
100 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
30.00 |
1.5% |
63% |
False |
False |
540,759 |
120 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
27.75 |
1.4% |
63% |
False |
False |
450,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,148.00 |
2.618 |
2,104.25 |
1.618 |
2,077.50 |
1.000 |
2,061.00 |
0.618 |
2,050.75 |
HIGH |
2,034.25 |
0.618 |
2,024.00 |
0.500 |
2,021.00 |
0.382 |
2,017.75 |
LOW |
2,007.50 |
0.618 |
1,991.00 |
1.000 |
1,980.75 |
1.618 |
1,964.25 |
2.618 |
1,937.50 |
4.250 |
1,893.75 |
|
|
Fisher Pivots for day following 21-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
2,021.00 |
2,021.00 |
PP |
2,016.75 |
2,016.75 |
S1 |
2,012.50 |
2,012.50 |
|