Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
2,066.00 |
2,063.75 |
-2.25 |
-0.1% |
2,024.50 |
High |
2,068.00 |
2,064.75 |
-3.25 |
-0.2% |
2,074.50 |
Low |
2,057.50 |
2,051.25 |
-6.25 |
-0.3% |
2,007.50 |
Close |
2,062.25 |
2,060.50 |
-1.75 |
-0.1% |
2,066.00 |
Range |
10.50 |
13.50 |
3.00 |
28.6% |
67.00 |
ATR |
28.82 |
27.73 |
-1.09 |
-3.8% |
0.00 |
Volume |
1,184,323 |
1,243,601 |
59,278 |
5.0% |
8,540,800 |
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,099.25 |
2,093.50 |
2,068.00 |
|
R3 |
2,085.75 |
2,080.00 |
2,064.25 |
|
R2 |
2,072.25 |
2,072.25 |
2,063.00 |
|
R1 |
2,066.50 |
2,066.50 |
2,061.75 |
2,062.50 |
PP |
2,058.75 |
2,058.75 |
2,058.75 |
2,057.00 |
S1 |
2,053.00 |
2,053.00 |
2,059.25 |
2,049.00 |
S2 |
2,045.25 |
2,045.25 |
2,058.00 |
|
S3 |
2,031.75 |
2,039.50 |
2,056.75 |
|
S4 |
2,018.25 |
2,026.00 |
2,053.00 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,250.25 |
2,225.25 |
2,102.75 |
|
R3 |
2,183.25 |
2,158.25 |
2,084.50 |
|
R2 |
2,116.25 |
2,116.25 |
2,078.25 |
|
R1 |
2,091.25 |
2,091.25 |
2,072.25 |
2,103.75 |
PP |
2,049.25 |
2,049.25 |
2,049.25 |
2,055.50 |
S1 |
2,024.25 |
2,024.25 |
2,059.75 |
2,036.75 |
S2 |
1,982.25 |
1,982.25 |
2,053.75 |
|
S3 |
1,915.25 |
1,957.25 |
2,047.50 |
|
S4 |
1,848.25 |
1,890.25 |
2,029.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,074.50 |
2,007.50 |
67.00 |
3.3% |
24.00 |
1.2% |
79% |
False |
False |
1,677,165 |
10 |
2,074.50 |
1,982.50 |
92.00 |
4.5% |
21.50 |
1.0% |
85% |
False |
False |
1,584,282 |
20 |
2,074.50 |
1,871.25 |
203.25 |
9.9% |
26.75 |
1.3% |
93% |
False |
False |
1,665,122 |
40 |
2,074.50 |
1,861.00 |
213.50 |
10.4% |
33.50 |
1.6% |
93% |
False |
False |
1,508,062 |
60 |
2,099.00 |
1,823.00 |
276.00 |
13.4% |
36.25 |
1.8% |
86% |
False |
False |
1,009,523 |
80 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
32.50 |
1.6% |
80% |
False |
False |
757,844 |
100 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
30.25 |
1.5% |
80% |
False |
False |
606,698 |
120 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
27.75 |
1.4% |
80% |
False |
False |
505,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,122.00 |
2.618 |
2,100.00 |
1.618 |
2,086.50 |
1.000 |
2,078.25 |
0.618 |
2,073.00 |
HIGH |
2,064.75 |
0.618 |
2,059.50 |
0.500 |
2,058.00 |
0.382 |
2,056.50 |
LOW |
2,051.25 |
0.618 |
2,043.00 |
1.000 |
2,037.75 |
1.618 |
2,029.50 |
2.618 |
2,016.00 |
4.250 |
1,994.00 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
2,059.75 |
2,063.00 |
PP |
2,058.75 |
2,062.00 |
S1 |
2,058.00 |
2,061.25 |
|