Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,262.0 |
3,248.0 |
-14.0 |
-0.4% |
3,150.0 |
High |
3,263.0 |
3,258.0 |
-5.0 |
-0.2% |
3,264.0 |
Low |
3,226.0 |
3,221.0 |
-5.0 |
-0.2% |
3,121.0 |
Close |
3,242.0 |
3,243.0 |
1.0 |
0.0% |
3,242.0 |
Range |
37.0 |
37.0 |
0.0 |
0.0% |
143.0 |
ATR |
84.1 |
80.7 |
-3.4 |
-4.0% |
0.0 |
Volume |
621,946 |
1,103,920 |
481,974 |
77.5% |
5,233,510 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,351.7 |
3,334.3 |
3,263.4 |
|
R3 |
3,314.7 |
3,297.3 |
3,253.2 |
|
R2 |
3,277.7 |
3,277.7 |
3,249.8 |
|
R1 |
3,260.3 |
3,260.3 |
3,246.4 |
3,250.5 |
PP |
3,240.7 |
3,240.7 |
3,240.7 |
3,235.8 |
S1 |
3,223.3 |
3,223.3 |
3,239.6 |
3,213.5 |
S2 |
3,203.7 |
3,203.7 |
3,236.2 |
|
S3 |
3,166.7 |
3,186.3 |
3,232.8 |
|
S4 |
3,129.7 |
3,149.3 |
3,222.7 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,638.0 |
3,583.0 |
3,320.7 |
|
R3 |
3,495.0 |
3,440.0 |
3,281.3 |
|
R2 |
3,352.0 |
3,352.0 |
3,268.2 |
|
R1 |
3,297.0 |
3,297.0 |
3,255.1 |
3,324.5 |
PP |
3,209.0 |
3,209.0 |
3,209.0 |
3,222.8 |
S1 |
3,154.0 |
3,154.0 |
3,228.9 |
3,181.5 |
S2 |
3,066.0 |
3,066.0 |
3,215.8 |
|
S3 |
2,923.0 |
3,011.0 |
3,202.7 |
|
S4 |
2,780.0 |
2,868.0 |
3,163.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,264.0 |
3,157.0 |
107.0 |
3.3% |
52.2 |
1.6% |
80% |
False |
False |
1,037,100 |
10 |
3,264.0 |
2,970.0 |
294.0 |
9.1% |
68.1 |
2.1% |
93% |
False |
False |
1,162,734 |
20 |
3,286.0 |
2,970.0 |
316.0 |
9.7% |
75.8 |
2.3% |
86% |
False |
False |
1,263,440 |
40 |
3,527.0 |
2,950.0 |
577.0 |
17.8% |
81.0 |
2.5% |
51% |
False |
False |
745,117 |
60 |
3,699.0 |
2,950.0 |
749.0 |
23.1% |
72.2 |
2.2% |
39% |
False |
False |
497,069 |
80 |
3,699.0 |
2,950.0 |
749.0 |
23.1% |
72.3 |
2.2% |
39% |
False |
False |
373,948 |
100 |
3,699.0 |
2,950.0 |
749.0 |
23.1% |
69.0 |
2.1% |
39% |
False |
False |
299,285 |
120 |
3,706.0 |
2,950.0 |
756.0 |
23.3% |
65.7 |
2.0% |
39% |
False |
False |
249,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,415.3 |
2.618 |
3,354.9 |
1.618 |
3,317.9 |
1.000 |
3,295.0 |
0.618 |
3,280.9 |
HIGH |
3,258.0 |
0.618 |
3,243.9 |
0.500 |
3,239.5 |
0.382 |
3,235.1 |
LOW |
3,221.0 |
0.618 |
3,198.1 |
1.000 |
3,184.0 |
1.618 |
3,161.1 |
2.618 |
3,124.1 |
4.250 |
3,063.8 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,241.8 |
3,238.5 |
PP |
3,240.7 |
3,234.0 |
S1 |
3,239.5 |
3,229.5 |
|