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 |
3,208.0 |
3,257.0 |
49.0 |
1.5% |
3,248.0 |
High |
3,259.0 |
3,269.0 |
10.0 |
0.3% |
3,269.0 |
Low |
3,200.0 |
3,240.0 |
40.0 |
1.3% |
3,171.0 |
Close |
3,233.0 |
3,257.0 |
24.0 |
0.7% |
3,257.0 |
Range |
59.0 |
29.0 |
-30.0 |
-50.8% |
98.0 |
ATR |
76.4 |
73.5 |
-2.9 |
-3.8% |
0.0 |
Volume |
937,923 |
666,620 |
-271,303 |
-28.9% |
4,827,365 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,342.3 |
3,328.7 |
3,273.0 |
|
R3 |
3,313.3 |
3,299.7 |
3,265.0 |
|
R2 |
3,284.3 |
3,284.3 |
3,262.3 |
|
R1 |
3,270.7 |
3,270.7 |
3,259.7 |
3,271.5 |
PP |
3,255.3 |
3,255.3 |
3,255.3 |
3,255.8 |
S1 |
3,241.7 |
3,241.7 |
3,254.3 |
3,242.5 |
S2 |
3,226.3 |
3,226.3 |
3,251.7 |
|
S3 |
3,197.3 |
3,212.7 |
3,249.0 |
|
S4 |
3,168.3 |
3,183.7 |
3,241.1 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,526.3 |
3,489.7 |
3,310.9 |
|
R3 |
3,428.3 |
3,391.7 |
3,284.0 |
|
R2 |
3,330.3 |
3,330.3 |
3,275.0 |
|
R1 |
3,293.7 |
3,293.7 |
3,266.0 |
3,312.0 |
PP |
3,232.3 |
3,232.3 |
3,232.3 |
3,241.5 |
S1 |
3,195.7 |
3,195.7 |
3,248.0 |
3,214.0 |
S2 |
3,134.3 |
3,134.3 |
3,239.0 |
|
S3 |
3,036.3 |
3,097.7 |
3,230.1 |
|
S4 |
2,938.3 |
2,999.7 |
3,203.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,269.0 |
3,171.0 |
98.0 |
3.0% |
45.4 |
1.4% |
88% |
True |
False |
965,473 |
10 |
3,269.0 |
3,121.0 |
148.0 |
4.5% |
54.1 |
1.7% |
92% |
True |
False |
1,006,087 |
20 |
3,269.0 |
2,970.0 |
299.0 |
9.2% |
70.8 |
2.2% |
96% |
True |
False |
1,186,742 |
40 |
3,340.0 |
2,950.0 |
390.0 |
12.0% |
79.0 |
2.4% |
79% |
False |
False |
838,121 |
60 |
3,677.0 |
2,950.0 |
727.0 |
22.3% |
72.4 |
2.2% |
42% |
False |
False |
558,915 |
80 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
71.1 |
2.2% |
41% |
False |
False |
419,819 |
100 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
69.5 |
2.1% |
41% |
False |
False |
336,513 |
120 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
66.4 |
2.0% |
41% |
False |
False |
280,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,392.3 |
2.618 |
3,344.9 |
1.618 |
3,315.9 |
1.000 |
3,298.0 |
0.618 |
3,286.9 |
HIGH |
3,269.0 |
0.618 |
3,257.9 |
0.500 |
3,254.5 |
0.382 |
3,251.1 |
LOW |
3,240.0 |
0.618 |
3,222.1 |
1.000 |
3,211.0 |
1.618 |
3,193.1 |
2.618 |
3,164.1 |
4.250 |
3,116.8 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,256.2 |
3,244.7 |
PP |
3,255.3 |
3,232.3 |
S1 |
3,254.5 |
3,220.0 |
|