Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,257.0 |
3,264.0 |
7.0 |
0.2% |
3,248.0 |
High |
3,269.0 |
3,288.0 |
19.0 |
0.6% |
3,269.0 |
Low |
3,240.0 |
3,247.0 |
7.0 |
0.2% |
3,171.0 |
Close |
3,257.0 |
3,266.0 |
9.0 |
0.3% |
3,257.0 |
Range |
29.0 |
41.0 |
12.0 |
41.4% |
98.0 |
ATR |
73.5 |
71.2 |
-2.3 |
-3.2% |
0.0 |
Volume |
666,620 |
813,972 |
147,352 |
22.1% |
4,827,365 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,390.0 |
3,369.0 |
3,288.6 |
|
R3 |
3,349.0 |
3,328.0 |
3,277.3 |
|
R2 |
3,308.0 |
3,308.0 |
3,273.5 |
|
R1 |
3,287.0 |
3,287.0 |
3,269.8 |
3,297.5 |
PP |
3,267.0 |
3,267.0 |
3,267.0 |
3,272.3 |
S1 |
3,246.0 |
3,246.0 |
3,262.2 |
3,256.5 |
S2 |
3,226.0 |
3,226.0 |
3,258.5 |
|
S3 |
3,185.0 |
3,205.0 |
3,254.7 |
|
S4 |
3,144.0 |
3,164.0 |
3,243.5 |
|
|
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 |
3,288.0 |
3,171.0 |
117.0 |
3.6% |
46.2 |
1.4% |
81% |
True |
False |
907,483 |
10 |
3,288.0 |
3,157.0 |
131.0 |
4.0% |
49.2 |
1.5% |
83% |
True |
False |
972,292 |
20 |
3,288.0 |
2,970.0 |
318.0 |
9.7% |
69.9 |
2.1% |
93% |
True |
False |
1,154,051 |
40 |
3,315.0 |
2,950.0 |
365.0 |
11.2% |
76.5 |
2.3% |
87% |
False |
False |
858,386 |
60 |
3,677.0 |
2,950.0 |
727.0 |
22.3% |
71.9 |
2.2% |
43% |
False |
False |
572,470 |
80 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
70.8 |
2.2% |
42% |
False |
False |
429,985 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
69.2 |
2.1% |
42% |
False |
False |
344,650 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
65.8 |
2.0% |
42% |
False |
False |
287,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,462.3 |
2.618 |
3,395.3 |
1.618 |
3,354.3 |
1.000 |
3,329.0 |
0.618 |
3,313.3 |
HIGH |
3,288.0 |
0.618 |
3,272.3 |
0.500 |
3,267.5 |
0.382 |
3,262.7 |
LOW |
3,247.0 |
0.618 |
3,221.7 |
1.000 |
3,206.0 |
1.618 |
3,180.7 |
2.618 |
3,139.7 |
4.250 |
3,072.8 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,267.5 |
3,258.7 |
PP |
3,267.0 |
3,251.3 |
S1 |
3,266.5 |
3,244.0 |
|