Trading Metrics calculated at close of trading on 20-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,264.0 |
3,264.0 |
0.0 |
0.0% |
3,248.0 |
High |
3,288.0 |
3,277.0 |
-11.0 |
-0.3% |
3,269.0 |
Low |
3,247.0 |
3,233.0 |
-14.0 |
-0.4% |
3,171.0 |
Close |
3,266.0 |
3,255.0 |
-11.0 |
-0.3% |
3,257.0 |
Range |
41.0 |
44.0 |
3.0 |
7.3% |
98.0 |
ATR |
71.2 |
69.3 |
-1.9 |
-2.7% |
0.0 |
Volume |
813,972 |
962,962 |
148,990 |
18.3% |
4,827,365 |
|
Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,387.0 |
3,365.0 |
3,279.2 |
|
R3 |
3,343.0 |
3,321.0 |
3,267.1 |
|
R2 |
3,299.0 |
3,299.0 |
3,263.1 |
|
R1 |
3,277.0 |
3,277.0 |
3,259.0 |
3,266.0 |
PP |
3,255.0 |
3,255.0 |
3,255.0 |
3,249.5 |
S1 |
3,233.0 |
3,233.0 |
3,251.0 |
3,222.0 |
S2 |
3,211.0 |
3,211.0 |
3,246.9 |
|
S3 |
3,167.0 |
3,189.0 |
3,242.9 |
|
S4 |
3,123.0 |
3,145.0 |
3,230.8 |
|
|
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% |
44.6 |
1.4% |
72% |
False |
False |
879,291 |
10 |
3,288.0 |
3,171.0 |
117.0 |
3.6% |
46.5 |
1.4% |
72% |
False |
False |
940,986 |
20 |
3,288.0 |
2,970.0 |
318.0 |
9.8% |
65.4 |
2.0% |
90% |
False |
False |
1,148,217 |
40 |
3,315.0 |
2,970.0 |
345.0 |
10.6% |
72.0 |
2.2% |
83% |
False |
False |
882,167 |
60 |
3,677.0 |
2,950.0 |
727.0 |
22.3% |
71.2 |
2.2% |
42% |
False |
False |
588,510 |
80 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
69.4 |
2.1% |
41% |
False |
False |
441,998 |
100 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
69.4 |
2.1% |
41% |
False |
False |
354,280 |
120 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
65.8 |
2.0% |
41% |
False |
False |
295,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,464.0 |
2.618 |
3,392.2 |
1.618 |
3,348.2 |
1.000 |
3,321.0 |
0.618 |
3,304.2 |
HIGH |
3,277.0 |
0.618 |
3,260.2 |
0.500 |
3,255.0 |
0.382 |
3,249.8 |
LOW |
3,233.0 |
0.618 |
3,205.8 |
1.000 |
3,189.0 |
1.618 |
3,161.8 |
2.618 |
3,117.8 |
4.250 |
3,046.0 |
|
|
Fisher Pivots for day following 20-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,255.0 |
3,260.5 |
PP |
3,255.0 |
3,258.7 |
S1 |
3,255.0 |
3,256.8 |
|