Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,266.0 |
3,255.0 |
-11.0 |
-0.3% |
3,248.0 |
High |
3,278.0 |
3,379.0 |
101.0 |
3.1% |
3,269.0 |
Low |
3,231.0 |
3,249.0 |
18.0 |
0.6% |
3,171.0 |
Close |
3,266.0 |
3,353.0 |
87.0 |
2.7% |
3,257.0 |
Range |
47.0 |
130.0 |
83.0 |
176.6% |
98.0 |
ATR |
67.7 |
72.1 |
4.5 |
6.6% |
0.0 |
Volume |
1,531,807 |
1,751,083 |
219,276 |
14.3% |
4,827,365 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,717.0 |
3,665.0 |
3,424.5 |
|
R3 |
3,587.0 |
3,535.0 |
3,388.8 |
|
R2 |
3,457.0 |
3,457.0 |
3,376.8 |
|
R1 |
3,405.0 |
3,405.0 |
3,364.9 |
3,431.0 |
PP |
3,327.0 |
3,327.0 |
3,327.0 |
3,340.0 |
S1 |
3,275.0 |
3,275.0 |
3,341.1 |
3,301.0 |
S2 |
3,197.0 |
3,197.0 |
3,329.2 |
|
S3 |
3,067.0 |
3,145.0 |
3,317.3 |
|
S4 |
2,937.0 |
3,015.0 |
3,281.5 |
|
|
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 |
3,379.0 |
3,231.0 |
148.0 |
4.4% |
58.2 |
1.7% |
82% |
True |
False |
1,145,288 |
10 |
3,379.0 |
3,171.0 |
208.0 |
6.2% |
52.6 |
1.6% |
88% |
True |
False |
1,050,913 |
20 |
3,379.0 |
2,970.0 |
409.0 |
12.2% |
65.0 |
1.9% |
94% |
True |
False |
1,150,624 |
40 |
3,379.0 |
2,970.0 |
409.0 |
12.2% |
70.1 |
2.1% |
94% |
True |
False |
962,352 |
60 |
3,677.0 |
2,950.0 |
727.0 |
21.7% |
72.6 |
2.2% |
55% |
False |
False |
643,214 |
80 |
3,699.0 |
2,950.0 |
749.0 |
22.3% |
69.4 |
2.1% |
54% |
False |
False |
482,875 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.3% |
70.4 |
2.1% |
54% |
False |
False |
387,108 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.3% |
66.1 |
2.0% |
54% |
False |
False |
322,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,931.5 |
2.618 |
3,719.3 |
1.618 |
3,589.3 |
1.000 |
3,509.0 |
0.618 |
3,459.3 |
HIGH |
3,379.0 |
0.618 |
3,329.3 |
0.500 |
3,314.0 |
0.382 |
3,298.7 |
LOW |
3,249.0 |
0.618 |
3,168.7 |
1.000 |
3,119.0 |
1.618 |
3,038.7 |
2.618 |
2,908.7 |
4.250 |
2,696.5 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,340.0 |
3,337.0 |
PP |
3,327.0 |
3,321.0 |
S1 |
3,314.0 |
3,305.0 |
|