Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,255.0 |
3,390.0 |
135.0 |
4.1% |
3,264.0 |
High |
3,379.0 |
3,448.0 |
69.0 |
2.0% |
3,448.0 |
Low |
3,249.0 |
3,373.0 |
124.0 |
3.8% |
3,231.0 |
Close |
3,353.0 |
3,418.0 |
65.0 |
1.9% |
3,418.0 |
Range |
130.0 |
75.0 |
-55.0 |
-42.3% |
217.0 |
ATR |
72.1 |
73.8 |
1.6 |
2.3% |
0.0 |
Volume |
1,751,083 |
951,249 |
-799,834 |
-45.7% |
6,011,073 |
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,638.0 |
3,603.0 |
3,459.3 |
|
R3 |
3,563.0 |
3,528.0 |
3,438.6 |
|
R2 |
3,488.0 |
3,488.0 |
3,431.8 |
|
R1 |
3,453.0 |
3,453.0 |
3,424.9 |
3,470.5 |
PP |
3,413.0 |
3,413.0 |
3,413.0 |
3,421.8 |
S1 |
3,378.0 |
3,378.0 |
3,411.1 |
3,395.5 |
S2 |
3,338.0 |
3,338.0 |
3,404.3 |
|
S3 |
3,263.0 |
3,303.0 |
3,397.4 |
|
S4 |
3,188.0 |
3,228.0 |
3,376.8 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,016.7 |
3,934.3 |
3,537.4 |
|
R3 |
3,799.7 |
3,717.3 |
3,477.7 |
|
R2 |
3,582.7 |
3,582.7 |
3,457.8 |
|
R1 |
3,500.3 |
3,500.3 |
3,437.9 |
3,541.5 |
PP |
3,365.7 |
3,365.7 |
3,365.7 |
3,386.3 |
S1 |
3,283.3 |
3,283.3 |
3,398.1 |
3,324.5 |
S2 |
3,148.7 |
3,148.7 |
3,378.2 |
|
S3 |
2,931.7 |
3,066.3 |
3,358.3 |
|
S4 |
2,714.7 |
2,849.3 |
3,298.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,448.0 |
3,231.0 |
217.0 |
6.3% |
67.4 |
2.0% |
86% |
True |
False |
1,202,214 |
10 |
3,448.0 |
3,171.0 |
277.0 |
8.1% |
56.4 |
1.7% |
89% |
True |
False |
1,083,843 |
20 |
3,448.0 |
2,970.0 |
478.0 |
14.0% |
65.2 |
1.9% |
94% |
True |
False |
1,140,140 |
40 |
3,448.0 |
2,970.0 |
478.0 |
14.0% |
70.0 |
2.0% |
94% |
True |
False |
986,078 |
60 |
3,677.0 |
2,950.0 |
727.0 |
21.3% |
73.1 |
2.1% |
64% |
False |
False |
659,038 |
80 |
3,699.0 |
2,950.0 |
749.0 |
21.9% |
69.7 |
2.0% |
62% |
False |
False |
494,763 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.9% |
70.7 |
2.1% |
62% |
False |
False |
396,620 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.9% |
66.3 |
1.9% |
62% |
False |
False |
330,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,766.8 |
2.618 |
3,644.4 |
1.618 |
3,569.4 |
1.000 |
3,523.0 |
0.618 |
3,494.4 |
HIGH |
3,448.0 |
0.618 |
3,419.4 |
0.500 |
3,410.5 |
0.382 |
3,401.7 |
LOW |
3,373.0 |
0.618 |
3,326.7 |
1.000 |
3,298.0 |
1.618 |
3,251.7 |
2.618 |
3,176.7 |
4.250 |
3,054.3 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,415.5 |
3,391.8 |
PP |
3,413.0 |
3,365.7 |
S1 |
3,410.5 |
3,339.5 |
|