Trading Metrics calculated at close of trading on 26-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,390.0 |
3,426.0 |
36.0 |
1.1% |
3,264.0 |
High |
3,448.0 |
3,430.0 |
-18.0 |
-0.5% |
3,448.0 |
Low |
3,373.0 |
3,396.0 |
23.0 |
0.7% |
3,231.0 |
Close |
3,418.0 |
3,413.0 |
-5.0 |
-0.1% |
3,418.0 |
Range |
75.0 |
34.0 |
-41.0 |
-54.7% |
217.0 |
ATR |
73.8 |
70.9 |
-2.8 |
-3.9% |
0.0 |
Volume |
951,249 |
915,895 |
-35,354 |
-3.7% |
6,011,073 |
|
Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,515.0 |
3,498.0 |
3,431.7 |
|
R3 |
3,481.0 |
3,464.0 |
3,422.4 |
|
R2 |
3,447.0 |
3,447.0 |
3,419.2 |
|
R1 |
3,430.0 |
3,430.0 |
3,416.1 |
3,421.5 |
PP |
3,413.0 |
3,413.0 |
3,413.0 |
3,408.8 |
S1 |
3,396.0 |
3,396.0 |
3,409.9 |
3,387.5 |
S2 |
3,379.0 |
3,379.0 |
3,406.8 |
|
S3 |
3,345.0 |
3,362.0 |
3,403.7 |
|
S4 |
3,311.0 |
3,328.0 |
3,394.3 |
|
|
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 |
6.4% |
66.0 |
1.9% |
84% |
False |
False |
1,222,599 |
10 |
3,448.0 |
3,171.0 |
277.0 |
8.1% |
56.1 |
1.6% |
87% |
False |
False |
1,065,041 |
20 |
3,448.0 |
2,970.0 |
478.0 |
14.0% |
62.1 |
1.8% |
93% |
False |
False |
1,113,887 |
40 |
3,448.0 |
2,970.0 |
478.0 |
14.0% |
69.8 |
2.0% |
93% |
False |
False |
1,008,909 |
60 |
3,677.0 |
2,950.0 |
727.0 |
21.3% |
72.8 |
2.1% |
64% |
False |
False |
674,300 |
80 |
3,699.0 |
2,950.0 |
749.0 |
21.9% |
69.5 |
2.0% |
62% |
False |
False |
506,070 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.9% |
70.7 |
2.1% |
62% |
False |
False |
405,779 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.9% |
66.0 |
1.9% |
62% |
False |
False |
338,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,574.5 |
2.618 |
3,519.0 |
1.618 |
3,485.0 |
1.000 |
3,464.0 |
0.618 |
3,451.0 |
HIGH |
3,430.0 |
0.618 |
3,417.0 |
0.500 |
3,413.0 |
0.382 |
3,409.0 |
LOW |
3,396.0 |
0.618 |
3,375.0 |
1.000 |
3,362.0 |
1.618 |
3,341.0 |
2.618 |
3,307.0 |
4.250 |
3,251.5 |
|
|
Fisher Pivots for day following 26-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,413.0 |
3,391.5 |
PP |
3,413.0 |
3,370.0 |
S1 |
3,413.0 |
3,348.5 |
|