Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,426.0 |
3,410.0 |
-16.0 |
-0.5% |
3,264.0 |
High |
3,430.0 |
3,413.0 |
-17.0 |
-0.5% |
3,448.0 |
Low |
3,396.0 |
3,375.0 |
-21.0 |
-0.6% |
3,231.0 |
Close |
3,413.0 |
3,383.0 |
-30.0 |
-0.9% |
3,418.0 |
Range |
34.0 |
38.0 |
4.0 |
11.8% |
217.0 |
ATR |
70.9 |
68.6 |
-2.4 |
-3.3% |
0.0 |
Volume |
915,895 |
964,895 |
49,000 |
5.3% |
6,011,073 |
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,504.3 |
3,481.7 |
3,403.9 |
|
R3 |
3,466.3 |
3,443.7 |
3,393.5 |
|
R2 |
3,428.3 |
3,428.3 |
3,390.0 |
|
R1 |
3,405.7 |
3,405.7 |
3,386.5 |
3,398.0 |
PP |
3,390.3 |
3,390.3 |
3,390.3 |
3,386.5 |
S1 |
3,367.7 |
3,367.7 |
3,379.5 |
3,360.0 |
S2 |
3,352.3 |
3,352.3 |
3,376.0 |
|
S3 |
3,314.3 |
3,329.7 |
3,372.6 |
|
S4 |
3,276.3 |
3,291.7 |
3,362.1 |
|
|
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% |
64.8 |
1.9% |
70% |
False |
False |
1,222,985 |
10 |
3,448.0 |
3,171.0 |
277.0 |
8.2% |
54.7 |
1.6% |
77% |
False |
False |
1,051,138 |
20 |
3,448.0 |
3,026.0 |
422.0 |
12.5% |
60.1 |
1.8% |
85% |
False |
False |
1,093,795 |
40 |
3,448.0 |
2,970.0 |
478.0 |
14.1% |
69.7 |
2.1% |
86% |
False |
False |
1,032,807 |
60 |
3,677.0 |
2,950.0 |
727.0 |
21.5% |
72.6 |
2.1% |
60% |
False |
False |
690,378 |
80 |
3,699.0 |
2,950.0 |
749.0 |
22.1% |
69.0 |
2.0% |
58% |
False |
False |
518,061 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.1% |
70.7 |
2.1% |
58% |
False |
False |
415,428 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.1% |
65.7 |
1.9% |
58% |
False |
False |
346,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,574.5 |
2.618 |
3,512.5 |
1.618 |
3,474.5 |
1.000 |
3,451.0 |
0.618 |
3,436.5 |
HIGH |
3,413.0 |
0.618 |
3,398.5 |
0.500 |
3,394.0 |
0.382 |
3,389.5 |
LOW |
3,375.0 |
0.618 |
3,351.5 |
1.000 |
3,337.0 |
1.618 |
3,313.5 |
2.618 |
3,275.5 |
4.250 |
3,213.5 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,394.0 |
3,410.5 |
PP |
3,390.3 |
3,401.3 |
S1 |
3,386.7 |
3,392.2 |
|