Trading Metrics calculated at close of trading on 28-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,410.0 |
3,388.0 |
-22.0 |
-0.6% |
3,264.0 |
High |
3,413.0 |
3,449.0 |
36.0 |
1.1% |
3,448.0 |
Low |
3,375.0 |
3,380.0 |
5.0 |
0.1% |
3,231.0 |
Close |
3,383.0 |
3,420.0 |
37.0 |
1.1% |
3,418.0 |
Range |
38.0 |
69.0 |
31.0 |
81.6% |
217.0 |
ATR |
68.6 |
68.6 |
0.0 |
0.0% |
0.0 |
Volume |
964,895 |
964,895 |
0 |
0.0% |
6,011,073 |
|
Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,623.3 |
3,590.7 |
3,458.0 |
|
R3 |
3,554.3 |
3,521.7 |
3,439.0 |
|
R2 |
3,485.3 |
3,485.3 |
3,432.7 |
|
R1 |
3,452.7 |
3,452.7 |
3,426.3 |
3,469.0 |
PP |
3,416.3 |
3,416.3 |
3,416.3 |
3,424.5 |
S1 |
3,383.7 |
3,383.7 |
3,413.7 |
3,400.0 |
S2 |
3,347.3 |
3,347.3 |
3,407.4 |
|
S3 |
3,278.3 |
3,314.7 |
3,401.0 |
|
S4 |
3,209.3 |
3,245.7 |
3,382.1 |
|
|
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 |
3,449.0 |
3,249.0 |
200.0 |
5.8% |
69.2 |
2.0% |
86% |
True |
False |
1,109,603 |
10 |
3,449.0 |
3,200.0 |
249.0 |
7.3% |
56.6 |
1.7% |
88% |
True |
False |
1,046,130 |
20 |
3,449.0 |
3,026.0 |
423.0 |
12.4% |
61.1 |
1.8% |
93% |
True |
False |
1,077,730 |
40 |
3,449.0 |
2,970.0 |
479.0 |
14.0% |
69.4 |
2.0% |
94% |
True |
False |
1,056,714 |
60 |
3,677.0 |
2,950.0 |
727.0 |
21.3% |
73.3 |
2.1% |
65% |
False |
False |
706,457 |
80 |
3,699.0 |
2,950.0 |
749.0 |
21.9% |
68.7 |
2.0% |
63% |
False |
False |
530,113 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.9% |
70.8 |
2.1% |
63% |
False |
False |
425,076 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.9% |
66.1 |
1.9% |
63% |
False |
False |
354,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,742.3 |
2.618 |
3,629.6 |
1.618 |
3,560.6 |
1.000 |
3,518.0 |
0.618 |
3,491.6 |
HIGH |
3,449.0 |
0.618 |
3,422.6 |
0.500 |
3,414.5 |
0.382 |
3,406.4 |
LOW |
3,380.0 |
0.618 |
3,337.4 |
1.000 |
3,311.0 |
1.618 |
3,268.4 |
2.618 |
3,199.4 |
4.250 |
3,086.8 |
|
|
Fisher Pivots for day following 28-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,418.2 |
3,417.3 |
PP |
3,416.3 |
3,414.7 |
S1 |
3,414.5 |
3,412.0 |
|