Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,388.0 |
3,434.0 |
46.0 |
1.4% |
3,264.0 |
High |
3,449.0 |
3,439.0 |
-10.0 |
-0.3% |
3,448.0 |
Low |
3,380.0 |
3,382.0 |
2.0 |
0.1% |
3,231.0 |
Close |
3,420.0 |
3,403.0 |
-17.0 |
-0.5% |
3,418.0 |
Range |
69.0 |
57.0 |
-12.0 |
-17.4% |
217.0 |
ATR |
68.6 |
67.8 |
-0.8 |
-1.2% |
0.0 |
Volume |
964,895 |
997,393 |
32,498 |
3.4% |
6,011,073 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,579.0 |
3,548.0 |
3,434.4 |
|
R3 |
3,522.0 |
3,491.0 |
3,418.7 |
|
R2 |
3,465.0 |
3,465.0 |
3,413.5 |
|
R1 |
3,434.0 |
3,434.0 |
3,408.2 |
3,421.0 |
PP |
3,408.0 |
3,408.0 |
3,408.0 |
3,401.5 |
S1 |
3,377.0 |
3,377.0 |
3,397.8 |
3,364.0 |
S2 |
3,351.0 |
3,351.0 |
3,392.6 |
|
S3 |
3,294.0 |
3,320.0 |
3,387.3 |
|
S4 |
3,237.0 |
3,263.0 |
3,371.7 |
|
|
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 |
3,373.0 |
76.0 |
2.2% |
54.6 |
1.6% |
39% |
False |
False |
958,865 |
10 |
3,449.0 |
3,231.0 |
218.0 |
6.4% |
56.4 |
1.7% |
79% |
False |
False |
1,052,077 |
20 |
3,449.0 |
3,026.0 |
423.0 |
12.4% |
59.0 |
1.7% |
89% |
False |
False |
1,056,846 |
40 |
3,449.0 |
2,970.0 |
479.0 |
14.1% |
69.2 |
2.0% |
90% |
False |
False |
1,081,337 |
60 |
3,677.0 |
2,950.0 |
727.0 |
21.4% |
73.3 |
2.2% |
62% |
False |
False |
723,077 |
80 |
3,699.0 |
2,950.0 |
749.0 |
22.0% |
68.7 |
2.0% |
60% |
False |
False |
542,575 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.0% |
70.4 |
2.1% |
60% |
False |
False |
435,049 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.0% |
66.2 |
1.9% |
60% |
False |
False |
362,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,681.3 |
2.618 |
3,588.2 |
1.618 |
3,531.2 |
1.000 |
3,496.0 |
0.618 |
3,474.2 |
HIGH |
3,439.0 |
0.618 |
3,417.2 |
0.500 |
3,410.5 |
0.382 |
3,403.8 |
LOW |
3,382.0 |
0.618 |
3,346.8 |
1.000 |
3,325.0 |
1.618 |
3,289.8 |
2.618 |
3,232.8 |
4.250 |
3,139.8 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,410.5 |
3,412.0 |
PP |
3,408.0 |
3,409.0 |
S1 |
3,405.5 |
3,406.0 |
|