Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,434.0 |
3,420.0 |
-14.0 |
-0.4% |
3,426.0 |
High |
3,439.0 |
3,424.0 |
-15.0 |
-0.4% |
3,449.0 |
Low |
3,382.0 |
3,386.0 |
4.0 |
0.1% |
3,375.0 |
Close |
3,403.0 |
3,403.0 |
0.0 |
0.0% |
3,403.0 |
Range |
57.0 |
38.0 |
-19.0 |
-33.3% |
74.0 |
ATR |
67.8 |
65.6 |
-2.1 |
-3.1% |
0.0 |
Volume |
997,393 |
847,809 |
-149,584 |
-15.0% |
4,690,887 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,518.3 |
3,498.7 |
3,423.9 |
|
R3 |
3,480.3 |
3,460.7 |
3,413.5 |
|
R2 |
3,442.3 |
3,442.3 |
3,410.0 |
|
R1 |
3,422.7 |
3,422.7 |
3,406.5 |
3,413.5 |
PP |
3,404.3 |
3,404.3 |
3,404.3 |
3,399.8 |
S1 |
3,384.7 |
3,384.7 |
3,399.5 |
3,375.5 |
S2 |
3,366.3 |
3,366.3 |
3,396.0 |
|
S3 |
3,328.3 |
3,346.7 |
3,392.6 |
|
S4 |
3,290.3 |
3,308.7 |
3,382.1 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,631.0 |
3,591.0 |
3,443.7 |
|
R3 |
3,557.0 |
3,517.0 |
3,423.4 |
|
R2 |
3,483.0 |
3,483.0 |
3,416.6 |
|
R1 |
3,443.0 |
3,443.0 |
3,409.8 |
3,426.0 |
PP |
3,409.0 |
3,409.0 |
3,409.0 |
3,400.5 |
S1 |
3,369.0 |
3,369.0 |
3,396.2 |
3,352.0 |
S2 |
3,335.0 |
3,335.0 |
3,389.4 |
|
S3 |
3,261.0 |
3,295.0 |
3,382.7 |
|
S4 |
3,187.0 |
3,221.0 |
3,362.3 |
|
|
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 |
3,375.0 |
74.0 |
2.2% |
47.2 |
1.4% |
38% |
False |
False |
938,177 |
10 |
3,449.0 |
3,231.0 |
218.0 |
6.4% |
57.3 |
1.7% |
79% |
False |
False |
1,070,196 |
20 |
3,449.0 |
3,121.0 |
328.0 |
9.6% |
55.7 |
1.6% |
86% |
False |
False |
1,038,141 |
40 |
3,449.0 |
2,970.0 |
479.0 |
14.1% |
68.2 |
2.0% |
90% |
False |
False |
1,101,891 |
60 |
3,669.0 |
2,950.0 |
719.0 |
21.1% |
73.4 |
2.2% |
63% |
False |
False |
737,205 |
80 |
3,699.0 |
2,950.0 |
749.0 |
22.0% |
67.9 |
2.0% |
60% |
False |
False |
553,167 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.0% |
70.0 |
2.1% |
60% |
False |
False |
443,523 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.0% |
66.0 |
1.9% |
60% |
False |
False |
369,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,585.5 |
2.618 |
3,523.5 |
1.618 |
3,485.5 |
1.000 |
3,462.0 |
0.618 |
3,447.5 |
HIGH |
3,424.0 |
0.618 |
3,409.5 |
0.500 |
3,405.0 |
0.382 |
3,400.5 |
LOW |
3,386.0 |
0.618 |
3,362.5 |
1.000 |
3,348.0 |
1.618 |
3,324.5 |
2.618 |
3,286.5 |
4.250 |
3,224.5 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,405.0 |
3,414.5 |
PP |
3,404.3 |
3,410.7 |
S1 |
3,403.7 |
3,406.8 |
|