Trading Metrics calculated at close of trading on 13-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,234.0 |
5,205.0 |
-29.0 |
-0.6% |
5,080.0 |
High |
5,254.0 |
5,210.0 |
-44.0 |
-0.8% |
5,273.0 |
Low |
5,201.0 |
5,151.0 |
-50.0 |
-1.0% |
5,073.0 |
Close |
5,224.0 |
5,191.0 |
-33.0 |
-0.6% |
5,267.0 |
Range |
53.0 |
59.0 |
6.0 |
11.3% |
200.0 |
ATR |
92.7 |
91.3 |
-1.4 |
-1.5% |
0.0 |
Volume |
24,670 |
31,395 |
6,725 |
27.3% |
117,325 |
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,361.0 |
5,335.0 |
5,223.5 |
|
R3 |
5,302.0 |
5,276.0 |
5,207.2 |
|
R2 |
5,243.0 |
5,243.0 |
5,201.8 |
|
R1 |
5,217.0 |
5,217.0 |
5,196.4 |
5,200.5 |
PP |
5,184.0 |
5,184.0 |
5,184.0 |
5,175.8 |
S1 |
5,158.0 |
5,158.0 |
5,185.6 |
5,141.5 |
S2 |
5,125.0 |
5,125.0 |
5,180.2 |
|
S3 |
5,066.0 |
5,099.0 |
5,174.8 |
|
S4 |
5,007.0 |
5,040.0 |
5,158.6 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,804.3 |
5,735.7 |
5,377.0 |
|
R3 |
5,604.3 |
5,535.7 |
5,322.0 |
|
R2 |
5,404.3 |
5,404.3 |
5,303.7 |
|
R1 |
5,335.7 |
5,335.7 |
5,285.3 |
5,370.0 |
PP |
5,204.3 |
5,204.3 |
5,204.3 |
5,221.5 |
S1 |
5,135.7 |
5,135.7 |
5,248.7 |
5,170.0 |
S2 |
5,004.3 |
5,004.3 |
5,230.3 |
|
S3 |
4,804.3 |
4,935.7 |
5,212.0 |
|
S4 |
4,604.3 |
4,735.7 |
5,157.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,273.0 |
5,114.0 |
159.0 |
3.1% |
59.4 |
1.1% |
48% |
False |
False |
25,743 |
10 |
5,273.0 |
4,899.0 |
374.0 |
7.2% |
71.9 |
1.4% |
78% |
False |
False |
26,937 |
20 |
5,273.0 |
4,881.0 |
392.0 |
7.6% |
78.9 |
1.5% |
79% |
False |
False |
29,323 |
40 |
5,310.0 |
4,881.0 |
429.0 |
8.3% |
71.0 |
1.4% |
72% |
False |
False |
20,476 |
60 |
5,644.0 |
4,881.0 |
763.0 |
14.7% |
50.9 |
1.0% |
41% |
False |
False |
13,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,460.8 |
2.618 |
5,364.5 |
1.618 |
5,305.5 |
1.000 |
5,269.0 |
0.618 |
5,246.5 |
HIGH |
5,210.0 |
0.618 |
5,187.5 |
0.500 |
5,180.5 |
0.382 |
5,173.5 |
LOW |
5,151.0 |
0.618 |
5,114.5 |
1.000 |
5,092.0 |
1.618 |
5,055.5 |
2.618 |
4,996.5 |
4.250 |
4,900.3 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,187.5 |
5,212.0 |
PP |
5,184.0 |
5,205.0 |
S1 |
5,180.5 |
5,198.0 |
|