Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,205.0 |
5,136.0 |
-69.0 |
-1.3% |
5,080.0 |
High |
5,210.0 |
5,182.0 |
-28.0 |
-0.5% |
5,273.0 |
Low |
5,151.0 |
5,131.0 |
-20.0 |
-0.4% |
5,073.0 |
Close |
5,191.0 |
5,174.0 |
-17.0 |
-0.3% |
5,267.0 |
Range |
59.0 |
51.0 |
-8.0 |
-13.6% |
200.0 |
ATR |
91.3 |
89.1 |
-2.2 |
-2.5% |
0.0 |
Volume |
31,395 |
21,854 |
-9,541 |
-30.4% |
117,325 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,315.3 |
5,295.7 |
5,202.1 |
|
R3 |
5,264.3 |
5,244.7 |
5,188.0 |
|
R2 |
5,213.3 |
5,213.3 |
5,183.4 |
|
R1 |
5,193.7 |
5,193.7 |
5,178.7 |
5,203.5 |
PP |
5,162.3 |
5,162.3 |
5,162.3 |
5,167.3 |
S1 |
5,142.7 |
5,142.7 |
5,169.3 |
5,152.5 |
S2 |
5,111.3 |
5,111.3 |
5,164.7 |
|
S3 |
5,060.3 |
5,091.7 |
5,160.0 |
|
S4 |
5,009.3 |
5,040.7 |
5,146.0 |
|
|
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 |
5,131.0 |
142.0 |
2.7% |
53.6 |
1.0% |
30% |
False |
True |
25,497 |
10 |
5,273.0 |
5,009.0 |
264.0 |
5.1% |
65.6 |
1.3% |
63% |
False |
False |
25,218 |
20 |
5,273.0 |
4,881.0 |
392.0 |
7.6% |
77.2 |
1.5% |
75% |
False |
False |
27,412 |
40 |
5,285.0 |
4,881.0 |
404.0 |
7.8% |
72.3 |
1.4% |
73% |
False |
False |
21,022 |
60 |
5,644.0 |
4,881.0 |
763.0 |
14.7% |
51.7 |
1.0% |
38% |
False |
False |
14,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,398.8 |
2.618 |
5,315.5 |
1.618 |
5,264.5 |
1.000 |
5,233.0 |
0.618 |
5,213.5 |
HIGH |
5,182.0 |
0.618 |
5,162.5 |
0.500 |
5,156.5 |
0.382 |
5,150.5 |
LOW |
5,131.0 |
0.618 |
5,099.5 |
1.000 |
5,080.0 |
1.618 |
5,048.5 |
2.618 |
4,997.5 |
4.250 |
4,914.3 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,168.2 |
5,192.5 |
PP |
5,162.3 |
5,186.3 |
S1 |
5,156.5 |
5,180.2 |
|