Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,265.0 |
5,251.0 |
-14.0 |
-0.3% |
5,234.0 |
High |
5,291.0 |
5,276.0 |
-15.0 |
-0.3% |
5,291.0 |
Low |
5,237.0 |
5,233.0 |
-4.0 |
-0.1% |
5,131.0 |
Close |
5,252.0 |
5,237.0 |
-15.0 |
-0.3% |
5,252.0 |
Range |
54.0 |
43.0 |
-11.0 |
-20.4% |
160.0 |
ATR |
86.1 |
83.1 |
-3.1 |
-3.6% |
0.0 |
Volume |
23,063 |
18,264 |
-4,799 |
-20.8% |
123,285 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,377.7 |
5,350.3 |
5,260.7 |
|
R3 |
5,334.7 |
5,307.3 |
5,248.8 |
|
R2 |
5,291.7 |
5,291.7 |
5,244.9 |
|
R1 |
5,264.3 |
5,264.3 |
5,240.9 |
5,256.5 |
PP |
5,248.7 |
5,248.7 |
5,248.7 |
5,244.8 |
S1 |
5,221.3 |
5,221.3 |
5,233.1 |
5,213.5 |
S2 |
5,205.7 |
5,205.7 |
5,229.1 |
|
S3 |
5,162.7 |
5,178.3 |
5,225.2 |
|
S4 |
5,119.7 |
5,135.3 |
5,213.4 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,704.7 |
5,638.3 |
5,340.0 |
|
R3 |
5,544.7 |
5,478.3 |
5,296.0 |
|
R2 |
5,384.7 |
5,384.7 |
5,281.3 |
|
R1 |
5,318.3 |
5,318.3 |
5,266.7 |
5,351.5 |
PP |
5,224.7 |
5,224.7 |
5,224.7 |
5,241.3 |
S1 |
5,158.3 |
5,158.3 |
5,237.3 |
5,191.5 |
S2 |
5,064.7 |
5,064.7 |
5,222.7 |
|
S3 |
4,904.7 |
4,998.3 |
5,208.0 |
|
S4 |
4,744.7 |
4,838.3 |
5,164.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,291.0 |
5,131.0 |
160.0 |
3.1% |
51.2 |
1.0% |
66% |
False |
False |
23,375 |
10 |
5,291.0 |
5,114.0 |
177.0 |
3.4% |
55.6 |
1.1% |
69% |
False |
False |
24,331 |
20 |
5,291.0 |
4,881.0 |
410.0 |
7.8% |
71.4 |
1.4% |
87% |
False |
False |
26,095 |
40 |
5,291.0 |
4,881.0 |
410.0 |
7.8% |
71.0 |
1.4% |
87% |
False |
False |
22,607 |
60 |
5,644.0 |
4,881.0 |
763.0 |
14.6% |
54.2 |
1.0% |
47% |
False |
False |
15,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,458.8 |
2.618 |
5,388.6 |
1.618 |
5,345.6 |
1.000 |
5,319.0 |
0.618 |
5,302.6 |
HIGH |
5,276.0 |
0.618 |
5,259.6 |
0.500 |
5,254.5 |
0.382 |
5,249.4 |
LOW |
5,233.0 |
0.618 |
5,206.4 |
1.000 |
5,190.0 |
1.618 |
5,163.4 |
2.618 |
5,120.4 |
4.250 |
5,050.3 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,254.5 |
5,235.7 |
PP |
5,248.7 |
5,234.3 |
S1 |
5,242.8 |
5,233.0 |
|