Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,191.0 |
5,204.0 |
13.0 |
0.3% |
5,234.0 |
High |
5,241.0 |
5,244.0 |
3.0 |
0.1% |
5,291.0 |
Low |
5,168.0 |
5,191.0 |
23.0 |
0.4% |
5,131.0 |
Close |
5,239.0 |
5,232.0 |
-7.0 |
-0.1% |
5,252.0 |
Range |
73.0 |
53.0 |
-20.0 |
-27.4% |
160.0 |
ATR |
79.6 |
77.7 |
-1.9 |
-2.4% |
0.0 |
Volume |
19,132 |
21,477 |
2,345 |
12.3% |
123,285 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,381.3 |
5,359.7 |
5,261.2 |
|
R3 |
5,328.3 |
5,306.7 |
5,246.6 |
|
R2 |
5,275.3 |
5,275.3 |
5,241.7 |
|
R1 |
5,253.7 |
5,253.7 |
5,236.9 |
5,264.5 |
PP |
5,222.3 |
5,222.3 |
5,222.3 |
5,227.8 |
S1 |
5,200.7 |
5,200.7 |
5,227.1 |
5,211.5 |
S2 |
5,169.3 |
5,169.3 |
5,222.3 |
|
S3 |
5,116.3 |
5,147.7 |
5,217.4 |
|
S4 |
5,063.3 |
5,094.7 |
5,202.9 |
|
|
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 |
5,168.0 |
123.0 |
2.4% |
52.8 |
1.0% |
52% |
False |
False |
20,227 |
10 |
5,291.0 |
5,131.0 |
160.0 |
3.1% |
52.1 |
1.0% |
63% |
False |
False |
22,642 |
20 |
5,291.0 |
4,881.0 |
410.0 |
7.8% |
70.0 |
1.3% |
86% |
False |
False |
25,175 |
40 |
5,291.0 |
4,881.0 |
410.0 |
7.8% |
72.5 |
1.4% |
86% |
False |
False |
24,064 |
60 |
5,644.0 |
4,881.0 |
763.0 |
14.6% |
56.6 |
1.1% |
46% |
False |
False |
16,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,469.3 |
2.618 |
5,382.8 |
1.618 |
5,329.8 |
1.000 |
5,297.0 |
0.618 |
5,276.8 |
HIGH |
5,244.0 |
0.618 |
5,223.8 |
0.500 |
5,217.5 |
0.382 |
5,211.2 |
LOW |
5,191.0 |
0.618 |
5,158.2 |
1.000 |
5,138.0 |
1.618 |
5,105.2 |
2.618 |
5,052.2 |
4.250 |
4,965.8 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,227.2 |
5,223.3 |
PP |
5,222.3 |
5,214.7 |
S1 |
5,217.5 |
5,206.0 |
|