Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,204.0 |
5,329.0 |
125.0 |
2.4% |
5,251.0 |
High |
5,244.0 |
5,358.0 |
114.0 |
2.2% |
5,358.0 |
Low |
5,191.0 |
5,320.0 |
129.0 |
2.5% |
5,168.0 |
Close |
5,232.0 |
5,323.0 |
91.0 |
1.7% |
5,323.0 |
Range |
53.0 |
38.0 |
-15.0 |
-28.3% |
190.0 |
ATR |
77.7 |
81.1 |
3.5 |
4.4% |
0.0 |
Volume |
21,477 |
26,988 |
5,511 |
25.7% |
105,062 |
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,447.7 |
5,423.3 |
5,343.9 |
|
R3 |
5,409.7 |
5,385.3 |
5,333.5 |
|
R2 |
5,371.7 |
5,371.7 |
5,330.0 |
|
R1 |
5,347.3 |
5,347.3 |
5,326.5 |
5,340.5 |
PP |
5,333.7 |
5,333.7 |
5,333.7 |
5,330.3 |
S1 |
5,309.3 |
5,309.3 |
5,319.5 |
5,302.5 |
S2 |
5,295.7 |
5,295.7 |
5,316.0 |
|
S3 |
5,257.7 |
5,271.3 |
5,312.6 |
|
S4 |
5,219.7 |
5,233.3 |
5,302.1 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,853.0 |
5,778.0 |
5,427.5 |
|
R3 |
5,663.0 |
5,588.0 |
5,375.3 |
|
R2 |
5,473.0 |
5,473.0 |
5,357.8 |
|
R1 |
5,398.0 |
5,398.0 |
5,340.4 |
5,435.5 |
PP |
5,283.0 |
5,283.0 |
5,283.0 |
5,301.8 |
S1 |
5,208.0 |
5,208.0 |
5,305.6 |
5,245.5 |
S2 |
5,093.0 |
5,093.0 |
5,288.2 |
|
S3 |
4,903.0 |
5,018.0 |
5,270.8 |
|
S4 |
4,713.0 |
4,828.0 |
5,218.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,358.0 |
5,168.0 |
190.0 |
3.6% |
49.6 |
0.9% |
82% |
True |
False |
21,012 |
10 |
5,358.0 |
5,131.0 |
227.0 |
4.3% |
51.4 |
1.0% |
85% |
True |
False |
22,834 |
20 |
5,358.0 |
4,881.0 |
477.0 |
9.0% |
67.5 |
1.3% |
93% |
True |
False |
25,081 |
40 |
5,358.0 |
4,881.0 |
477.0 |
9.0% |
73.3 |
1.4% |
93% |
True |
False |
24,716 |
60 |
5,644.0 |
4,881.0 |
763.0 |
14.3% |
57.2 |
1.1% |
58% |
False |
False |
16,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,519.5 |
2.618 |
5,457.5 |
1.618 |
5,419.5 |
1.000 |
5,396.0 |
0.618 |
5,381.5 |
HIGH |
5,358.0 |
0.618 |
5,343.5 |
0.500 |
5,339.0 |
0.382 |
5,334.5 |
LOW |
5,320.0 |
0.618 |
5,296.5 |
1.000 |
5,282.0 |
1.618 |
5,258.5 |
2.618 |
5,220.5 |
4.250 |
5,158.5 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,339.0 |
5,303.0 |
PP |
5,333.7 |
5,283.0 |
S1 |
5,328.3 |
5,263.0 |
|