Trading Metrics calculated at close of trading on 26-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,329.0 |
5,365.0 |
36.0 |
0.7% |
5,251.0 |
High |
5,358.0 |
5,369.0 |
11.0 |
0.2% |
5,358.0 |
Low |
5,320.0 |
5,324.0 |
4.0 |
0.1% |
5,168.0 |
Close |
5,323.0 |
5,332.0 |
9.0 |
0.2% |
5,323.0 |
Range |
38.0 |
45.0 |
7.0 |
18.4% |
190.0 |
ATR |
81.1 |
78.6 |
-2.5 |
-3.1% |
0.0 |
Volume |
26,988 |
15,807 |
-11,181 |
-41.4% |
105,062 |
|
Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,476.7 |
5,449.3 |
5,356.8 |
|
R3 |
5,431.7 |
5,404.3 |
5,344.4 |
|
R2 |
5,386.7 |
5,386.7 |
5,340.3 |
|
R1 |
5,359.3 |
5,359.3 |
5,336.1 |
5,350.5 |
PP |
5,341.7 |
5,341.7 |
5,341.7 |
5,337.3 |
S1 |
5,314.3 |
5,314.3 |
5,327.9 |
5,305.5 |
S2 |
5,296.7 |
5,296.7 |
5,323.8 |
|
S3 |
5,251.7 |
5,269.3 |
5,319.6 |
|
S4 |
5,206.7 |
5,224.3 |
5,307.3 |
|
|
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 |
5,369.0 |
5,168.0 |
201.0 |
3.8% |
50.0 |
0.9% |
82% |
True |
False |
20,521 |
10 |
5,369.0 |
5,131.0 |
238.0 |
4.5% |
50.6 |
0.9% |
84% |
True |
False |
21,948 |
20 |
5,369.0 |
4,881.0 |
488.0 |
9.2% |
64.1 |
1.2% |
92% |
True |
False |
24,760 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.2% |
73.5 |
1.4% |
92% |
True |
False |
25,110 |
60 |
5,644.0 |
4,881.0 |
763.0 |
14.3% |
57.9 |
1.1% |
59% |
False |
False |
16,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,560.3 |
2.618 |
5,486.8 |
1.618 |
5,441.8 |
1.000 |
5,414.0 |
0.618 |
5,396.8 |
HIGH |
5,369.0 |
0.618 |
5,351.8 |
0.500 |
5,346.5 |
0.382 |
5,341.2 |
LOW |
5,324.0 |
0.618 |
5,296.2 |
1.000 |
5,279.0 |
1.618 |
5,251.2 |
2.618 |
5,206.2 |
4.250 |
5,132.8 |
|
|
Fisher Pivots for day following 26-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,346.5 |
5,314.7 |
PP |
5,341.7 |
5,297.3 |
S1 |
5,336.8 |
5,280.0 |
|