Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,365.0 |
5,345.0 |
-20.0 |
-0.4% |
5,251.0 |
High |
5,369.0 |
5,347.0 |
-22.0 |
-0.4% |
5,358.0 |
Low |
5,324.0 |
5,322.0 |
-2.0 |
0.0% |
5,168.0 |
Close |
5,332.0 |
5,346.0 |
14.0 |
0.3% |
5,323.0 |
Range |
45.0 |
25.0 |
-20.0 |
-44.4% |
190.0 |
ATR |
78.6 |
74.8 |
-3.8 |
-4.9% |
0.0 |
Volume |
15,807 |
19,154 |
3,347 |
21.2% |
105,062 |
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,413.3 |
5,404.7 |
5,359.8 |
|
R3 |
5,388.3 |
5,379.7 |
5,352.9 |
|
R2 |
5,363.3 |
5,363.3 |
5,350.6 |
|
R1 |
5,354.7 |
5,354.7 |
5,348.3 |
5,359.0 |
PP |
5,338.3 |
5,338.3 |
5,338.3 |
5,340.5 |
S1 |
5,329.7 |
5,329.7 |
5,343.7 |
5,334.0 |
S2 |
5,313.3 |
5,313.3 |
5,341.4 |
|
S3 |
5,288.3 |
5,304.7 |
5,339.1 |
|
S4 |
5,263.3 |
5,279.7 |
5,332.3 |
|
|
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% |
46.8 |
0.9% |
89% |
False |
False |
20,511 |
10 |
5,369.0 |
5,131.0 |
238.0 |
4.5% |
47.2 |
0.9% |
90% |
False |
False |
20,724 |
20 |
5,369.0 |
4,899.0 |
470.0 |
8.8% |
59.6 |
1.1% |
95% |
False |
False |
23,830 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.1% |
71.2 |
1.3% |
95% |
False |
False |
25,583 |
60 |
5,595.0 |
4,881.0 |
714.0 |
13.4% |
57.9 |
1.1% |
65% |
False |
False |
17,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,453.3 |
2.618 |
5,412.5 |
1.618 |
5,387.5 |
1.000 |
5,372.0 |
0.618 |
5,362.5 |
HIGH |
5,347.0 |
0.618 |
5,337.5 |
0.500 |
5,334.5 |
0.382 |
5,331.6 |
LOW |
5,322.0 |
0.618 |
5,306.6 |
1.000 |
5,297.0 |
1.618 |
5,281.6 |
2.618 |
5,256.6 |
4.250 |
5,215.8 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,342.2 |
5,345.5 |
PP |
5,338.3 |
5,345.0 |
S1 |
5,334.5 |
5,344.5 |
|