Trading Metrics calculated at close of trading on 28-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,345.0 |
5,321.0 |
-24.0 |
-0.4% |
5,251.0 |
High |
5,347.0 |
5,334.0 |
-13.0 |
-0.2% |
5,358.0 |
Low |
5,322.0 |
5,291.0 |
-31.0 |
-0.6% |
5,168.0 |
Close |
5,346.0 |
5,306.0 |
-40.0 |
-0.7% |
5,323.0 |
Range |
25.0 |
43.0 |
18.0 |
72.0% |
190.0 |
ATR |
74.8 |
73.4 |
-1.4 |
-1.9% |
0.0 |
Volume |
19,154 |
22,655 |
3,501 |
18.3% |
105,062 |
|
Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,439.3 |
5,415.7 |
5,329.7 |
|
R3 |
5,396.3 |
5,372.7 |
5,317.8 |
|
R2 |
5,353.3 |
5,353.3 |
5,313.9 |
|
R1 |
5,329.7 |
5,329.7 |
5,309.9 |
5,320.0 |
PP |
5,310.3 |
5,310.3 |
5,310.3 |
5,305.5 |
S1 |
5,286.7 |
5,286.7 |
5,302.1 |
5,277.0 |
S2 |
5,267.3 |
5,267.3 |
5,298.1 |
|
S3 |
5,224.3 |
5,243.7 |
5,294.2 |
|
S4 |
5,181.3 |
5,200.7 |
5,282.4 |
|
|
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 |
5,191.0 |
178.0 |
3.4% |
40.8 |
0.8% |
65% |
False |
False |
21,216 |
10 |
5,369.0 |
5,168.0 |
201.0 |
3.8% |
46.4 |
0.9% |
69% |
False |
False |
20,804 |
20 |
5,369.0 |
5,009.0 |
360.0 |
6.8% |
56.0 |
1.1% |
83% |
False |
False |
23,011 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.2% |
70.4 |
1.3% |
87% |
False |
False |
26,136 |
60 |
5,518.0 |
4,881.0 |
637.0 |
12.0% |
58.4 |
1.1% |
67% |
False |
False |
17,491 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.4% |
46.8 |
0.9% |
56% |
False |
False |
13,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,516.8 |
2.618 |
5,446.6 |
1.618 |
5,403.6 |
1.000 |
5,377.0 |
0.618 |
5,360.6 |
HIGH |
5,334.0 |
0.618 |
5,317.6 |
0.500 |
5,312.5 |
0.382 |
5,307.4 |
LOW |
5,291.0 |
0.618 |
5,264.4 |
1.000 |
5,248.0 |
1.618 |
5,221.4 |
2.618 |
5,178.4 |
4.250 |
5,108.3 |
|
|
Fisher Pivots for day following 28-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,312.5 |
5,330.0 |
PP |
5,310.3 |
5,322.0 |
S1 |
5,308.2 |
5,314.0 |
|