Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,321.0 |
5,331.0 |
10.0 |
0.2% |
5,251.0 |
High |
5,334.0 |
5,340.0 |
6.0 |
0.1% |
5,358.0 |
Low |
5,291.0 |
5,231.0 |
-60.0 |
-1.1% |
5,168.0 |
Close |
5,306.0 |
5,240.0 |
-66.0 |
-1.2% |
5,323.0 |
Range |
43.0 |
109.0 |
66.0 |
153.5% |
190.0 |
ATR |
73.4 |
75.9 |
2.5 |
3.5% |
0.0 |
Volume |
22,655 |
25,061 |
2,406 |
10.6% |
105,062 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,597.3 |
5,527.7 |
5,300.0 |
|
R3 |
5,488.3 |
5,418.7 |
5,270.0 |
|
R2 |
5,379.3 |
5,379.3 |
5,260.0 |
|
R1 |
5,309.7 |
5,309.7 |
5,250.0 |
5,290.0 |
PP |
5,270.3 |
5,270.3 |
5,270.3 |
5,260.5 |
S1 |
5,200.7 |
5,200.7 |
5,230.0 |
5,181.0 |
S2 |
5,161.3 |
5,161.3 |
5,220.0 |
|
S3 |
5,052.3 |
5,091.7 |
5,210.0 |
|
S4 |
4,943.3 |
4,982.7 |
5,180.1 |
|
|
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 |
5,369.0 |
5,231.0 |
138.0 |
2.6% |
52.0 |
1.0% |
7% |
False |
True |
21,933 |
10 |
5,369.0 |
5,168.0 |
201.0 |
3.8% |
52.4 |
1.0% |
36% |
False |
False |
21,080 |
20 |
5,369.0 |
5,021.0 |
348.0 |
6.6% |
56.8 |
1.1% |
63% |
False |
False |
22,587 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
69.8 |
1.3% |
74% |
False |
False |
26,757 |
60 |
5,449.0 |
4,881.0 |
568.0 |
10.8% |
60.2 |
1.1% |
63% |
False |
False |
17,909 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.6% |
48.2 |
0.9% |
47% |
False |
False |
13,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,803.3 |
2.618 |
5,625.4 |
1.618 |
5,516.4 |
1.000 |
5,449.0 |
0.618 |
5,407.4 |
HIGH |
5,340.0 |
0.618 |
5,298.4 |
0.500 |
5,285.5 |
0.382 |
5,272.6 |
LOW |
5,231.0 |
0.618 |
5,163.6 |
1.000 |
5,122.0 |
1.618 |
5,054.6 |
2.618 |
4,945.6 |
4.250 |
4,767.8 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,285.5 |
5,289.0 |
PP |
5,270.3 |
5,272.7 |
S1 |
5,255.2 |
5,256.3 |
|