Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
5,331.0 |
5,226.0 |
-105.0 |
-2.0% |
5,365.0 |
High |
5,340.0 |
5,244.0 |
-96.0 |
-1.8% |
5,369.0 |
Low |
5,231.0 |
5,177.0 |
-54.0 |
-1.0% |
5,177.0 |
Close |
5,240.0 |
5,236.0 |
-4.0 |
-0.1% |
5,236.0 |
Range |
109.0 |
67.0 |
-42.0 |
-38.5% |
192.0 |
ATR |
75.9 |
75.3 |
-0.6 |
-0.8% |
0.0 |
Volume |
25,061 |
33,855 |
8,794 |
35.1% |
116,532 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,420.0 |
5,395.0 |
5,272.9 |
|
R3 |
5,353.0 |
5,328.0 |
5,254.4 |
|
R2 |
5,286.0 |
5,286.0 |
5,248.3 |
|
R1 |
5,261.0 |
5,261.0 |
5,242.1 |
5,273.5 |
PP |
5,219.0 |
5,219.0 |
5,219.0 |
5,225.3 |
S1 |
5,194.0 |
5,194.0 |
5,229.9 |
5,206.5 |
S2 |
5,152.0 |
5,152.0 |
5,223.7 |
|
S3 |
5,085.0 |
5,127.0 |
5,217.6 |
|
S4 |
5,018.0 |
5,060.0 |
5,199.2 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,836.7 |
5,728.3 |
5,341.6 |
|
R3 |
5,644.7 |
5,536.3 |
5,288.8 |
|
R2 |
5,452.7 |
5,452.7 |
5,271.2 |
|
R1 |
5,344.3 |
5,344.3 |
5,253.6 |
5,302.5 |
PP |
5,260.7 |
5,260.7 |
5,260.7 |
5,239.8 |
S1 |
5,152.3 |
5,152.3 |
5,218.4 |
5,110.5 |
S2 |
5,068.7 |
5,068.7 |
5,200.8 |
|
S3 |
4,876.7 |
4,960.3 |
5,183.2 |
|
S4 |
4,684.7 |
4,768.3 |
5,130.4 |
|
|
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 |
5,177.0 |
192.0 |
3.7% |
57.8 |
1.1% |
31% |
False |
True |
23,306 |
10 |
5,369.0 |
5,168.0 |
201.0 |
3.8% |
53.7 |
1.0% |
34% |
False |
False |
22,159 |
20 |
5,369.0 |
5,073.0 |
296.0 |
5.7% |
56.0 |
1.1% |
55% |
False |
False |
23,110 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
70.8 |
1.4% |
73% |
False |
False |
27,600 |
60 |
5,437.0 |
4,881.0 |
556.0 |
10.6% |
61.2 |
1.2% |
64% |
False |
False |
18,473 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.6% |
48.6 |
0.9% |
47% |
False |
False |
13,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,528.8 |
2.618 |
5,419.4 |
1.618 |
5,352.4 |
1.000 |
5,311.0 |
0.618 |
5,285.4 |
HIGH |
5,244.0 |
0.618 |
5,218.4 |
0.500 |
5,210.5 |
0.382 |
5,202.6 |
LOW |
5,177.0 |
0.618 |
5,135.6 |
1.000 |
5,110.0 |
1.618 |
5,068.6 |
2.618 |
5,001.6 |
4.250 |
4,892.3 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
5,227.5 |
5,258.5 |
PP |
5,219.0 |
5,251.0 |
S1 |
5,210.5 |
5,243.5 |
|