Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,163.9 |
1,168.7 |
4.8 |
0.4% |
1,138.3 |
High |
1,167.5 |
1,190.5 |
23.0 |
2.0% |
1,160.0 |
Low |
1,153.5 |
1,164.6 |
11.1 |
1.0% |
1,131.2 |
Close |
1,166.2 |
1,180.6 |
14.4 |
1.2% |
1,156.8 |
Range |
14.0 |
25.9 |
11.9 |
85.0% |
28.8 |
ATR |
15.1 |
15.9 |
0.8 |
5.1% |
0.0 |
Volume |
8,195 |
4,601 |
-3,594 |
-43.9% |
15,638 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.3 |
1,244.3 |
1,194.8 |
|
R3 |
1,230.4 |
1,218.4 |
1,187.7 |
|
R2 |
1,204.5 |
1,204.5 |
1,185.3 |
|
R1 |
1,192.5 |
1,192.5 |
1,183.0 |
1,198.5 |
PP |
1,178.6 |
1,178.6 |
1,178.6 |
1,181.6 |
S1 |
1,166.6 |
1,166.6 |
1,178.2 |
1,172.6 |
S2 |
1,152.7 |
1,152.7 |
1,175.9 |
|
S3 |
1,126.8 |
1,140.7 |
1,173.5 |
|
S4 |
1,100.9 |
1,114.8 |
1,166.4 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.7 |
1,225.1 |
1,172.6 |
|
R3 |
1,206.9 |
1,196.3 |
1,164.7 |
|
R2 |
1,178.1 |
1,178.1 |
1,162.1 |
|
R1 |
1,167.5 |
1,167.5 |
1,159.4 |
1,172.8 |
PP |
1,149.3 |
1,149.3 |
1,149.3 |
1,152.0 |
S1 |
1,138.7 |
1,138.7 |
1,154.2 |
1,144.0 |
S2 |
1,120.5 |
1,120.5 |
1,151.5 |
|
S3 |
1,091.7 |
1,109.9 |
1,148.9 |
|
S4 |
1,062.9 |
1,081.1 |
1,141.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,190.5 |
1,137.1 |
53.4 |
4.5% |
16.8 |
1.4% |
81% |
True |
False |
3,543 |
10 |
1,190.5 |
1,106.0 |
84.5 |
7.2% |
16.5 |
1.4% |
88% |
True |
False |
3,379 |
20 |
1,190.5 |
1,106.0 |
84.5 |
7.2% |
15.7 |
1.3% |
88% |
True |
False |
3,280 |
40 |
1,190.5 |
1,098.6 |
91.9 |
7.8% |
15.1 |
1.3% |
89% |
True |
False |
2,706 |
60 |
1,190.5 |
1,077.9 |
112.6 |
9.5% |
14.4 |
1.2% |
91% |
True |
False |
2,530 |
80 |
1,190.5 |
1,077.9 |
112.6 |
9.5% |
13.4 |
1.1% |
91% |
True |
False |
2,189 |
100 |
1,209.6 |
1,077.9 |
131.7 |
11.2% |
12.9 |
1.1% |
78% |
False |
False |
1,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.6 |
2.618 |
1,258.3 |
1.618 |
1,232.4 |
1.000 |
1,216.4 |
0.618 |
1,206.5 |
HIGH |
1,190.5 |
0.618 |
1,180.6 |
0.500 |
1,177.6 |
0.382 |
1,174.5 |
LOW |
1,164.6 |
0.618 |
1,148.6 |
1.000 |
1,138.7 |
1.618 |
1,122.7 |
2.618 |
1,096.8 |
4.250 |
1,054.5 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,179.6 |
1,177.7 |
PP |
1,178.6 |
1,174.9 |
S1 |
1,177.6 |
1,172.0 |
|