Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,183.4 |
1,176.7 |
-6.7 |
-0.6% |
1,158.1 |
High |
1,185.1 |
1,178.8 |
-6.3 |
-0.5% |
1,192.1 |
Low |
1,175.3 |
1,169.4 |
-5.9 |
-0.5% |
1,153.5 |
Close |
1,183.9 |
1,173.6 |
-10.3 |
-0.9% |
1,183.9 |
Range |
9.8 |
9.4 |
-0.4 |
-4.1% |
38.6 |
ATR |
15.7 |
15.6 |
-0.1 |
-0.6% |
0.0 |
Volume |
1,319 |
2,136 |
817 |
61.9% |
18,619 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.1 |
1,197.3 |
1,178.8 |
|
R3 |
1,192.7 |
1,187.9 |
1,176.2 |
|
R2 |
1,183.3 |
1,183.3 |
1,175.3 |
|
R1 |
1,178.5 |
1,178.5 |
1,174.5 |
1,176.2 |
PP |
1,173.9 |
1,173.9 |
1,173.9 |
1,172.8 |
S1 |
1,169.1 |
1,169.1 |
1,172.7 |
1,166.8 |
S2 |
1,164.5 |
1,164.5 |
1,171.9 |
|
S3 |
1,155.1 |
1,159.7 |
1,171.0 |
|
S4 |
1,145.7 |
1,150.3 |
1,168.4 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.3 |
1,276.7 |
1,205.1 |
|
R3 |
1,253.7 |
1,238.1 |
1,194.5 |
|
R2 |
1,215.1 |
1,215.1 |
1,191.0 |
|
R1 |
1,199.5 |
1,199.5 |
1,187.4 |
1,207.3 |
PP |
1,176.5 |
1,176.5 |
1,176.5 |
1,180.4 |
S1 |
1,160.9 |
1,160.9 |
1,180.4 |
1,168.7 |
S2 |
1,137.9 |
1,137.9 |
1,176.8 |
|
S3 |
1,099.3 |
1,122.3 |
1,173.3 |
|
S4 |
1,060.7 |
1,083.7 |
1,162.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,192.1 |
1,153.5 |
38.6 |
3.3% |
15.1 |
1.3% |
52% |
False |
False |
3,773 |
10 |
1,192.1 |
1,136.4 |
55.7 |
4.7% |
14.7 |
1.3% |
67% |
False |
False |
3,515 |
20 |
1,192.1 |
1,106.0 |
86.1 |
7.3% |
15.3 |
1.3% |
79% |
False |
False |
3,106 |
40 |
1,192.1 |
1,098.6 |
93.5 |
8.0% |
14.6 |
1.2% |
80% |
False |
False |
2,756 |
60 |
1,192.1 |
1,080.5 |
111.6 |
9.5% |
14.2 |
1.2% |
83% |
False |
False |
2,510 |
80 |
1,192.1 |
1,077.9 |
114.2 |
9.7% |
13.5 |
1.2% |
84% |
False |
False |
2,248 |
100 |
1,207.5 |
1,077.9 |
129.6 |
11.0% |
12.9 |
1.1% |
74% |
False |
False |
1,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,218.8 |
2.618 |
1,203.4 |
1.618 |
1,194.0 |
1.000 |
1,188.2 |
0.618 |
1,184.6 |
HIGH |
1,178.8 |
0.618 |
1,175.2 |
0.500 |
1,174.1 |
0.382 |
1,173.0 |
LOW |
1,169.4 |
0.618 |
1,163.6 |
1.000 |
1,160.0 |
1.618 |
1,154.2 |
2.618 |
1,144.8 |
4.250 |
1,129.5 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,174.1 |
1,180.8 |
PP |
1,173.9 |
1,178.4 |
S1 |
1,173.8 |
1,176.0 |
|