Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,167.7 |
1,166.3 |
-1.4 |
-0.1% |
1,176.7 |
High |
1,172.2 |
1,180.2 |
8.0 |
0.7% |
1,181.4 |
Low |
1,163.6 |
1,159.8 |
-3.8 |
-0.3% |
1,159.8 |
Close |
1,166.9 |
1,163.6 |
-3.3 |
-0.3% |
1,163.6 |
Range |
8.6 |
20.4 |
11.8 |
137.2% |
21.6 |
ATR |
14.9 |
15.3 |
0.4 |
2.6% |
0.0 |
Volume |
1,715 |
1,734 |
19 |
1.1% |
10,559 |
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,229.1 |
1,216.7 |
1,174.8 |
|
R3 |
1,208.7 |
1,196.3 |
1,169.2 |
|
R2 |
1,188.3 |
1,188.3 |
1,167.3 |
|
R1 |
1,175.9 |
1,175.9 |
1,165.5 |
1,171.9 |
PP |
1,167.9 |
1,167.9 |
1,167.9 |
1,165.9 |
S1 |
1,155.5 |
1,155.5 |
1,161.7 |
1,151.5 |
S2 |
1,147.5 |
1,147.5 |
1,159.9 |
|
S3 |
1,127.1 |
1,135.1 |
1,158.0 |
|
S4 |
1,106.7 |
1,114.7 |
1,152.4 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.1 |
1,219.9 |
1,175.5 |
|
R3 |
1,211.5 |
1,198.3 |
1,169.5 |
|
R2 |
1,189.9 |
1,189.9 |
1,167.6 |
|
R1 |
1,176.7 |
1,176.7 |
1,165.6 |
1,172.5 |
PP |
1,168.3 |
1,168.3 |
1,168.3 |
1,166.2 |
S1 |
1,155.1 |
1,155.1 |
1,161.6 |
1,150.9 |
S2 |
1,146.7 |
1,146.7 |
1,159.6 |
|
S3 |
1,125.1 |
1,133.5 |
1,157.7 |
|
S4 |
1,103.5 |
1,111.9 |
1,151.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,181.4 |
1,159.8 |
21.6 |
1.9% |
13.2 |
1.1% |
18% |
False |
True |
2,111 |
10 |
1,192.1 |
1,153.5 |
38.6 |
3.3% |
14.2 |
1.2% |
26% |
False |
False |
2,917 |
20 |
1,192.1 |
1,106.0 |
86.1 |
7.4% |
15.0 |
1.3% |
67% |
False |
False |
2,861 |
40 |
1,192.1 |
1,098.6 |
93.5 |
8.0% |
14.0 |
1.2% |
70% |
False |
False |
2,690 |
60 |
1,192.1 |
1,080.5 |
111.6 |
9.6% |
14.5 |
1.2% |
74% |
False |
False |
2,263 |
80 |
1,192.1 |
1,077.9 |
114.2 |
9.8% |
13.9 |
1.2% |
75% |
False |
False |
2,288 |
100 |
1,207.5 |
1,077.9 |
129.6 |
11.1% |
13.1 |
1.1% |
66% |
False |
False |
2,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.9 |
2.618 |
1,233.6 |
1.618 |
1,213.2 |
1.000 |
1,200.6 |
0.618 |
1,192.8 |
HIGH |
1,180.2 |
0.618 |
1,172.4 |
0.500 |
1,170.0 |
0.382 |
1,167.6 |
LOW |
1,159.8 |
0.618 |
1,147.2 |
1.000 |
1,139.4 |
1.618 |
1,126.8 |
2.618 |
1,106.4 |
4.250 |
1,073.1 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,170.0 |
1,170.0 |
PP |
1,167.9 |
1,167.9 |
S1 |
1,165.7 |
1,165.7 |
|