Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,164.7 |
1,163.7 |
-1.0 |
-0.1% |
1,176.7 |
High |
1,168.5 |
1,169.0 |
0.5 |
0.0% |
1,181.4 |
Low |
1,163.4 |
1,161.8 |
-1.6 |
-0.1% |
1,159.8 |
Close |
1,167.1 |
1,166.7 |
-0.4 |
0.0% |
1,163.6 |
Range |
5.1 |
7.2 |
2.1 |
41.2% |
21.6 |
ATR |
14.6 |
14.0 |
-0.5 |
-3.6% |
0.0 |
Volume |
5,281 |
2,949 |
-2,332 |
-44.2% |
10,559 |
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.4 |
1,184.3 |
1,170.7 |
|
R3 |
1,180.2 |
1,177.1 |
1,168.7 |
|
R2 |
1,173.0 |
1,173.0 |
1,168.0 |
|
R1 |
1,169.9 |
1,169.9 |
1,167.4 |
1,171.5 |
PP |
1,165.8 |
1,165.8 |
1,165.8 |
1,166.6 |
S1 |
1,162.7 |
1,162.7 |
1,166.0 |
1,164.3 |
S2 |
1,158.6 |
1,158.6 |
1,165.4 |
|
S3 |
1,151.4 |
1,155.5 |
1,164.7 |
|
S4 |
1,144.2 |
1,148.3 |
1,162.7 |
|
|
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 |
1,180.2 |
1,159.8 |
20.4 |
1.7% |
11.1 |
1.0% |
34% |
False |
False |
2,659 |
10 |
1,192.1 |
1,159.8 |
32.3 |
2.8% |
13.1 |
1.1% |
21% |
False |
False |
2,732 |
20 |
1,192.1 |
1,106.0 |
86.1 |
7.4% |
14.2 |
1.2% |
70% |
False |
False |
2,936 |
40 |
1,192.1 |
1,098.6 |
93.5 |
8.0% |
13.7 |
1.2% |
73% |
False |
False |
2,853 |
60 |
1,192.1 |
1,081.6 |
110.5 |
9.5% |
14.1 |
1.2% |
77% |
False |
False |
2,351 |
80 |
1,192.1 |
1,077.9 |
114.2 |
9.8% |
13.8 |
1.2% |
78% |
False |
False |
2,382 |
100 |
1,207.5 |
1,077.9 |
129.6 |
11.1% |
13.0 |
1.1% |
69% |
False |
False |
2,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,199.6 |
2.618 |
1,187.8 |
1.618 |
1,180.6 |
1.000 |
1,176.2 |
0.618 |
1,173.4 |
HIGH |
1,169.0 |
0.618 |
1,166.2 |
0.500 |
1,165.4 |
0.382 |
1,164.6 |
LOW |
1,161.8 |
0.618 |
1,157.4 |
1.000 |
1,154.6 |
1.618 |
1,150.2 |
2.618 |
1,143.0 |
4.250 |
1,131.2 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,166.3 |
1,170.0 |
PP |
1,165.8 |
1,168.9 |
S1 |
1,165.4 |
1,167.8 |
|