Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,167.1 |
1,158.2 |
-8.9 |
-0.8% |
1,176.7 |
High |
1,183.5 |
1,162.9 |
-20.6 |
-1.7% |
1,181.4 |
Low |
1,153.6 |
1,145.4 |
-8.2 |
-0.7% |
1,159.8 |
Close |
1,177.0 |
1,148.2 |
-28.8 |
-2.4% |
1,163.6 |
Range |
29.9 |
17.5 |
-12.4 |
-41.5% |
21.6 |
ATR |
15.2 |
16.3 |
1.2 |
7.7% |
0.0 |
Volume |
4,504 |
4,252 |
-252 |
-5.6% |
10,559 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,204.7 |
1,193.9 |
1,157.8 |
|
R3 |
1,187.2 |
1,176.4 |
1,153.0 |
|
R2 |
1,169.7 |
1,169.7 |
1,151.4 |
|
R1 |
1,158.9 |
1,158.9 |
1,149.8 |
1,155.6 |
PP |
1,152.2 |
1,152.2 |
1,152.2 |
1,150.5 |
S1 |
1,141.4 |
1,141.4 |
1,146.6 |
1,138.1 |
S2 |
1,134.7 |
1,134.7 |
1,145.0 |
|
S3 |
1,117.2 |
1,123.9 |
1,143.4 |
|
S4 |
1,099.7 |
1,106.4 |
1,138.6 |
|
|
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 |
1,183.5 |
1,145.4 |
38.1 |
3.3% |
16.0 |
1.4% |
7% |
False |
True |
3,744 |
10 |
1,185.1 |
1,145.4 |
39.7 |
3.5% |
13.5 |
1.2% |
7% |
False |
True |
2,886 |
20 |
1,192.1 |
1,106.0 |
86.1 |
7.5% |
15.5 |
1.3% |
49% |
False |
False |
3,217 |
40 |
1,192.1 |
1,098.6 |
93.5 |
8.1% |
14.3 |
1.2% |
53% |
False |
False |
3,033 |
60 |
1,192.1 |
1,082.9 |
109.2 |
9.5% |
14.5 |
1.3% |
60% |
False |
False |
2,479 |
80 |
1,192.1 |
1,077.9 |
114.2 |
9.9% |
14.0 |
1.2% |
62% |
False |
False |
2,474 |
100 |
1,207.5 |
1,077.9 |
129.6 |
11.3% |
13.3 |
1.2% |
54% |
False |
False |
2,162 |
120 |
1,234.3 |
1,077.9 |
156.4 |
13.6% |
12.8 |
1.1% |
45% |
False |
False |
1,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,237.3 |
2.618 |
1,208.7 |
1.618 |
1,191.2 |
1.000 |
1,180.4 |
0.618 |
1,173.7 |
HIGH |
1,162.9 |
0.618 |
1,156.2 |
0.500 |
1,154.2 |
0.382 |
1,152.1 |
LOW |
1,145.4 |
0.618 |
1,134.6 |
1.000 |
1,127.9 |
1.618 |
1,117.1 |
2.618 |
1,099.6 |
4.250 |
1,071.0 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,154.2 |
1,164.5 |
PP |
1,152.2 |
1,159.0 |
S1 |
1,150.2 |
1,153.6 |
|