Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,158.2 |
1,147.8 |
-10.4 |
-0.9% |
1,164.7 |
High |
1,162.9 |
1,150.4 |
-12.5 |
-1.1% |
1,183.5 |
Low |
1,145.4 |
1,139.5 |
-5.9 |
-0.5% |
1,139.5 |
Close |
1,148.2 |
1,142.3 |
-5.9 |
-0.5% |
1,142.3 |
Range |
17.5 |
10.9 |
-6.6 |
-37.7% |
44.0 |
ATR |
16.3 |
16.0 |
-0.4 |
-2.4% |
0.0 |
Volume |
4,252 |
5,301 |
1,049 |
24.7% |
22,287 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,176.8 |
1,170.4 |
1,148.3 |
|
R3 |
1,165.9 |
1,159.5 |
1,145.3 |
|
R2 |
1,155.0 |
1,155.0 |
1,144.3 |
|
R1 |
1,148.6 |
1,148.6 |
1,143.3 |
1,146.4 |
PP |
1,144.1 |
1,144.1 |
1,144.1 |
1,142.9 |
S1 |
1,137.7 |
1,137.7 |
1,141.3 |
1,135.5 |
S2 |
1,133.2 |
1,133.2 |
1,140.3 |
|
S3 |
1,122.3 |
1,126.8 |
1,139.3 |
|
S4 |
1,111.4 |
1,115.9 |
1,136.3 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.1 |
1,258.7 |
1,166.5 |
|
R3 |
1,243.1 |
1,214.7 |
1,154.4 |
|
R2 |
1,199.1 |
1,199.1 |
1,150.4 |
|
R1 |
1,170.7 |
1,170.7 |
1,146.3 |
1,162.9 |
PP |
1,155.1 |
1,155.1 |
1,155.1 |
1,151.2 |
S1 |
1,126.7 |
1,126.7 |
1,138.3 |
1,118.9 |
S2 |
1,111.1 |
1,111.1 |
1,134.2 |
|
S3 |
1,067.1 |
1,082.7 |
1,130.2 |
|
S4 |
1,023.1 |
1,038.7 |
1,118.1 |
|
|
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 |
1,139.5 |
44.0 |
3.9% |
14.1 |
1.2% |
6% |
False |
True |
4,457 |
10 |
1,183.5 |
1,139.5 |
44.0 |
3.9% |
13.7 |
1.2% |
6% |
False |
True |
3,284 |
20 |
1,192.1 |
1,131.2 |
60.9 |
5.3% |
14.2 |
1.2% |
18% |
False |
False |
3,355 |
40 |
1,192.1 |
1,098.6 |
93.5 |
8.2% |
14.3 |
1.3% |
47% |
False |
False |
3,148 |
60 |
1,192.1 |
1,082.9 |
109.2 |
9.6% |
14.6 |
1.3% |
54% |
False |
False |
2,556 |
80 |
1,192.1 |
1,077.9 |
114.2 |
10.0% |
14.0 |
1.2% |
56% |
False |
False |
2,526 |
100 |
1,207.5 |
1,077.9 |
129.6 |
11.3% |
13.3 |
1.2% |
50% |
False |
False |
2,208 |
120 |
1,234.3 |
1,077.9 |
156.4 |
13.7% |
12.8 |
1.1% |
41% |
False |
False |
1,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,196.7 |
2.618 |
1,178.9 |
1.618 |
1,168.0 |
1.000 |
1,161.3 |
0.618 |
1,157.1 |
HIGH |
1,150.4 |
0.618 |
1,146.2 |
0.500 |
1,145.0 |
0.382 |
1,143.7 |
LOW |
1,139.5 |
0.618 |
1,132.8 |
1.000 |
1,128.6 |
1.618 |
1,121.9 |
2.618 |
1,111.0 |
4.250 |
1,093.2 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,145.0 |
1,161.5 |
PP |
1,144.1 |
1,155.1 |
S1 |
1,143.2 |
1,148.7 |
|