Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,195.0 |
3,239.0 |
44.0 |
1.4% |
3,239.0 |
High |
3,247.0 |
3,258.0 |
11.0 |
0.3% |
3,258.0 |
Low |
3,195.0 |
3,235.0 |
40.0 |
1.3% |
3,167.0 |
Close |
3,225.0 |
3,249.0 |
24.0 |
0.7% |
3,249.0 |
Range |
52.0 |
23.0 |
-29.0 |
-55.8% |
91.0 |
ATR |
67.5 |
65.0 |
-2.5 |
-3.7% |
0.0 |
Volume |
26,330 |
83 |
-26,247 |
-99.7% |
26,749 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,316.3 |
3,305.7 |
3,261.7 |
|
R3 |
3,293.3 |
3,282.7 |
3,255.3 |
|
R2 |
3,270.3 |
3,270.3 |
3,253.2 |
|
R1 |
3,259.7 |
3,259.7 |
3,251.1 |
3,265.0 |
PP |
3,247.3 |
3,247.3 |
3,247.3 |
3,250.0 |
S1 |
3,236.7 |
3,236.7 |
3,246.9 |
3,242.0 |
S2 |
3,224.3 |
3,224.3 |
3,244.8 |
|
S3 |
3,201.3 |
3,213.7 |
3,242.7 |
|
S4 |
3,178.3 |
3,190.7 |
3,236.4 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,497.7 |
3,464.3 |
3,299.1 |
|
R3 |
3,406.7 |
3,373.3 |
3,274.0 |
|
R2 |
3,315.7 |
3,315.7 |
3,265.7 |
|
R1 |
3,282.3 |
3,282.3 |
3,257.3 |
3,299.0 |
PP |
3,224.7 |
3,224.7 |
3,224.7 |
3,233.0 |
S1 |
3,191.3 |
3,191.3 |
3,240.7 |
3,208.0 |
S2 |
3,133.7 |
3,133.7 |
3,232.3 |
|
S3 |
3,042.7 |
3,100.3 |
3,224.0 |
|
S4 |
2,951.7 |
3,009.3 |
3,199.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,258.0 |
3,167.0 |
91.0 |
2.8% |
36.8 |
1.1% |
90% |
True |
False |
5,349 |
10 |
3,258.0 |
3,116.0 |
142.0 |
4.4% |
46.6 |
1.4% |
94% |
True |
False |
3,067 |
20 |
3,258.0 |
2,969.0 |
289.0 |
8.9% |
63.8 |
2.0% |
97% |
True |
False |
4,101 |
40 |
3,304.0 |
2,969.0 |
335.0 |
10.3% |
57.3 |
1.8% |
84% |
False |
False |
4,009 |
60 |
3,664.0 |
2,969.0 |
695.0 |
21.4% |
44.8 |
1.4% |
40% |
False |
False |
2,711 |
80 |
3,679.0 |
2,969.0 |
710.0 |
21.9% |
37.0 |
1.1% |
39% |
False |
False |
2,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,355.8 |
2.618 |
3,318.2 |
1.618 |
3,295.2 |
1.000 |
3,281.0 |
0.618 |
3,272.2 |
HIGH |
3,258.0 |
0.618 |
3,249.2 |
0.500 |
3,246.5 |
0.382 |
3,243.8 |
LOW |
3,235.0 |
0.618 |
3,220.8 |
1.000 |
3,212.0 |
1.618 |
3,197.8 |
2.618 |
3,174.8 |
4.250 |
3,137.3 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,248.2 |
3,236.8 |
PP |
3,247.3 |
3,224.7 |
S1 |
3,246.5 |
3,212.5 |
|