Trading Metrics calculated at close of trading on 20-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,246.0 |
3,250.0 |
4.0 |
0.1% |
3,239.0 |
High |
3,277.0 |
3,266.0 |
-11.0 |
-0.3% |
3,258.0 |
Low |
3,243.0 |
3,230.0 |
-13.0 |
-0.4% |
3,167.0 |
Close |
3,258.0 |
3,247.0 |
-11.0 |
-0.3% |
3,249.0 |
Range |
34.0 |
36.0 |
2.0 |
5.9% |
91.0 |
ATR |
62.8 |
60.9 |
-1.9 |
-3.1% |
0.0 |
Volume |
39,022 |
0 |
-39,022 |
-100.0% |
26,749 |
|
Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,355.7 |
3,337.3 |
3,266.8 |
|
R3 |
3,319.7 |
3,301.3 |
3,256.9 |
|
R2 |
3,283.7 |
3,283.7 |
3,253.6 |
|
R1 |
3,265.3 |
3,265.3 |
3,250.3 |
3,256.5 |
PP |
3,247.7 |
3,247.7 |
3,247.7 |
3,243.3 |
S1 |
3,229.3 |
3,229.3 |
3,243.7 |
3,220.5 |
S2 |
3,211.7 |
3,211.7 |
3,240.4 |
|
S3 |
3,175.7 |
3,193.3 |
3,237.1 |
|
S4 |
3,139.7 |
3,157.3 |
3,227.2 |
|
|
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 |
3,277.0 |
3,167.0 |
110.0 |
3.4% |
37.4 |
1.2% |
73% |
False |
False |
13,087 |
10 |
3,277.0 |
3,167.0 |
110.0 |
3.4% |
39.0 |
1.2% |
73% |
False |
False |
6,907 |
20 |
3,277.0 |
2,969.0 |
308.0 |
9.5% |
58.3 |
1.8% |
90% |
False |
False |
4,014 |
40 |
3,304.0 |
2,969.0 |
335.0 |
10.3% |
52.8 |
1.6% |
83% |
False |
False |
4,981 |
60 |
3,664.0 |
2,969.0 |
695.0 |
21.4% |
46.0 |
1.4% |
40% |
False |
False |
3,325 |
80 |
3,679.0 |
2,969.0 |
710.0 |
21.9% |
37.4 |
1.2% |
39% |
False |
False |
2,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,419.0 |
2.618 |
3,360.2 |
1.618 |
3,324.2 |
1.000 |
3,302.0 |
0.618 |
3,288.2 |
HIGH |
3,266.0 |
0.618 |
3,252.2 |
0.500 |
3,248.0 |
0.382 |
3,243.8 |
LOW |
3,230.0 |
0.618 |
3,207.8 |
1.000 |
3,194.0 |
1.618 |
3,171.8 |
2.618 |
3,135.8 |
4.250 |
3,077.0 |
|
|
Fisher Pivots for day following 20-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,248.0 |
3,253.5 |
PP |
3,247.7 |
3,251.3 |
S1 |
3,247.3 |
3,249.2 |
|