Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,255.0 |
3,375.0 |
120.0 |
3.7% |
3,246.0 |
High |
3,371.0 |
3,438.0 |
67.0 |
2.0% |
3,438.0 |
Low |
3,247.0 |
3,372.0 |
125.0 |
3.8% |
3,225.0 |
Close |
3,346.0 |
3,411.0 |
65.0 |
1.9% |
3,411.0 |
Range |
124.0 |
66.0 |
-58.0 |
-46.8% |
213.0 |
ATR |
64.2 |
66.2 |
2.0 |
3.1% |
0.0 |
Volume |
34,857 |
2,215 |
-32,642 |
-93.6% |
108,264 |
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,605.0 |
3,574.0 |
3,447.3 |
|
R3 |
3,539.0 |
3,508.0 |
3,429.2 |
|
R2 |
3,473.0 |
3,473.0 |
3,423.1 |
|
R1 |
3,442.0 |
3,442.0 |
3,417.1 |
3,457.5 |
PP |
3,407.0 |
3,407.0 |
3,407.0 |
3,414.8 |
S1 |
3,376.0 |
3,376.0 |
3,405.0 |
3,391.5 |
S2 |
3,341.0 |
3,341.0 |
3,398.9 |
|
S3 |
3,275.0 |
3,310.0 |
3,392.9 |
|
S4 |
3,209.0 |
3,244.0 |
3,374.7 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,997.0 |
3,917.0 |
3,528.2 |
|
R3 |
3,784.0 |
3,704.0 |
3,469.6 |
|
R2 |
3,571.0 |
3,571.0 |
3,450.1 |
|
R1 |
3,491.0 |
3,491.0 |
3,430.5 |
3,531.0 |
PP |
3,358.0 |
3,358.0 |
3,358.0 |
3,378.0 |
S1 |
3,278.0 |
3,278.0 |
3,391.5 |
3,318.0 |
S2 |
3,145.0 |
3,145.0 |
3,372.0 |
|
S3 |
2,932.0 |
3,065.0 |
3,352.4 |
|
S4 |
2,719.0 |
2,852.0 |
3,293.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,438.0 |
3,225.0 |
213.0 |
6.2% |
60.6 |
1.8% |
87% |
True |
False |
21,652 |
10 |
3,438.0 |
3,167.0 |
271.0 |
7.9% |
48.7 |
1.4% |
90% |
True |
False |
13,501 |
20 |
3,438.0 |
2,969.0 |
469.0 |
13.7% |
58.3 |
1.7% |
94% |
True |
False |
7,152 |
40 |
3,438.0 |
2,969.0 |
469.0 |
13.7% |
56.1 |
1.6% |
94% |
True |
False |
6,713 |
60 |
3,664.0 |
2,969.0 |
695.0 |
20.4% |
49.8 |
1.5% |
64% |
False |
False |
4,479 |
80 |
3,679.0 |
2,969.0 |
710.0 |
20.8% |
39.6 |
1.2% |
62% |
False |
False |
3,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,718.5 |
2.618 |
3,610.8 |
1.618 |
3,544.8 |
1.000 |
3,504.0 |
0.618 |
3,478.8 |
HIGH |
3,438.0 |
0.618 |
3,412.8 |
0.500 |
3,405.0 |
0.382 |
3,397.2 |
LOW |
3,372.0 |
0.618 |
3,331.2 |
1.000 |
3,306.0 |
1.618 |
3,265.2 |
2.618 |
3,199.2 |
4.250 |
3,091.5 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,409.0 |
3,384.5 |
PP |
3,407.0 |
3,358.0 |
S1 |
3,405.0 |
3,331.5 |
|