Trading Metrics calculated at close of trading on 26-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,375.0 |
3,418.0 |
43.0 |
1.3% |
3,246.0 |
High |
3,438.0 |
3,418.0 |
-20.0 |
-0.6% |
3,438.0 |
Low |
3,372.0 |
3,390.0 |
18.0 |
0.5% |
3,225.0 |
Close |
3,411.0 |
3,406.0 |
-5.0 |
-0.1% |
3,411.0 |
Range |
66.0 |
28.0 |
-38.0 |
-57.6% |
213.0 |
ATR |
66.2 |
63.5 |
-2.7 |
-4.1% |
0.0 |
Volume |
2,215 |
0 |
-2,215 |
-100.0% |
108,264 |
|
Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,488.7 |
3,475.3 |
3,421.4 |
|
R3 |
3,460.7 |
3,447.3 |
3,413.7 |
|
R2 |
3,432.7 |
3,432.7 |
3,411.1 |
|
R1 |
3,419.3 |
3,419.3 |
3,408.6 |
3,412.0 |
PP |
3,404.7 |
3,404.7 |
3,404.7 |
3,401.0 |
S1 |
3,391.3 |
3,391.3 |
3,403.4 |
3,384.0 |
S2 |
3,376.7 |
3,376.7 |
3,400.9 |
|
S3 |
3,348.7 |
3,363.3 |
3,398.3 |
|
S4 |
3,320.7 |
3,335.3 |
3,390.6 |
|
|
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 |
6.3% |
59.4 |
1.7% |
85% |
False |
False |
13,848 |
10 |
3,438.0 |
3,167.0 |
271.0 |
8.0% |
48.5 |
1.4% |
88% |
False |
False |
13,467 |
20 |
3,438.0 |
2,969.0 |
469.0 |
13.8% |
55.3 |
1.6% |
93% |
False |
False |
7,152 |
40 |
3,438.0 |
2,969.0 |
469.0 |
13.8% |
56.4 |
1.7% |
93% |
False |
False |
6,713 |
60 |
3,664.0 |
2,969.0 |
695.0 |
20.4% |
50.3 |
1.5% |
63% |
False |
False |
4,478 |
80 |
3,679.0 |
2,969.0 |
710.0 |
20.8% |
39.8 |
1.2% |
62% |
False |
False |
3,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,537.0 |
2.618 |
3,491.3 |
1.618 |
3,463.3 |
1.000 |
3,446.0 |
0.618 |
3,435.3 |
HIGH |
3,418.0 |
0.618 |
3,407.3 |
0.500 |
3,404.0 |
0.382 |
3,400.7 |
LOW |
3,390.0 |
0.618 |
3,372.7 |
1.000 |
3,362.0 |
1.618 |
3,344.7 |
2.618 |
3,316.7 |
4.250 |
3,271.0 |
|
|
Fisher Pivots for day following 26-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,405.3 |
3,384.8 |
PP |
3,404.7 |
3,363.7 |
S1 |
3,404.0 |
3,342.5 |
|