Trading Metrics calculated at close of trading on 28-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
3,398.0 |
3,381.0 |
-17.0 |
-0.5% |
3,246.0 |
High |
3,401.0 |
3,435.0 |
34.0 |
1.0% |
3,438.0 |
Low |
3,369.0 |
3,379.0 |
10.0 |
0.3% |
3,225.0 |
Close |
3,376.0 |
3,413.0 |
37.0 |
1.1% |
3,411.0 |
Range |
32.0 |
56.0 |
24.0 |
75.0% |
213.0 |
ATR |
61.6 |
61.4 |
-0.2 |
-0.3% |
0.0 |
Volume |
0 |
575 |
575 |
|
108,264 |
|
Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,577.0 |
3,551.0 |
3,443.8 |
|
R3 |
3,521.0 |
3,495.0 |
3,428.4 |
|
R2 |
3,465.0 |
3,465.0 |
3,423.3 |
|
R1 |
3,439.0 |
3,439.0 |
3,418.1 |
3,452.0 |
PP |
3,409.0 |
3,409.0 |
3,409.0 |
3,415.5 |
S1 |
3,383.0 |
3,383.0 |
3,407.9 |
3,396.0 |
S2 |
3,353.0 |
3,353.0 |
3,402.7 |
|
S3 |
3,297.0 |
3,327.0 |
3,397.6 |
|
S4 |
3,241.0 |
3,271.0 |
3,382.2 |
|
|
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 |
3,247.0 |
191.0 |
5.6% |
61.2 |
1.8% |
87% |
False |
False |
7,529 |
10 |
3,438.0 |
3,195.0 |
243.0 |
7.1% |
49.4 |
1.4% |
90% |
False |
False |
13,525 |
20 |
3,438.0 |
3,019.0 |
419.0 |
12.3% |
53.9 |
1.6% |
94% |
False |
False |
7,168 |
40 |
3,438.0 |
2,969.0 |
469.0 |
13.7% |
56.4 |
1.7% |
95% |
False |
False |
6,726 |
60 |
3,659.0 |
2,969.0 |
690.0 |
20.2% |
51.3 |
1.5% |
64% |
False |
False |
4,488 |
80 |
3,679.0 |
2,969.0 |
710.0 |
20.8% |
40.1 |
1.2% |
63% |
False |
False |
3,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,673.0 |
2.618 |
3,581.6 |
1.618 |
3,525.6 |
1.000 |
3,491.0 |
0.618 |
3,469.6 |
HIGH |
3,435.0 |
0.618 |
3,413.6 |
0.500 |
3,407.0 |
0.382 |
3,400.4 |
LOW |
3,379.0 |
0.618 |
3,344.4 |
1.000 |
3,323.0 |
1.618 |
3,288.4 |
2.618 |
3,232.4 |
4.250 |
3,141.0 |
|
|
Fisher Pivots for day following 28-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
3,411.0 |
3,409.3 |
PP |
3,409.0 |
3,405.7 |
S1 |
3,407.0 |
3,402.0 |
|