Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1,158.3 |
1,149.1 |
-9.2 |
-0.8% |
1,164.9 |
High |
1,163.0 |
1,150.1 |
-12.9 |
-1.1% |
1,184.0 |
Low |
1,147.5 |
1,140.7 |
-6.8 |
-0.6% |
1,140.7 |
Close |
1,148.9 |
1,143.0 |
-5.9 |
-0.5% |
1,143.0 |
Range |
15.5 |
9.4 |
-6.1 |
-39.4% |
43.3 |
ATR |
15.2 |
14.8 |
-0.4 |
-2.7% |
0.0 |
Volume |
481 |
1,513 |
1,032 |
214.6% |
6,185 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.8 |
1,167.3 |
1,148.2 |
|
R3 |
1,163.4 |
1,157.9 |
1,145.6 |
|
R2 |
1,154.0 |
1,154.0 |
1,144.7 |
|
R1 |
1,148.5 |
1,148.5 |
1,143.9 |
1,146.6 |
PP |
1,144.6 |
1,144.6 |
1,144.6 |
1,143.6 |
S1 |
1,139.1 |
1,139.1 |
1,142.1 |
1,137.2 |
S2 |
1,135.2 |
1,135.2 |
1,141.3 |
|
S3 |
1,125.8 |
1,129.7 |
1,140.4 |
|
S4 |
1,116.4 |
1,120.3 |
1,137.8 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.8 |
1,257.7 |
1,166.8 |
|
R3 |
1,242.5 |
1,214.4 |
1,154.9 |
|
R2 |
1,199.2 |
1,199.2 |
1,150.9 |
|
R1 |
1,171.1 |
1,171.1 |
1,147.0 |
1,163.5 |
PP |
1,155.9 |
1,155.9 |
1,155.9 |
1,152.1 |
S1 |
1,127.8 |
1,127.8 |
1,139.0 |
1,120.2 |
S2 |
1,112.6 |
1,112.6 |
1,135.1 |
|
S3 |
1,069.3 |
1,084.5 |
1,131.1 |
|
S4 |
1,026.0 |
1,041.2 |
1,119.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,184.0 |
1,140.7 |
43.3 |
3.8% |
13.1 |
1.1% |
5% |
False |
True |
1,237 |
10 |
1,184.0 |
1,140.7 |
43.3 |
3.8% |
12.3 |
1.1% |
5% |
False |
True |
961 |
20 |
1,191.9 |
1,132.5 |
59.4 |
5.2% |
13.3 |
1.2% |
18% |
False |
False |
1,427 |
40 |
1,191.9 |
1,100.0 |
91.9 |
8.0% |
12.6 |
1.1% |
47% |
False |
False |
1,312 |
60 |
1,191.9 |
1,085.0 |
106.9 |
9.4% |
12.2 |
1.1% |
54% |
False |
False |
1,206 |
80 |
1,191.9 |
1,080.9 |
111.0 |
9.7% |
11.0 |
1.0% |
56% |
False |
False |
1,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,190.1 |
2.618 |
1,174.7 |
1.618 |
1,165.3 |
1.000 |
1,159.5 |
0.618 |
1,155.9 |
HIGH |
1,150.1 |
0.618 |
1,146.5 |
0.500 |
1,145.4 |
0.382 |
1,144.3 |
LOW |
1,140.7 |
0.618 |
1,134.9 |
1.000 |
1,131.3 |
1.618 |
1,125.5 |
2.618 |
1,116.1 |
4.250 |
1,100.8 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1,145.4 |
1,162.4 |
PP |
1,144.6 |
1,155.9 |
S1 |
1,143.8 |
1,149.5 |
|