Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,377.00 |
4,334.25 |
-42.75 |
-1.0% |
4,257.75 |
High |
4,390.75 |
4,365.25 |
-25.50 |
-0.6% |
4,369.25 |
Low |
4,338.50 |
4,317.50 |
-21.00 |
-0.5% |
4,250.50 |
Close |
4,341.25 |
4,326.50 |
-14.75 |
-0.3% |
4,359.50 |
Range |
52.25 |
47.75 |
-4.50 |
-8.6% |
118.75 |
ATR |
86.39 |
83.63 |
-2.76 |
-3.2% |
0.00 |
Volume |
232,729 |
284,807 |
52,078 |
22.4% |
1,362,514 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,479.75 |
4,450.75 |
4,352.75 |
|
R3 |
4,432.00 |
4,403.00 |
4,339.75 |
|
R2 |
4,384.25 |
4,384.25 |
4,335.25 |
|
R1 |
4,355.25 |
4,355.25 |
4,331.00 |
4,346.00 |
PP |
4,336.50 |
4,336.50 |
4,336.50 |
4,331.75 |
S1 |
4,307.50 |
4,307.50 |
4,322.00 |
4,298.00 |
S2 |
4,288.75 |
4,288.75 |
4,317.75 |
|
S3 |
4,241.00 |
4,259.75 |
4,313.25 |
|
S4 |
4,193.25 |
4,212.00 |
4,300.25 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,682.75 |
4,639.75 |
4,424.75 |
|
R3 |
4,564.00 |
4,521.00 |
4,392.25 |
|
R2 |
4,445.25 |
4,445.25 |
4,381.25 |
|
R1 |
4,402.25 |
4,402.25 |
4,370.50 |
4,423.75 |
PP |
4,326.50 |
4,326.50 |
4,326.50 |
4,337.00 |
S1 |
4,283.50 |
4,283.50 |
4,348.50 |
4,305.00 |
S2 |
4,207.75 |
4,207.75 |
4,337.75 |
|
S3 |
4,089.00 |
4,164.75 |
4,326.75 |
|
S4 |
3,970.25 |
4,046.00 |
4,294.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,390.75 |
4,265.00 |
125.75 |
2.9% |
52.75 |
1.2% |
49% |
False |
False |
235,211 |
10 |
4,390.75 |
4,111.50 |
279.25 |
6.5% |
72.75 |
1.7% |
77% |
False |
False |
278,540 |
20 |
4,441.75 |
4,040.75 |
401.00 |
9.3% |
87.75 |
2.0% |
71% |
False |
False |
304,817 |
40 |
4,543.25 |
3,901.00 |
642.25 |
14.8% |
104.75 |
2.4% |
66% |
False |
False |
178,413 |
60 |
4,630.25 |
3,901.00 |
729.25 |
16.9% |
89.25 |
2.1% |
58% |
False |
False |
119,025 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
79.75 |
1.8% |
55% |
False |
False |
89,285 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
68.75 |
1.6% |
55% |
False |
False |
71,430 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
58.25 |
1.3% |
55% |
False |
False |
59,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,568.25 |
2.618 |
4,490.25 |
1.618 |
4,442.50 |
1.000 |
4,413.00 |
0.618 |
4,394.75 |
HIGH |
4,365.25 |
0.618 |
4,347.00 |
0.500 |
4,341.50 |
0.382 |
4,335.75 |
LOW |
4,317.50 |
0.618 |
4,288.00 |
1.000 |
4,269.75 |
1.618 |
4,240.25 |
2.618 |
4,192.50 |
4.250 |
4,114.50 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,341.50 |
4,354.00 |
PP |
4,336.50 |
4,345.00 |
S1 |
4,331.50 |
4,335.75 |
|