Trading Metrics calculated at close of trading on 15-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,334.25 |
4,335.25 |
1.00 |
0.0% |
4,257.75 |
High |
4,365.25 |
4,412.00 |
46.75 |
1.1% |
4,369.25 |
Low |
4,317.50 |
4,332.50 |
15.00 |
0.3% |
4,250.50 |
Close |
4,326.50 |
4,411.75 |
85.25 |
2.0% |
4,359.50 |
Range |
47.75 |
79.50 |
31.75 |
66.5% |
118.75 |
ATR |
83.63 |
83.76 |
0.13 |
0.2% |
0.00 |
Volume |
284,807 |
275,986 |
-8,821 |
-3.1% |
1,362,514 |
|
Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,624.00 |
4,597.25 |
4,455.50 |
|
R3 |
4,544.50 |
4,517.75 |
4,433.50 |
|
R2 |
4,465.00 |
4,465.00 |
4,426.25 |
|
R1 |
4,438.25 |
4,438.25 |
4,419.00 |
4,451.50 |
PP |
4,385.50 |
4,385.50 |
4,385.50 |
4,392.00 |
S1 |
4,358.75 |
4,358.75 |
4,404.50 |
4,372.00 |
S2 |
4,306.00 |
4,306.00 |
4,397.25 |
|
S3 |
4,226.50 |
4,279.25 |
4,390.00 |
|
S4 |
4,147.00 |
4,199.75 |
4,368.00 |
|
|
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 |
4,412.00 |
4,317.50 |
94.50 |
2.1% |
52.00 |
1.2% |
100% |
True |
False |
227,005 |
10 |
4,412.00 |
4,111.50 |
300.50 |
6.8% |
69.75 |
1.6% |
100% |
True |
False |
269,360 |
20 |
4,412.00 |
4,040.75 |
371.25 |
8.4% |
87.50 |
2.0% |
100% |
True |
False |
302,124 |
40 |
4,499.00 |
3,901.00 |
598.00 |
13.6% |
105.25 |
2.4% |
85% |
False |
False |
185,308 |
60 |
4,630.25 |
3,901.00 |
729.25 |
16.5% |
89.75 |
2.0% |
70% |
False |
False |
123,623 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.6% |
80.50 |
1.8% |
66% |
False |
False |
92,734 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.6% |
69.50 |
1.6% |
66% |
False |
False |
74,189 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.6% |
59.00 |
1.3% |
66% |
False |
False |
61,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,750.00 |
2.618 |
4,620.25 |
1.618 |
4,540.75 |
1.000 |
4,491.50 |
0.618 |
4,461.25 |
HIGH |
4,412.00 |
0.618 |
4,381.75 |
0.500 |
4,372.25 |
0.382 |
4,362.75 |
LOW |
4,332.50 |
0.618 |
4,283.25 |
1.000 |
4,253.00 |
1.618 |
4,203.75 |
2.618 |
4,124.25 |
4.250 |
3,994.50 |
|
|
Fisher Pivots for day following 15-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,398.50 |
4,396.00 |
PP |
4,385.50 |
4,380.50 |
S1 |
4,372.25 |
4,364.75 |
|