Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,335.25 |
4,409.75 |
74.50 |
1.7% |
4,355.00 |
High |
4,412.00 |
4,439.00 |
27.00 |
0.6% |
4,439.00 |
Low |
4,332.50 |
4,396.00 |
63.50 |
1.5% |
4,317.50 |
Close |
4,411.75 |
4,434.75 |
23.00 |
0.5% |
4,434.75 |
Range |
79.50 |
43.00 |
-36.50 |
-45.9% |
121.50 |
ATR |
83.76 |
80.85 |
-2.91 |
-3.5% |
0.00 |
Volume |
275,986 |
207,248 |
-68,738 |
-24.9% |
1,133,445 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,552.25 |
4,536.50 |
4,458.50 |
|
R3 |
4,509.25 |
4,493.50 |
4,446.50 |
|
R2 |
4,466.25 |
4,466.25 |
4,442.75 |
|
R1 |
4,450.50 |
4,450.50 |
4,438.75 |
4,458.50 |
PP |
4,423.25 |
4,423.25 |
4,423.25 |
4,427.25 |
S1 |
4,407.50 |
4,407.50 |
4,430.75 |
4,415.50 |
S2 |
4,380.25 |
4,380.25 |
4,426.75 |
|
S3 |
4,337.25 |
4,364.50 |
4,423.00 |
|
S4 |
4,294.25 |
4,321.50 |
4,411.00 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,761.50 |
4,719.75 |
4,501.50 |
|
R3 |
4,640.00 |
4,598.25 |
4,468.25 |
|
R2 |
4,518.50 |
4,518.50 |
4,457.00 |
|
R1 |
4,476.75 |
4,476.75 |
4,446.00 |
4,497.50 |
PP |
4,397.00 |
4,397.00 |
4,397.00 |
4,407.50 |
S1 |
4,355.25 |
4,355.25 |
4,423.50 |
4,376.00 |
S2 |
4,275.50 |
4,275.50 |
4,412.50 |
|
S3 |
4,154.00 |
4,233.75 |
4,401.25 |
|
S4 |
4,032.50 |
4,112.25 |
4,368.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,439.00 |
4,317.50 |
121.50 |
2.7% |
51.50 |
1.2% |
97% |
True |
False |
226,689 |
10 |
4,439.00 |
4,250.50 |
188.50 |
4.3% |
59.00 |
1.3% |
98% |
True |
False |
249,595 |
20 |
4,439.00 |
4,040.75 |
398.25 |
9.0% |
85.50 |
1.9% |
99% |
True |
False |
295,835 |
40 |
4,441.75 |
3,901.00 |
540.75 |
12.2% |
102.75 |
2.3% |
99% |
False |
False |
190,472 |
60 |
4,630.25 |
3,901.00 |
729.25 |
16.4% |
89.75 |
2.0% |
73% |
False |
False |
127,076 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.5% |
80.50 |
1.8% |
69% |
False |
False |
95,324 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.5% |
70.00 |
1.6% |
69% |
False |
False |
76,262 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.5% |
59.25 |
1.3% |
69% |
False |
False |
63,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,621.75 |
2.618 |
4,551.50 |
1.618 |
4,508.50 |
1.000 |
4,482.00 |
0.618 |
4,465.50 |
HIGH |
4,439.00 |
0.618 |
4,422.50 |
0.500 |
4,417.50 |
0.382 |
4,412.50 |
LOW |
4,396.00 |
0.618 |
4,369.50 |
1.000 |
4,353.00 |
1.618 |
4,326.50 |
2.618 |
4,283.50 |
4.250 |
4,213.25 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,429.00 |
4,416.00 |
PP |
4,423.25 |
4,397.00 |
S1 |
4,417.50 |
4,378.25 |
|