Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,409.75 |
4,434.50 |
24.75 |
0.6% |
4,355.00 |
High |
4,439.00 |
4,455.50 |
16.50 |
0.4% |
4,439.00 |
Low |
4,396.00 |
4,411.00 |
15.00 |
0.3% |
4,317.50 |
Close |
4,434.75 |
4,454.50 |
19.75 |
0.4% |
4,434.75 |
Range |
43.00 |
44.50 |
1.50 |
3.5% |
121.50 |
ATR |
80.85 |
78.25 |
-2.60 |
-3.2% |
0.00 |
Volume |
207,248 |
202,407 |
-4,841 |
-2.3% |
1,133,445 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,573.75 |
4,558.75 |
4,479.00 |
|
R3 |
4,529.25 |
4,514.25 |
4,466.75 |
|
R2 |
4,484.75 |
4,484.75 |
4,462.75 |
|
R1 |
4,469.75 |
4,469.75 |
4,458.50 |
4,477.25 |
PP |
4,440.25 |
4,440.25 |
4,440.25 |
4,444.00 |
S1 |
4,425.25 |
4,425.25 |
4,450.50 |
4,432.75 |
S2 |
4,395.75 |
4,395.75 |
4,446.25 |
|
S3 |
4,351.25 |
4,380.75 |
4,442.25 |
|
S4 |
4,306.75 |
4,336.25 |
4,430.00 |
|
|
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 |
4,455.50 |
4,317.50 |
138.00 |
3.1% |
53.50 |
1.2% |
99% |
True |
False |
240,635 |
10 |
4,455.50 |
4,263.50 |
192.00 |
4.3% |
55.50 |
1.2% |
99% |
True |
False |
245,605 |
20 |
4,455.50 |
4,040.75 |
414.75 |
9.3% |
84.00 |
1.9% |
100% |
True |
False |
293,230 |
40 |
4,455.50 |
3,901.00 |
554.50 |
12.4% |
99.25 |
2.2% |
100% |
True |
False |
195,515 |
60 |
4,620.00 |
3,901.00 |
719.00 |
16.1% |
89.00 |
2.0% |
77% |
False |
False |
130,447 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.4% |
80.75 |
1.8% |
71% |
False |
False |
97,853 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.4% |
70.50 |
1.6% |
71% |
False |
False |
78,286 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.4% |
59.50 |
1.3% |
71% |
False |
False |
65,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,644.50 |
2.618 |
4,572.00 |
1.618 |
4,527.50 |
1.000 |
4,500.00 |
0.618 |
4,483.00 |
HIGH |
4,455.50 |
0.618 |
4,438.50 |
0.500 |
4,433.25 |
0.382 |
4,428.00 |
LOW |
4,411.00 |
0.618 |
4,383.50 |
1.000 |
4,366.50 |
1.618 |
4,339.00 |
2.618 |
4,294.50 |
4.250 |
4,222.00 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,447.50 |
4,434.25 |
PP |
4,440.25 |
4,414.25 |
S1 |
4,433.25 |
4,394.00 |
|