Trading Metrics calculated at close of trading on 21-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,451.50 |
4,422.75 |
-28.75 |
-0.6% |
4,355.00 |
High |
4,456.00 |
4,456.25 |
0.25 |
0.0% |
4,439.00 |
Low |
4,414.00 |
4,394.75 |
-19.25 |
-0.4% |
4,317.50 |
Close |
4,424.75 |
4,399.25 |
-25.50 |
-0.6% |
4,434.75 |
Range |
42.00 |
61.50 |
19.50 |
46.4% |
121.50 |
ATR |
75.66 |
74.65 |
-1.01 |
-1.3% |
0.00 |
Volume |
200,211 |
289,766 |
89,555 |
44.7% |
1,133,445 |
|
Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.25 |
4,561.75 |
4,433.00 |
|
R3 |
4,539.75 |
4,500.25 |
4,416.25 |
|
R2 |
4,478.25 |
4,478.25 |
4,410.50 |
|
R1 |
4,438.75 |
4,438.75 |
4,405.00 |
4,427.75 |
PP |
4,416.75 |
4,416.75 |
4,416.75 |
4,411.25 |
S1 |
4,377.25 |
4,377.25 |
4,393.50 |
4,366.25 |
S2 |
4,355.25 |
4,355.25 |
4,388.00 |
|
S3 |
4,293.75 |
4,315.75 |
4,382.25 |
|
S4 |
4,232.25 |
4,254.25 |
4,365.50 |
|
|
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 |
4,456.25 |
4,332.50 |
123.75 |
2.8% |
54.00 |
1.2% |
54% |
True |
False |
235,123 |
10 |
4,456.25 |
4,265.00 |
191.25 |
4.3% |
53.50 |
1.2% |
70% |
True |
False |
235,167 |
20 |
4,456.25 |
4,040.75 |
415.50 |
9.4% |
79.50 |
1.8% |
86% |
True |
False |
289,800 |
40 |
4,456.25 |
3,953.00 |
503.25 |
11.4% |
90.00 |
2.0% |
89% |
True |
False |
207,533 |
60 |
4,620.00 |
3,901.00 |
719.00 |
16.3% |
88.75 |
2.0% |
69% |
False |
False |
138,608 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.6% |
80.25 |
1.8% |
64% |
False |
False |
103,977 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.6% |
71.25 |
1.6% |
64% |
False |
False |
83,185 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.6% |
60.50 |
1.4% |
64% |
False |
False |
69,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,717.50 |
2.618 |
4,617.25 |
1.618 |
4,555.75 |
1.000 |
4,517.75 |
0.618 |
4,494.25 |
HIGH |
4,456.25 |
0.618 |
4,432.75 |
0.500 |
4,425.50 |
0.382 |
4,418.25 |
LOW |
4,394.75 |
0.618 |
4,356.75 |
1.000 |
4,333.25 |
1.618 |
4,295.25 |
2.618 |
4,233.75 |
4.250 |
4,133.50 |
|
|
Fisher Pivots for day following 21-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,425.50 |
4,425.50 |
PP |
4,416.75 |
4,416.75 |
S1 |
4,408.00 |
4,408.00 |
|