Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,614.00 |
4,619.75 |
5.75 |
0.1% |
4,434.50 |
High |
4,630.00 |
4,651.75 |
21.75 |
0.5% |
4,637.50 |
Low |
4,592.75 |
4,601.25 |
8.50 |
0.2% |
4,394.75 |
Close |
4,616.25 |
4,632.25 |
16.00 |
0.3% |
4,611.50 |
Range |
37.25 |
50.50 |
13.25 |
35.6% |
242.75 |
ATR |
78.29 |
76.31 |
-1.99 |
-2.5% |
0.00 |
Volume |
184,127 |
217,939 |
33,812 |
18.4% |
1,402,467 |
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,780.00 |
4,756.50 |
4,660.00 |
|
R3 |
4,729.50 |
4,706.00 |
4,646.25 |
|
R2 |
4,679.00 |
4,679.00 |
4,641.50 |
|
R1 |
4,655.50 |
4,655.50 |
4,637.00 |
4,667.25 |
PP |
4,628.50 |
4,628.50 |
4,628.50 |
4,634.25 |
S1 |
4,605.00 |
4,605.00 |
4,627.50 |
4,616.75 |
S2 |
4,578.00 |
4,578.00 |
4,623.00 |
|
S3 |
4,527.50 |
4,554.50 |
4,618.25 |
|
S4 |
4,477.00 |
4,504.00 |
4,604.50 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,276.25 |
5,186.50 |
4,745.00 |
|
R3 |
5,033.50 |
4,943.75 |
4,678.25 |
|
R2 |
4,790.75 |
4,790.75 |
4,656.00 |
|
R1 |
4,701.00 |
4,701.00 |
4,633.75 |
4,746.00 |
PP |
4,548.00 |
4,548.00 |
4,548.00 |
4,570.25 |
S1 |
4,458.25 |
4,458.25 |
4,589.25 |
4,503.00 |
S2 |
4,305.25 |
4,305.25 |
4,567.00 |
|
S3 |
4,062.50 |
4,215.50 |
4,544.75 |
|
S4 |
3,819.75 |
3,972.75 |
4,478.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,651.75 |
4,394.75 |
257.00 |
5.5% |
77.75 |
1.7% |
92% |
True |
False |
280,383 |
10 |
4,651.75 |
4,317.50 |
334.25 |
7.2% |
64.50 |
1.4% |
94% |
True |
False |
257,257 |
20 |
4,651.75 |
4,066.00 |
585.75 |
12.6% |
71.50 |
1.5% |
97% |
True |
False |
271,012 |
40 |
4,651.75 |
4,040.75 |
611.00 |
13.2% |
85.00 |
1.8% |
97% |
True |
False |
235,125 |
60 |
4,651.75 |
3,901.00 |
750.75 |
16.2% |
91.25 |
2.0% |
97% |
True |
False |
157,136 |
80 |
4,677.25 |
3,901.00 |
776.25 |
16.8% |
82.50 |
1.8% |
94% |
False |
False |
117,876 |
100 |
4,677.25 |
3,901.00 |
776.25 |
16.8% |
74.25 |
1.6% |
94% |
False |
False |
94,307 |
120 |
4,677.25 |
3,901.00 |
776.25 |
16.8% |
63.00 |
1.4% |
94% |
False |
False |
78,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,866.50 |
2.618 |
4,784.00 |
1.618 |
4,733.50 |
1.000 |
4,702.25 |
0.618 |
4,683.00 |
HIGH |
4,651.75 |
0.618 |
4,632.50 |
0.500 |
4,626.50 |
0.382 |
4,620.50 |
LOW |
4,601.25 |
0.618 |
4,570.00 |
1.000 |
4,550.75 |
1.618 |
4,519.50 |
2.618 |
4,469.00 |
4.250 |
4,386.50 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,630.25 |
4,623.75 |
PP |
4,628.50 |
4,615.25 |
S1 |
4,626.50 |
4,607.00 |
|