Trading Metrics calculated at close of trading on 28-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,619.75 |
4,635.25 |
15.50 |
0.3% |
4,434.50 |
High |
4,651.75 |
4,678.25 |
26.50 |
0.6% |
4,637.50 |
Low |
4,601.25 |
4,600.50 |
-0.75 |
0.0% |
4,394.75 |
Close |
4,632.25 |
4,673.75 |
41.50 |
0.9% |
4,611.50 |
Range |
50.50 |
77.75 |
27.25 |
54.0% |
242.75 |
ATR |
76.31 |
76.41 |
0.10 |
0.1% |
0.00 |
Volume |
217,939 |
306,875 |
88,936 |
40.8% |
1,402,467 |
|
Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,884.00 |
4,856.75 |
4,716.50 |
|
R3 |
4,806.25 |
4,779.00 |
4,695.25 |
|
R2 |
4,728.50 |
4,728.50 |
4,688.00 |
|
R1 |
4,701.25 |
4,701.25 |
4,681.00 |
4,715.00 |
PP |
4,650.75 |
4,650.75 |
4,650.75 |
4,657.75 |
S1 |
4,623.50 |
4,623.50 |
4,666.50 |
4,637.00 |
S2 |
4,573.00 |
4,573.00 |
4,659.50 |
|
S3 |
4,495.25 |
4,545.75 |
4,652.25 |
|
S4 |
4,417.50 |
4,468.00 |
4,631.00 |
|
|
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 |
4,678.25 |
4,402.00 |
276.25 |
5.9% |
81.00 |
1.7% |
98% |
True |
False |
283,804 |
10 |
4,678.25 |
4,332.50 |
345.75 |
7.4% |
67.50 |
1.4% |
99% |
True |
False |
259,464 |
20 |
4,678.25 |
4,111.50 |
566.75 |
12.1% |
70.25 |
1.5% |
99% |
True |
False |
269,002 |
40 |
4,678.25 |
4,040.75 |
637.50 |
13.6% |
83.50 |
1.8% |
99% |
True |
False |
242,593 |
60 |
4,678.25 |
3,901.00 |
777.25 |
16.6% |
92.00 |
2.0% |
99% |
True |
False |
162,246 |
80 |
4,678.25 |
3,901.00 |
777.25 |
16.6% |
82.25 |
1.8% |
99% |
True |
False |
121,711 |
100 |
4,678.25 |
3,901.00 |
777.25 |
16.6% |
74.50 |
1.6% |
99% |
True |
False |
97,376 |
120 |
4,678.25 |
3,901.00 |
777.25 |
16.6% |
63.50 |
1.4% |
99% |
True |
False |
81,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,008.75 |
2.618 |
4,881.75 |
1.618 |
4,804.00 |
1.000 |
4,756.00 |
0.618 |
4,726.25 |
HIGH |
4,678.25 |
0.618 |
4,648.50 |
0.500 |
4,639.50 |
0.382 |
4,630.25 |
LOW |
4,600.50 |
0.618 |
4,552.50 |
1.000 |
4,522.75 |
1.618 |
4,474.75 |
2.618 |
4,397.00 |
4.250 |
4,270.00 |
|
|
Fisher Pivots for day following 28-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,662.25 |
4,661.00 |
PP |
4,650.75 |
4,648.25 |
S1 |
4,639.50 |
4,635.50 |
|