Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,635.25 |
4,664.25 |
29.00 |
0.6% |
4,434.50 |
High |
4,678.25 |
4,670.25 |
-8.00 |
-0.2% |
4,637.50 |
Low |
4,600.50 |
4,642.75 |
42.25 |
0.9% |
4,394.75 |
Close |
4,673.75 |
4,661.75 |
-12.00 |
-0.3% |
4,611.50 |
Range |
77.75 |
27.50 |
-50.25 |
-64.6% |
242.75 |
ATR |
76.41 |
73.17 |
-3.24 |
-4.2% |
0.00 |
Volume |
306,875 |
184,529 |
-122,346 |
-39.9% |
1,402,467 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,740.75 |
4,728.75 |
4,677.00 |
|
R3 |
4,713.25 |
4,701.25 |
4,669.25 |
|
R2 |
4,685.75 |
4,685.75 |
4,666.75 |
|
R1 |
4,673.75 |
4,673.75 |
4,664.25 |
4,666.00 |
PP |
4,658.25 |
4,658.25 |
4,658.25 |
4,654.50 |
S1 |
4,646.25 |
4,646.25 |
4,659.25 |
4,638.50 |
S2 |
4,630.75 |
4,630.75 |
4,656.75 |
|
S3 |
4,603.25 |
4,618.75 |
4,654.25 |
|
S4 |
4,575.75 |
4,591.25 |
4,646.50 |
|
|
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 |
4,678.25 |
4,562.00 |
116.25 |
2.5% |
53.75 |
1.2% |
86% |
False |
False |
251,011 |
10 |
4,678.25 |
4,394.75 |
283.50 |
6.1% |
62.25 |
1.3% |
94% |
False |
False |
250,318 |
20 |
4,678.25 |
4,111.50 |
566.75 |
12.2% |
66.00 |
1.4% |
97% |
False |
False |
259,839 |
40 |
4,678.25 |
4,040.75 |
637.50 |
13.7% |
81.00 |
1.7% |
97% |
False |
False |
247,085 |
60 |
4,678.25 |
3,901.00 |
777.25 |
16.7% |
91.25 |
2.0% |
98% |
False |
False |
165,320 |
80 |
4,678.25 |
3,901.00 |
777.25 |
16.7% |
81.75 |
1.8% |
98% |
False |
False |
124,017 |
100 |
4,678.25 |
3,901.00 |
777.25 |
16.7% |
74.75 |
1.6% |
98% |
False |
False |
99,221 |
120 |
4,678.25 |
3,901.00 |
777.25 |
16.7% |
63.75 |
1.4% |
98% |
False |
False |
82,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,787.00 |
2.618 |
4,742.25 |
1.618 |
4,714.75 |
1.000 |
4,697.75 |
0.618 |
4,687.25 |
HIGH |
4,670.25 |
0.618 |
4,659.75 |
0.500 |
4,656.50 |
0.382 |
4,653.25 |
LOW |
4,642.75 |
0.618 |
4,625.75 |
1.000 |
4,615.25 |
1.618 |
4,598.25 |
2.618 |
4,570.75 |
4.250 |
4,526.00 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,660.00 |
4,654.25 |
PP |
4,658.25 |
4,646.75 |
S1 |
4,656.50 |
4,639.50 |
|