Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
4,664.25 |
4,666.00 |
1.75 |
0.0% |
4,614.00 |
High |
4,670.25 |
4,690.25 |
20.00 |
0.4% |
4,690.25 |
Low |
4,642.75 |
4,636.00 |
-6.75 |
-0.1% |
4,592.75 |
Close |
4,661.75 |
4,643.25 |
-18.50 |
-0.4% |
4,643.25 |
Range |
27.50 |
54.25 |
26.75 |
97.3% |
97.50 |
ATR |
73.17 |
71.81 |
-1.35 |
-1.8% |
0.00 |
Volume |
184,529 |
211,241 |
26,712 |
14.5% |
1,104,711 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,819.25 |
4,785.50 |
4,673.00 |
|
R3 |
4,765.00 |
4,731.25 |
4,658.25 |
|
R2 |
4,710.75 |
4,710.75 |
4,653.25 |
|
R1 |
4,677.00 |
4,677.00 |
4,648.25 |
4,666.75 |
PP |
4,656.50 |
4,656.50 |
4,656.50 |
4,651.50 |
S1 |
4,622.75 |
4,622.75 |
4,638.25 |
4,612.50 |
S2 |
4,602.25 |
4,602.25 |
4,633.25 |
|
S3 |
4,548.00 |
4,568.50 |
4,628.25 |
|
S4 |
4,493.75 |
4,514.25 |
4,613.50 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,934.50 |
4,886.50 |
4,697.00 |
|
R3 |
4,837.00 |
4,789.00 |
4,670.00 |
|
R2 |
4,739.50 |
4,739.50 |
4,661.00 |
|
R1 |
4,691.50 |
4,691.50 |
4,652.25 |
4,715.50 |
PP |
4,642.00 |
4,642.00 |
4,642.00 |
4,654.00 |
S1 |
4,594.00 |
4,594.00 |
4,634.25 |
4,618.00 |
S2 |
4,544.50 |
4,544.50 |
4,625.50 |
|
S3 |
4,447.00 |
4,496.50 |
4,616.50 |
|
S4 |
4,349.50 |
4,399.00 |
4,589.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,690.25 |
4,592.75 |
97.50 |
2.1% |
49.50 |
1.1% |
52% |
True |
False |
220,942 |
10 |
4,690.25 |
4,394.75 |
295.50 |
6.4% |
63.50 |
1.4% |
84% |
True |
False |
250,717 |
20 |
4,690.25 |
4,250.50 |
439.75 |
9.5% |
61.25 |
1.3% |
89% |
True |
False |
250,156 |
40 |
4,690.25 |
4,040.75 |
649.50 |
14.0% |
80.25 |
1.7% |
93% |
True |
False |
252,271 |
60 |
4,690.25 |
3,901.00 |
789.25 |
17.0% |
90.50 |
1.9% |
94% |
True |
False |
168,839 |
80 |
4,690.25 |
3,901.00 |
789.25 |
17.0% |
81.50 |
1.8% |
94% |
True |
False |
126,656 |
100 |
4,690.25 |
3,901.00 |
789.25 |
17.0% |
74.75 |
1.6% |
94% |
True |
False |
101,333 |
120 |
4,690.25 |
3,901.00 |
789.25 |
17.0% |
64.25 |
1.4% |
94% |
True |
False |
84,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,920.75 |
2.618 |
4,832.25 |
1.618 |
4,778.00 |
1.000 |
4,744.50 |
0.618 |
4,723.75 |
HIGH |
4,690.25 |
0.618 |
4,669.50 |
0.500 |
4,663.00 |
0.382 |
4,656.75 |
LOW |
4,636.00 |
0.618 |
4,602.50 |
1.000 |
4,581.75 |
1.618 |
4,548.25 |
2.618 |
4,494.00 |
4.250 |
4,405.50 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
4,663.00 |
4,645.50 |
PP |
4,656.50 |
4,644.75 |
S1 |
4,650.00 |
4,644.00 |
|