Trading Metrics calculated at close of trading on 13-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,082.29 |
17,113.55 |
31.26 |
0.2% |
16,502.10 |
High |
17,139.21 |
17,172.81 |
33.60 |
0.2% |
17,110.88 |
Low |
17,064.58 |
17,034.45 |
-30.13 |
-0.2% |
16,502.10 |
Close |
17,131.86 |
17,081.89 |
-49.97 |
-0.3% |
17,084.49 |
Range |
74.63 |
138.36 |
63.73 |
85.4% |
608.78 |
ATR |
240.17 |
232.90 |
-7.27 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,511.46 |
17,435.04 |
17,157.99 |
|
R3 |
17,373.10 |
17,296.68 |
17,119.94 |
|
R2 |
17,234.74 |
17,234.74 |
17,107.26 |
|
R1 |
17,158.32 |
17,158.32 |
17,094.57 |
17,127.35 |
PP |
17,096.38 |
17,096.38 |
17,096.38 |
17,080.90 |
S1 |
17,019.96 |
17,019.96 |
17,069.21 |
16,988.99 |
S2 |
16,958.02 |
16,958.02 |
17,056.52 |
|
S3 |
16,819.66 |
16,881.60 |
17,043.84 |
|
S4 |
16,681.30 |
16,743.24 |
17,005.79 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,725.50 |
18,513.77 |
17,419.32 |
|
R3 |
18,116.72 |
17,904.99 |
17,251.90 |
|
R2 |
17,507.94 |
17,507.94 |
17,196.10 |
|
R1 |
17,296.21 |
17,296.21 |
17,140.29 |
17,402.08 |
PP |
16,899.16 |
16,899.16 |
16,899.16 |
16,952.09 |
S1 |
16,687.43 |
16,687.43 |
17,028.69 |
16,793.30 |
S2 |
16,290.38 |
16,290.38 |
16,972.88 |
|
S3 |
15,681.60 |
16,078.65 |
16,917.08 |
|
S4 |
15,072.82 |
15,469.87 |
16,749.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,172.81 |
16,765.00 |
407.81 |
2.4% |
143.38 |
0.8% |
78% |
True |
False |
|
10 |
17,172.81 |
16,013.66 |
1,159.15 |
6.8% |
210.69 |
1.2% |
92% |
True |
False |
|
20 |
17,172.81 |
15,942.37 |
1,230.44 |
7.2% |
224.40 |
1.3% |
93% |
True |
False |
|
40 |
17,568.40 |
15,370.33 |
2,198.07 |
12.9% |
295.82 |
1.7% |
78% |
False |
False |
|
60 |
18,096.67 |
15,370.33 |
2,726.34 |
16.0% |
256.14 |
1.5% |
63% |
False |
False |
|
80 |
18,188.81 |
15,370.33 |
2,818.48 |
16.5% |
233.57 |
1.4% |
61% |
False |
False |
|
100 |
18,286.87 |
15,370.33 |
2,916.54 |
17.1% |
217.60 |
1.3% |
59% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.5% |
206.41 |
1.2% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,760.84 |
2.618 |
17,535.04 |
1.618 |
17,396.68 |
1.000 |
17,311.17 |
0.618 |
17,258.32 |
HIGH |
17,172.81 |
0.618 |
17,119.96 |
0.500 |
17,103.63 |
0.382 |
17,087.30 |
LOW |
17,034.45 |
0.618 |
16,948.94 |
1.000 |
16,896.09 |
1.618 |
16,810.58 |
2.618 |
16,672.22 |
4.250 |
16,446.42 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,103.63 |
17,100.02 |
PP |
17,096.38 |
17,093.98 |
S1 |
17,089.14 |
17,087.93 |
|