Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,113.55 |
17,079.08 |
-34.47 |
-0.2% |
16,502.10 |
High |
17,172.81 |
17,111.38 |
-61.43 |
-0.4% |
17,110.88 |
Low |
17,034.45 |
16,887.67 |
-146.78 |
-0.9% |
16,502.10 |
Close |
17,081.89 |
16,924.75 |
-157.14 |
-0.9% |
17,084.49 |
Range |
138.36 |
223.71 |
85.35 |
61.7% |
608.78 |
ATR |
232.90 |
232.24 |
-0.66 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,645.73 |
17,508.95 |
17,047.79 |
|
R3 |
17,422.02 |
17,285.24 |
16,986.27 |
|
R2 |
17,198.31 |
17,198.31 |
16,965.76 |
|
R1 |
17,061.53 |
17,061.53 |
16,945.26 |
17,018.07 |
PP |
16,974.60 |
16,974.60 |
16,974.60 |
16,952.87 |
S1 |
16,837.82 |
16,837.82 |
16,904.24 |
16,794.36 |
S2 |
16,750.89 |
16,750.89 |
16,883.74 |
|
S3 |
16,527.18 |
16,614.11 |
16,863.23 |
|
S4 |
16,303.47 |
16,390.40 |
16,801.71 |
|
|
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 |
16,859.34 |
313.47 |
1.9% |
148.46 |
0.9% |
21% |
False |
False |
|
10 |
17,172.81 |
16,013.66 |
1,159.15 |
6.8% |
209.01 |
1.2% |
79% |
False |
False |
|
20 |
17,172.81 |
15,942.37 |
1,230.44 |
7.3% |
227.48 |
1.3% |
80% |
False |
False |
|
40 |
17,517.19 |
15,370.33 |
2,146.86 |
12.7% |
299.36 |
1.8% |
72% |
False |
False |
|
60 |
17,919.35 |
15,370.33 |
2,549.02 |
15.1% |
256.07 |
1.5% |
61% |
False |
False |
|
80 |
18,188.81 |
15,370.33 |
2,818.48 |
16.7% |
234.44 |
1.4% |
55% |
False |
False |
|
100 |
18,229.75 |
15,370.33 |
2,859.42 |
16.9% |
219.14 |
1.3% |
54% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.6% |
207.44 |
1.2% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,062.15 |
2.618 |
17,697.05 |
1.618 |
17,473.34 |
1.000 |
17,335.09 |
0.618 |
17,249.63 |
HIGH |
17,111.38 |
0.618 |
17,025.92 |
0.500 |
16,999.53 |
0.382 |
16,973.13 |
LOW |
16,887.67 |
0.618 |
16,749.42 |
1.000 |
16,663.96 |
1.618 |
16,525.71 |
2.618 |
16,302.00 |
4.250 |
15,936.90 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
16,999.53 |
17,030.24 |
PP |
16,974.60 |
16,995.08 |
S1 |
16,949.68 |
16,959.91 |
|