Trading Metrics calculated at close of trading on 15-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,079.08 |
16,944.86 |
-134.22 |
-0.8% |
16,502.10 |
High |
17,111.38 |
17,144.42 |
33.04 |
0.2% |
17,110.88 |
Low |
16,887.67 |
16,933.57 |
45.90 |
0.3% |
16,502.10 |
Close |
16,924.75 |
17,141.75 |
217.00 |
1.3% |
17,084.49 |
Range |
223.71 |
210.85 |
-12.86 |
-5.7% |
608.78 |
ATR |
232.24 |
231.34 |
-0.90 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,705.80 |
17,634.62 |
17,257.72 |
|
R3 |
17,494.95 |
17,423.77 |
17,199.73 |
|
R2 |
17,284.10 |
17,284.10 |
17,180.41 |
|
R1 |
17,212.92 |
17,212.92 |
17,161.08 |
17,248.51 |
PP |
17,073.25 |
17,073.25 |
17,073.25 |
17,091.04 |
S1 |
17,002.07 |
17,002.07 |
17,122.42 |
17,037.66 |
S2 |
16,862.40 |
16,862.40 |
17,103.09 |
|
S3 |
16,651.55 |
16,791.22 |
17,083.77 |
|
S4 |
16,440.70 |
16,580.37 |
17,025.78 |
|
|
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 |
16,887.67 |
285.14 |
1.7% |
146.24 |
0.9% |
89% |
False |
False |
|
10 |
17,172.81 |
16,013.66 |
1,159.15 |
6.8% |
202.59 |
1.2% |
97% |
False |
False |
|
20 |
17,172.81 |
15,942.37 |
1,230.44 |
7.2% |
223.35 |
1.3% |
97% |
False |
False |
|
40 |
17,345.32 |
15,370.33 |
1,974.99 |
11.5% |
298.77 |
1.7% |
90% |
False |
False |
|
60 |
17,860.95 |
15,370.33 |
2,490.62 |
14.5% |
257.71 |
1.5% |
71% |
False |
False |
|
80 |
18,139.10 |
15,370.33 |
2,768.77 |
16.2% |
236.07 |
1.4% |
64% |
False |
False |
|
100 |
18,190.35 |
15,370.33 |
2,820.02 |
16.5% |
218.85 |
1.3% |
63% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.4% |
207.94 |
1.2% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,040.53 |
2.618 |
17,696.43 |
1.618 |
17,485.58 |
1.000 |
17,355.27 |
0.618 |
17,274.73 |
HIGH |
17,144.42 |
0.618 |
17,063.88 |
0.500 |
17,039.00 |
0.382 |
17,014.11 |
LOW |
16,933.57 |
0.618 |
16,803.26 |
1.000 |
16,722.72 |
1.618 |
16,592.41 |
2.618 |
16,381.56 |
4.250 |
16,037.46 |
|
|
Fisher Pivots for day following 15-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,107.50 |
17,104.58 |
PP |
17,073.25 |
17,067.41 |
S1 |
17,039.00 |
17,030.24 |
|