Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,944.86 |
17,141.75 |
196.89 |
1.2% |
17,082.29 |
High |
17,144.42 |
17,220.02 |
75.60 |
0.4% |
17,220.02 |
Low |
16,933.57 |
17,107.35 |
173.78 |
1.0% |
16,887.67 |
Close |
17,141.75 |
17,215.97 |
74.22 |
0.4% |
17,215.97 |
Range |
210.85 |
112.67 |
-98.18 |
-46.6% |
332.35 |
ATR |
231.34 |
222.87 |
-8.48 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,519.12 |
17,480.22 |
17,277.94 |
|
R3 |
17,406.45 |
17,367.55 |
17,246.95 |
|
R2 |
17,293.78 |
17,293.78 |
17,236.63 |
|
R1 |
17,254.88 |
17,254.88 |
17,226.30 |
17,274.33 |
PP |
17,181.11 |
17,181.11 |
17,181.11 |
17,190.84 |
S1 |
17,142.21 |
17,142.21 |
17,205.64 |
17,161.66 |
S2 |
17,068.44 |
17,068.44 |
17,195.31 |
|
S3 |
16,955.77 |
17,029.54 |
17,184.99 |
|
S4 |
16,843.10 |
16,916.87 |
17,154.00 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,104.94 |
17,992.80 |
17,398.76 |
|
R3 |
17,772.59 |
17,660.45 |
17,307.37 |
|
R2 |
17,440.24 |
17,440.24 |
17,276.90 |
|
R1 |
17,328.10 |
17,328.10 |
17,246.44 |
17,384.17 |
PP |
17,107.89 |
17,107.89 |
17,107.89 |
17,135.92 |
S1 |
16,995.75 |
16,995.75 |
17,185.50 |
17,051.82 |
S2 |
16,775.54 |
16,775.54 |
17,155.04 |
|
S3 |
16,443.19 |
16,663.40 |
17,124.57 |
|
S4 |
16,110.84 |
16,331.05 |
17,033.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,220.02 |
16,887.67 |
332.35 |
1.9% |
152.04 |
0.9% |
99% |
True |
False |
|
10 |
17,220.02 |
16,502.10 |
717.92 |
4.2% |
167.94 |
1.0% |
99% |
True |
False |
|
20 |
17,220.02 |
15,942.37 |
1,277.65 |
7.4% |
212.44 |
1.2% |
100% |
True |
False |
|
40 |
17,220.02 |
15,370.33 |
1,849.69 |
10.7% |
292.72 |
1.7% |
100% |
True |
False |
|
60 |
17,783.59 |
15,370.33 |
2,413.26 |
14.0% |
256.99 |
1.5% |
76% |
False |
False |
|
80 |
18,137.12 |
15,370.33 |
2,766.79 |
16.1% |
235.32 |
1.4% |
67% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
16.4% |
218.52 |
1.3% |
65% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.3% |
207.19 |
1.2% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,698.87 |
2.618 |
17,514.99 |
1.618 |
17,402.32 |
1.000 |
17,332.69 |
0.618 |
17,289.65 |
HIGH |
17,220.02 |
0.618 |
17,176.98 |
0.500 |
17,163.69 |
0.382 |
17,150.39 |
LOW |
17,107.35 |
0.618 |
17,037.72 |
1.000 |
16,994.68 |
1.618 |
16,925.05 |
2.618 |
16,812.38 |
4.250 |
16,628.50 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,198.54 |
17,161.93 |
PP |
17,181.11 |
17,107.89 |
S1 |
17,163.69 |
17,053.85 |
|