Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,141.75 |
17,209.43 |
67.68 |
0.4% |
17,082.29 |
High |
17,220.02 |
17,235.95 |
15.93 |
0.1% |
17,220.02 |
Low |
17,107.35 |
17,129.19 |
21.84 |
0.1% |
16,887.67 |
Close |
17,215.97 |
17,230.54 |
14.57 |
0.1% |
17,215.97 |
Range |
112.67 |
106.76 |
-5.91 |
-5.2% |
332.35 |
ATR |
222.87 |
214.57 |
-8.29 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,518.84 |
17,481.45 |
17,289.26 |
|
R3 |
17,412.08 |
17,374.69 |
17,259.90 |
|
R2 |
17,305.32 |
17,305.32 |
17,250.11 |
|
R1 |
17,267.93 |
17,267.93 |
17,240.33 |
17,286.63 |
PP |
17,198.56 |
17,198.56 |
17,198.56 |
17,207.91 |
S1 |
17,161.17 |
17,161.17 |
17,220.75 |
17,179.87 |
S2 |
17,091.80 |
17,091.80 |
17,210.97 |
|
S3 |
16,985.04 |
17,054.41 |
17,201.18 |
|
S4 |
16,878.28 |
16,947.65 |
17,171.82 |
|
|
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 |
17,235.95 |
16,887.67 |
348.28 |
2.0% |
158.47 |
0.9% |
98% |
True |
False |
|
10 |
17,235.95 |
16,746.03 |
489.92 |
2.8% |
148.99 |
0.9% |
99% |
True |
False |
|
20 |
17,235.95 |
15,942.37 |
1,293.58 |
7.5% |
208.44 |
1.2% |
100% |
True |
False |
|
40 |
17,235.95 |
15,370.33 |
1,865.62 |
10.8% |
282.11 |
1.6% |
100% |
True |
False |
|
60 |
17,783.59 |
15,370.33 |
2,413.26 |
14.0% |
255.39 |
1.5% |
77% |
False |
False |
|
80 |
18,137.12 |
15,370.33 |
2,766.79 |
16.1% |
234.83 |
1.4% |
67% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
16.4% |
218.71 |
1.3% |
66% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.3% |
206.89 |
1.2% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,689.68 |
2.618 |
17,515.45 |
1.618 |
17,408.69 |
1.000 |
17,342.71 |
0.618 |
17,301.93 |
HIGH |
17,235.95 |
0.618 |
17,195.17 |
0.500 |
17,182.57 |
0.382 |
17,169.97 |
LOW |
17,129.19 |
0.618 |
17,063.21 |
1.000 |
17,022.43 |
1.618 |
16,956.45 |
2.618 |
16,849.69 |
4.250 |
16,675.46 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,214.55 |
17,181.95 |
PP |
17,198.56 |
17,133.35 |
S1 |
17,182.57 |
17,084.76 |
|