Trading Metrics calculated at close of trading on 20-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,209.43 |
17,228.47 |
19.04 |
0.1% |
17,082.29 |
High |
17,235.95 |
17,264.88 |
28.93 |
0.2% |
17,220.02 |
Low |
17,129.19 |
17,147.99 |
18.80 |
0.1% |
16,887.67 |
Close |
17,230.54 |
17,217.11 |
-13.43 |
-0.1% |
17,215.97 |
Range |
106.76 |
116.89 |
10.13 |
9.5% |
332.35 |
ATR |
214.57 |
207.59 |
-6.98 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,560.66 |
17,505.78 |
17,281.40 |
|
R3 |
17,443.77 |
17,388.89 |
17,249.25 |
|
R2 |
17,326.88 |
17,326.88 |
17,238.54 |
|
R1 |
17,272.00 |
17,272.00 |
17,227.82 |
17,241.00 |
PP |
17,209.99 |
17,209.99 |
17,209.99 |
17,194.49 |
S1 |
17,155.11 |
17,155.11 |
17,206.40 |
17,124.11 |
S2 |
17,093.10 |
17,093.10 |
17,195.68 |
|
S3 |
16,976.21 |
17,038.22 |
17,184.97 |
|
S4 |
16,859.32 |
16,921.33 |
17,152.82 |
|
|
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 |
17,264.88 |
16,887.67 |
377.21 |
2.2% |
154.18 |
0.9% |
87% |
True |
False |
|
10 |
17,264.88 |
16,765.00 |
499.88 |
2.9% |
148.78 |
0.9% |
90% |
True |
False |
|
20 |
17,264.88 |
15,942.37 |
1,322.51 |
7.7% |
201.50 |
1.2% |
96% |
True |
False |
|
40 |
17,264.88 |
15,651.24 |
1,613.64 |
9.4% |
257.79 |
1.5% |
97% |
True |
False |
|
60 |
17,783.59 |
15,370.33 |
2,413.26 |
14.0% |
254.63 |
1.5% |
77% |
False |
False |
|
80 |
18,137.12 |
15,370.33 |
2,766.79 |
16.1% |
234.78 |
1.4% |
67% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
16.4% |
218.28 |
1.3% |
66% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.3% |
205.71 |
1.2% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,761.66 |
2.618 |
17,570.90 |
1.618 |
17,454.01 |
1.000 |
17,381.77 |
0.618 |
17,337.12 |
HIGH |
17,264.88 |
0.618 |
17,220.23 |
0.500 |
17,206.44 |
0.382 |
17,192.64 |
LOW |
17,147.99 |
0.618 |
17,075.75 |
1.000 |
17,031.10 |
1.618 |
16,958.86 |
2.618 |
16,841.97 |
4.250 |
16,651.21 |
|
|
Fisher Pivots for day following 20-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,213.55 |
17,206.78 |
PP |
17,209.99 |
17,196.45 |
S1 |
17,206.44 |
17,186.12 |
|