Trading Metrics calculated at close of trading on 21-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,228.47 |
17,225.93 |
-2.54 |
0.0% |
17,082.29 |
High |
17,264.88 |
17,314.99 |
50.11 |
0.3% |
17,220.02 |
Low |
17,147.99 |
17,153.13 |
5.14 |
0.0% |
16,887.67 |
Close |
17,217.11 |
17,168.61 |
-48.50 |
-0.3% |
17,215.97 |
Range |
116.89 |
161.86 |
44.97 |
38.5% |
332.35 |
ATR |
207.59 |
204.33 |
-3.27 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,697.82 |
17,595.08 |
17,257.63 |
|
R3 |
17,535.96 |
17,433.22 |
17,213.12 |
|
R2 |
17,374.10 |
17,374.10 |
17,198.28 |
|
R1 |
17,271.36 |
17,271.36 |
17,183.45 |
17,241.80 |
PP |
17,212.24 |
17,212.24 |
17,212.24 |
17,197.47 |
S1 |
17,109.50 |
17,109.50 |
17,153.77 |
17,079.94 |
S2 |
17,050.38 |
17,050.38 |
17,138.94 |
|
S3 |
16,888.52 |
16,947.64 |
17,124.10 |
|
S4 |
16,726.66 |
16,785.78 |
17,079.59 |
|
|
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 |
17,314.99 |
16,933.57 |
381.42 |
2.2% |
141.81 |
0.8% |
62% |
True |
False |
|
10 |
17,314.99 |
16,859.34 |
455.65 |
2.7% |
145.13 |
0.8% |
68% |
True |
False |
|
20 |
17,314.99 |
15,942.37 |
1,372.62 |
8.0% |
202.42 |
1.2% |
89% |
True |
False |
|
40 |
17,314.99 |
15,676.26 |
1,638.73 |
9.5% |
245.30 |
1.4% |
91% |
True |
False |
|
60 |
17,783.59 |
15,370.33 |
2,413.26 |
14.1% |
253.99 |
1.5% |
75% |
False |
False |
|
80 |
18,137.12 |
15,370.33 |
2,766.79 |
16.1% |
232.47 |
1.4% |
65% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
16.4% |
218.66 |
1.3% |
64% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.4% |
205.65 |
1.2% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,002.90 |
2.618 |
17,738.74 |
1.618 |
17,576.88 |
1.000 |
17,476.85 |
0.618 |
17,415.02 |
HIGH |
17,314.99 |
0.618 |
17,253.16 |
0.500 |
17,234.06 |
0.382 |
17,214.96 |
LOW |
17,153.13 |
0.618 |
17,053.10 |
1.000 |
16,991.27 |
1.618 |
16,891.24 |
2.618 |
16,729.38 |
4.250 |
16,465.23 |
|
|
Fisher Pivots for day following 21-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,234.06 |
17,222.09 |
PP |
17,212.24 |
17,204.26 |
S1 |
17,190.43 |
17,186.44 |
|