Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,225.93 |
17,180.88 |
-45.05 |
-0.3% |
17,082.29 |
High |
17,314.99 |
17,505.18 |
190.19 |
1.1% |
17,220.02 |
Low |
17,153.13 |
17,180.88 |
27.75 |
0.2% |
16,887.67 |
Close |
17,168.61 |
17,489.16 |
320.55 |
1.9% |
17,215.97 |
Range |
161.86 |
324.30 |
162.44 |
100.4% |
332.35 |
ATR |
204.33 |
213.77 |
9.45 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,364.64 |
18,251.20 |
17,667.53 |
|
R3 |
18,040.34 |
17,926.90 |
17,578.34 |
|
R2 |
17,716.04 |
17,716.04 |
17,548.62 |
|
R1 |
17,602.60 |
17,602.60 |
17,518.89 |
17,659.32 |
PP |
17,391.74 |
17,391.74 |
17,391.74 |
17,420.10 |
S1 |
17,278.30 |
17,278.30 |
17,459.43 |
17,335.02 |
S2 |
17,067.44 |
17,067.44 |
17,429.71 |
|
S3 |
16,743.14 |
16,954.00 |
17,399.98 |
|
S4 |
16,418.84 |
16,629.70 |
17,310.80 |
|
|
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 |
17,505.18 |
17,107.35 |
397.83 |
2.3% |
164.50 |
0.9% |
96% |
True |
False |
|
10 |
17,505.18 |
16,887.67 |
617.51 |
3.5% |
155.37 |
0.9% |
97% |
True |
False |
|
20 |
17,505.18 |
15,942.37 |
1,562.81 |
8.9% |
206.60 |
1.2% |
99% |
True |
False |
|
40 |
17,505.18 |
15,942.37 |
1,562.81 |
8.9% |
237.72 |
1.4% |
99% |
True |
False |
|
60 |
17,783.59 |
15,370.33 |
2,413.26 |
13.8% |
256.94 |
1.5% |
88% |
False |
False |
|
80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.8% |
234.80 |
1.3% |
77% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
16.1% |
220.24 |
1.3% |
75% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.0% |
207.45 |
1.2% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,883.46 |
2.618 |
18,354.20 |
1.618 |
18,029.90 |
1.000 |
17,829.48 |
0.618 |
17,705.60 |
HIGH |
17,505.18 |
0.618 |
17,381.30 |
0.500 |
17,343.03 |
0.382 |
17,304.76 |
LOW |
17,180.88 |
0.618 |
16,980.46 |
1.000 |
16,856.58 |
1.618 |
16,656.16 |
2.618 |
16,331.86 |
4.250 |
15,802.61 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,440.45 |
17,434.97 |
PP |
17,391.74 |
17,380.78 |
S1 |
17,343.03 |
17,326.59 |
|