Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,948 |
16,972 |
24 |
0.1% |
16,354 |
High |
17,026 |
17,099 |
73 |
0.4% |
17,026 |
Low |
16,910 |
16,943 |
33 |
0.2% |
16,328 |
Close |
16,991 |
17,040 |
49 |
0.3% |
16,991 |
Range |
116 |
156 |
40 |
34.5% |
698 |
ATR |
302 |
292 |
-10 |
-3.5% |
0 |
Volume |
119,038 |
67,274 |
-51,764 |
-43.5% |
821,884 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,495 |
17,424 |
17,126 |
|
R3 |
17,339 |
17,268 |
17,083 |
|
R2 |
17,183 |
17,183 |
17,069 |
|
R1 |
17,112 |
17,112 |
17,054 |
17,148 |
PP |
17,027 |
17,027 |
17,027 |
17,045 |
S1 |
16,956 |
16,956 |
17,026 |
16,992 |
S2 |
16,871 |
16,871 |
17,012 |
|
S3 |
16,715 |
16,800 |
16,997 |
|
S4 |
16,559 |
16,644 |
16,954 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,876 |
18,631 |
17,375 |
|
R3 |
18,178 |
17,933 |
17,183 |
|
R2 |
17,480 |
17,480 |
17,119 |
|
R1 |
17,235 |
17,235 |
17,055 |
17,358 |
PP |
16,782 |
16,782 |
16,782 |
16,843 |
S1 |
16,537 |
16,537 |
16,927 |
16,660 |
S2 |
16,084 |
16,084 |
16,863 |
|
S3 |
15,386 |
15,839 |
16,799 |
|
S4 |
14,688 |
15,141 |
16,607 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,099 |
16,576 |
523 |
3.1% |
205 |
1.2% |
89% |
True |
False |
147,361 |
10 |
17,099 |
15,799 |
1,300 |
7.6% |
273 |
1.6% |
95% |
True |
False |
185,943 |
20 |
17,099 |
15,799 |
1,300 |
7.6% |
293 |
1.7% |
95% |
True |
False |
192,512 |
40 |
17,443 |
15,256 |
2,187 |
12.8% |
344 |
2.0% |
82% |
False |
False |
104,384 |
60 |
17,951 |
15,256 |
2,695 |
15.8% |
285 |
1.7% |
66% |
False |
False |
69,611 |
80 |
18,002 |
15,256 |
2,746 |
16.1% |
250 |
1.5% |
65% |
False |
False |
52,218 |
100 |
18,093 |
15,256 |
2,837 |
16.6% |
211 |
1.2% |
63% |
False |
False |
41,776 |
120 |
18,149 |
15,256 |
2,893 |
17.0% |
179 |
1.1% |
62% |
False |
False |
34,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,762 |
2.618 |
17,508 |
1.618 |
17,352 |
1.000 |
17,255 |
0.618 |
17,196 |
HIGH |
17,099 |
0.618 |
17,040 |
0.500 |
17,021 |
0.382 |
17,003 |
LOW |
16,943 |
0.618 |
16,847 |
1.000 |
16,787 |
1.618 |
16,691 |
2.618 |
16,535 |
4.250 |
16,280 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,034 |
16,990 |
PP |
17,027 |
16,940 |
S1 |
17,021 |
16,890 |
|