Trading Metrics calculated at close of trading on 13-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,972 |
17,051 |
79 |
0.5% |
16,354 |
High |
17,099 |
17,076 |
-23 |
-0.1% |
17,026 |
Low |
16,943 |
16,920 |
-23 |
-0.1% |
16,328 |
Close |
17,040 |
16,973 |
-67 |
-0.4% |
16,991 |
Range |
156 |
156 |
0 |
0.0% |
698 |
ATR |
292 |
282 |
-10 |
-3.3% |
0 |
Volume |
67,274 |
128,107 |
60,833 |
90.4% |
821,884 |
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,458 |
17,371 |
17,059 |
|
R3 |
17,302 |
17,215 |
17,016 |
|
R2 |
17,146 |
17,146 |
17,002 |
|
R1 |
17,059 |
17,059 |
16,987 |
17,025 |
PP |
16,990 |
16,990 |
16,990 |
16,972 |
S1 |
16,903 |
16,903 |
16,959 |
16,869 |
S2 |
16,834 |
16,834 |
16,945 |
|
S3 |
16,678 |
16,747 |
16,930 |
|
S4 |
16,522 |
16,591 |
16,887 |
|
|
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 |
16,601 |
498 |
2.9% |
200 |
1.2% |
75% |
False |
False |
140,803 |
10 |
17,099 |
15,908 |
1,191 |
7.0% |
267 |
1.6% |
89% |
False |
False |
172,762 |
20 |
17,099 |
15,799 |
1,300 |
7.7% |
284 |
1.7% |
90% |
False |
False |
191,434 |
40 |
17,443 |
15,256 |
2,187 |
12.9% |
343 |
2.0% |
79% |
False |
False |
107,584 |
60 |
17,912 |
15,256 |
2,656 |
15.6% |
287 |
1.7% |
65% |
False |
False |
71,746 |
80 |
18,002 |
15,256 |
2,746 |
16.2% |
250 |
1.5% |
63% |
False |
False |
53,819 |
100 |
18,061 |
15,256 |
2,805 |
16.5% |
213 |
1.3% |
61% |
False |
False |
43,057 |
120 |
18,149 |
15,256 |
2,893 |
17.0% |
181 |
1.1% |
59% |
False |
False |
35,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,739 |
2.618 |
17,485 |
1.618 |
17,329 |
1.000 |
17,232 |
0.618 |
17,173 |
HIGH |
17,076 |
0.618 |
17,017 |
0.500 |
16,998 |
0.382 |
16,980 |
LOW |
16,920 |
0.618 |
16,824 |
1.000 |
16,764 |
1.618 |
16,668 |
2.618 |
16,512 |
4.250 |
16,257 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
16,998 |
17,005 |
PP |
16,990 |
16,994 |
S1 |
16,981 |
16,984 |
|