Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,051 |
16,951 |
-100 |
-0.6% |
16,354 |
High |
17,076 |
17,017 |
-59 |
-0.3% |
17,026 |
Low |
16,920 |
16,793 |
-127 |
-0.8% |
16,328 |
Close |
16,973 |
16,822 |
-151 |
-0.9% |
16,991 |
Range |
156 |
224 |
68 |
43.6% |
698 |
ATR |
282 |
278 |
-4 |
-1.5% |
0 |
Volume |
128,107 |
163,381 |
35,274 |
27.5% |
821,884 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,549 |
17,410 |
16,945 |
|
R3 |
17,325 |
17,186 |
16,884 |
|
R2 |
17,101 |
17,101 |
16,863 |
|
R1 |
16,962 |
16,962 |
16,843 |
16,920 |
PP |
16,877 |
16,877 |
16,877 |
16,856 |
S1 |
16,738 |
16,738 |
16,802 |
16,696 |
S2 |
16,653 |
16,653 |
16,781 |
|
S3 |
16,429 |
16,514 |
16,761 |
|
S4 |
16,205 |
16,290 |
16,699 |
|
|
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 |
16,680 |
419 |
2.5% |
191 |
1.1% |
34% |
False |
False |
133,205 |
10 |
17,099 |
15,908 |
1,191 |
7.1% |
263 |
1.6% |
77% |
False |
False |
168,894 |
20 |
17,099 |
15,799 |
1,300 |
7.7% |
285 |
1.7% |
79% |
False |
False |
192,962 |
40 |
17,402 |
15,256 |
2,146 |
12.8% |
346 |
2.1% |
73% |
False |
False |
111,666 |
60 |
17,741 |
15,256 |
2,485 |
14.8% |
287 |
1.7% |
63% |
False |
False |
74,469 |
80 |
18,002 |
15,256 |
2,746 |
16.3% |
251 |
1.5% |
57% |
False |
False |
55,861 |
100 |
18,002 |
15,256 |
2,746 |
16.3% |
215 |
1.3% |
57% |
False |
False |
44,690 |
120 |
18,149 |
15,256 |
2,893 |
17.2% |
182 |
1.1% |
54% |
False |
False |
37,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,969 |
2.618 |
17,604 |
1.618 |
17,380 |
1.000 |
17,241 |
0.618 |
17,156 |
HIGH |
17,017 |
0.618 |
16,932 |
0.500 |
16,905 |
0.382 |
16,879 |
LOW |
16,793 |
0.618 |
16,655 |
1.000 |
16,569 |
1.618 |
16,431 |
2.618 |
16,207 |
4.250 |
15,841 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
16,905 |
16,946 |
PP |
16,877 |
16,905 |
S1 |
16,850 |
16,863 |
|