Trading Metrics calculated at close of trading on 15-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,951 |
16,826 |
-125 |
-0.7% |
16,354 |
High |
17,017 |
17,072 |
55 |
0.3% |
17,026 |
Low |
16,793 |
16,825 |
32 |
0.2% |
16,328 |
Close |
16,822 |
17,069 |
247 |
1.5% |
16,991 |
Range |
224 |
247 |
23 |
10.3% |
698 |
ATR |
278 |
276 |
-2 |
-0.7% |
0 |
Volume |
163,381 |
152,438 |
-10,943 |
-6.7% |
821,884 |
|
Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,730 |
17,646 |
17,205 |
|
R3 |
17,483 |
17,399 |
17,137 |
|
R2 |
17,236 |
17,236 |
17,114 |
|
R1 |
17,152 |
17,152 |
17,092 |
17,194 |
PP |
16,989 |
16,989 |
16,989 |
17,010 |
S1 |
16,905 |
16,905 |
17,046 |
16,947 |
S2 |
16,742 |
16,742 |
17,024 |
|
S3 |
16,495 |
16,658 |
17,001 |
|
S4 |
16,248 |
16,411 |
16,933 |
|
|
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 |
16,793 |
306 |
1.8% |
180 |
1.1% |
90% |
False |
False |
126,047 |
10 |
17,099 |
15,908 |
1,191 |
7.0% |
250 |
1.5% |
97% |
False |
False |
162,048 |
20 |
17,099 |
15,799 |
1,300 |
7.6% |
281 |
1.6% |
98% |
False |
False |
189,331 |
40 |
17,220 |
15,256 |
1,964 |
11.5% |
347 |
2.0% |
92% |
False |
False |
115,468 |
60 |
17,741 |
15,256 |
2,485 |
14.6% |
290 |
1.7% |
73% |
False |
False |
77,009 |
80 |
17,979 |
15,256 |
2,723 |
16.0% |
254 |
1.5% |
67% |
False |
False |
57,766 |
100 |
18,002 |
15,256 |
2,746 |
16.1% |
215 |
1.3% |
66% |
False |
False |
46,215 |
120 |
18,149 |
15,256 |
2,893 |
16.9% |
184 |
1.1% |
63% |
False |
False |
38,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,122 |
2.618 |
17,719 |
1.618 |
17,472 |
1.000 |
17,319 |
0.618 |
17,225 |
HIGH |
17,072 |
0.618 |
16,978 |
0.500 |
16,949 |
0.382 |
16,919 |
LOW |
16,825 |
0.618 |
16,672 |
1.000 |
16,578 |
1.618 |
16,425 |
2.618 |
16,178 |
4.250 |
15,775 |
|
|
Fisher Pivots for day following 15-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,029 |
17,024 |
PP |
16,989 |
16,979 |
S1 |
16,949 |
16,935 |
|