Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,826 |
17,062 |
236 |
1.4% |
16,972 |
High |
17,072 |
17,126 |
54 |
0.3% |
17,126 |
Low |
16,825 |
17,012 |
187 |
1.1% |
16,793 |
Close |
17,069 |
17,115 |
46 |
0.3% |
17,115 |
Range |
247 |
114 |
-133 |
-53.8% |
333 |
ATR |
276 |
264 |
-12 |
-4.2% |
0 |
Volume |
152,438 |
108,094 |
-44,344 |
-29.1% |
619,294 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,426 |
17,385 |
17,178 |
|
R3 |
17,312 |
17,271 |
17,146 |
|
R2 |
17,198 |
17,198 |
17,136 |
|
R1 |
17,157 |
17,157 |
17,126 |
17,178 |
PP |
17,084 |
17,084 |
17,084 |
17,095 |
S1 |
17,043 |
17,043 |
17,105 |
17,064 |
S2 |
16,970 |
16,970 |
17,094 |
|
S3 |
16,856 |
16,929 |
17,084 |
|
S4 |
16,742 |
16,815 |
17,052 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,010 |
17,896 |
17,298 |
|
R3 |
17,677 |
17,563 |
17,207 |
|
R2 |
17,344 |
17,344 |
17,176 |
|
R1 |
17,230 |
17,230 |
17,146 |
17,287 |
PP |
17,011 |
17,011 |
17,011 |
17,040 |
S1 |
16,897 |
16,897 |
17,085 |
16,954 |
S2 |
16,678 |
16,678 |
17,054 |
|
S3 |
16,345 |
16,564 |
17,024 |
|
S4 |
16,012 |
16,231 |
16,932 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,126 |
16,793 |
333 |
1.9% |
180 |
1.0% |
97% |
True |
False |
123,858 |
10 |
17,126 |
16,328 |
798 |
4.7% |
213 |
1.2% |
99% |
True |
False |
144,117 |
20 |
17,126 |
15,799 |
1,327 |
7.8% |
269 |
1.6% |
99% |
True |
False |
183,377 |
40 |
17,126 |
15,256 |
1,870 |
10.9% |
340 |
2.0% |
99% |
True |
False |
118,166 |
60 |
17,635 |
15,256 |
2,379 |
13.9% |
289 |
1.7% |
78% |
False |
False |
78,810 |
80 |
17,979 |
15,256 |
2,723 |
15.9% |
253 |
1.5% |
68% |
False |
False |
59,116 |
100 |
18,002 |
15,256 |
2,746 |
16.0% |
216 |
1.3% |
68% |
False |
False |
47,295 |
120 |
18,149 |
15,256 |
2,893 |
16.9% |
185 |
1.1% |
64% |
False |
False |
39,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,611 |
2.618 |
17,425 |
1.618 |
17,311 |
1.000 |
17,240 |
0.618 |
17,197 |
HIGH |
17,126 |
0.618 |
17,083 |
0.500 |
17,069 |
0.382 |
17,056 |
LOW |
17,012 |
0.618 |
16,942 |
1.000 |
16,898 |
1.618 |
16,828 |
2.618 |
16,714 |
4.250 |
16,528 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,100 |
17,063 |
PP |
17,084 |
17,011 |
S1 |
17,069 |
16,960 |
|