Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,062 |
17,106 |
44 |
0.3% |
16,972 |
High |
17,126 |
17,148 |
22 |
0.1% |
17,126 |
Low |
17,012 |
17,032 |
20 |
0.1% |
16,793 |
Close |
17,115 |
17,117 |
2 |
0.0% |
17,115 |
Range |
114 |
116 |
2 |
1.8% |
333 |
ATR |
264 |
254 |
-11 |
-4.0% |
0 |
Volume |
108,094 |
109,422 |
1,328 |
1.2% |
619,294 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,447 |
17,398 |
17,181 |
|
R3 |
17,331 |
17,282 |
17,149 |
|
R2 |
17,215 |
17,215 |
17,138 |
|
R1 |
17,166 |
17,166 |
17,128 |
17,191 |
PP |
17,099 |
17,099 |
17,099 |
17,111 |
S1 |
17,050 |
17,050 |
17,106 |
17,075 |
S2 |
16,983 |
16,983 |
17,096 |
|
S3 |
16,867 |
16,934 |
17,085 |
|
S4 |
16,751 |
16,818 |
17,053 |
|
|
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 |
17,148 |
16,793 |
355 |
2.1% |
172 |
1.0% |
91% |
True |
False |
132,288 |
10 |
17,148 |
16,576 |
572 |
3.3% |
188 |
1.1% |
95% |
True |
False |
139,825 |
20 |
17,148 |
15,799 |
1,349 |
7.9% |
262 |
1.5% |
98% |
True |
False |
180,268 |
40 |
17,148 |
15,256 |
1,892 |
11.1% |
330 |
1.9% |
98% |
True |
False |
120,881 |
60 |
17,635 |
15,256 |
2,379 |
13.9% |
288 |
1.7% |
78% |
False |
False |
80,633 |
80 |
17,979 |
15,256 |
2,723 |
15.9% |
252 |
1.5% |
68% |
False |
False |
60,483 |
100 |
18,002 |
15,256 |
2,746 |
16.0% |
217 |
1.3% |
68% |
False |
False |
48,390 |
120 |
18,149 |
15,256 |
2,893 |
16.9% |
186 |
1.1% |
64% |
False |
False |
40,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,641 |
2.618 |
17,452 |
1.618 |
17,336 |
1.000 |
17,264 |
0.618 |
17,220 |
HIGH |
17,148 |
0.618 |
17,104 |
0.500 |
17,090 |
0.382 |
17,076 |
LOW |
17,032 |
0.618 |
16,960 |
1.000 |
16,916 |
1.618 |
16,844 |
2.618 |
16,728 |
4.250 |
16,539 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,108 |
17,074 |
PP |
17,099 |
17,030 |
S1 |
17,090 |
16,987 |
|