Trading Metrics calculated at close of trading on 20-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,106 |
17,100 |
-6 |
0.0% |
16,972 |
High |
17,148 |
17,168 |
20 |
0.1% |
17,126 |
Low |
17,032 |
17,046 |
14 |
0.1% |
16,793 |
Close |
17,117 |
17,107 |
-10 |
-0.1% |
17,115 |
Range |
116 |
122 |
6 |
5.2% |
333 |
ATR |
254 |
244 |
-9 |
-3.7% |
0 |
Volume |
109,422 |
101,476 |
-7,946 |
-7.3% |
619,294 |
|
Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,473 |
17,412 |
17,174 |
|
R3 |
17,351 |
17,290 |
17,141 |
|
R2 |
17,229 |
17,229 |
17,129 |
|
R1 |
17,168 |
17,168 |
17,118 |
17,199 |
PP |
17,107 |
17,107 |
17,107 |
17,122 |
S1 |
17,046 |
17,046 |
17,096 |
17,077 |
S2 |
16,985 |
16,985 |
17,085 |
|
S3 |
16,863 |
16,924 |
17,074 |
|
S4 |
16,741 |
16,802 |
17,040 |
|
|
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 |
17,168 |
16,793 |
375 |
2.2% |
165 |
1.0% |
84% |
True |
False |
126,962 |
10 |
17,168 |
16,601 |
567 |
3.3% |
182 |
1.1% |
89% |
True |
False |
133,882 |
20 |
17,168 |
15,799 |
1,369 |
8.0% |
250 |
1.5% |
96% |
True |
False |
175,335 |
40 |
17,168 |
15,460 |
1,708 |
10.0% |
306 |
1.8% |
96% |
True |
False |
123,405 |
60 |
17,635 |
15,256 |
2,379 |
13.9% |
287 |
1.7% |
78% |
False |
False |
82,324 |
80 |
17,979 |
15,256 |
2,723 |
15.9% |
252 |
1.5% |
68% |
False |
False |
61,751 |
100 |
18,002 |
15,256 |
2,746 |
16.1% |
218 |
1.3% |
67% |
False |
False |
49,404 |
120 |
18,149 |
15,256 |
2,893 |
16.9% |
187 |
1.1% |
64% |
False |
False |
41,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,687 |
2.618 |
17,488 |
1.618 |
17,366 |
1.000 |
17,290 |
0.618 |
17,244 |
HIGH |
17,168 |
0.618 |
17,122 |
0.500 |
17,107 |
0.382 |
17,093 |
LOW |
17,046 |
0.618 |
16,971 |
1.000 |
16,924 |
1.618 |
16,849 |
2.618 |
16,727 |
4.250 |
16,528 |
|
|
Fisher Pivots for day following 20-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,107 |
17,101 |
PP |
17,107 |
17,096 |
S1 |
17,107 |
17,090 |
|