Trading Metrics calculated at close of trading on 21-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,100 |
17,094 |
-6 |
0.0% |
16,972 |
High |
17,168 |
17,223 |
55 |
0.3% |
17,126 |
Low |
17,046 |
17,041 |
-5 |
0.0% |
16,793 |
Close |
17,107 |
17,056 |
-51 |
-0.3% |
17,115 |
Range |
122 |
182 |
60 |
49.2% |
333 |
ATR |
244 |
240 |
-4 |
-1.8% |
0 |
Volume |
101,476 |
145,717 |
44,241 |
43.6% |
619,294 |
|
Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,653 |
17,536 |
17,156 |
|
R3 |
17,471 |
17,354 |
17,106 |
|
R2 |
17,289 |
17,289 |
17,089 |
|
R1 |
17,172 |
17,172 |
17,073 |
17,140 |
PP |
17,107 |
17,107 |
17,107 |
17,090 |
S1 |
16,990 |
16,990 |
17,039 |
16,958 |
S2 |
16,925 |
16,925 |
17,023 |
|
S3 |
16,743 |
16,808 |
17,006 |
|
S4 |
16,561 |
16,626 |
16,956 |
|
|
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 |
17,223 |
16,825 |
398 |
2.3% |
156 |
0.9% |
58% |
True |
False |
123,429 |
10 |
17,223 |
16,680 |
543 |
3.2% |
174 |
1.0% |
69% |
True |
False |
128,317 |
20 |
17,223 |
15,799 |
1,424 |
8.3% |
247 |
1.4% |
88% |
True |
False |
174,013 |
40 |
17,223 |
15,460 |
1,763 |
10.3% |
293 |
1.7% |
91% |
True |
False |
126,972 |
60 |
17,635 |
15,256 |
2,379 |
13.9% |
287 |
1.7% |
76% |
False |
False |
84,751 |
80 |
17,979 |
15,256 |
2,723 |
16.0% |
252 |
1.5% |
66% |
False |
False |
63,573 |
100 |
18,002 |
15,256 |
2,746 |
16.1% |
219 |
1.3% |
66% |
False |
False |
50,862 |
120 |
18,149 |
15,256 |
2,893 |
17.0% |
188 |
1.1% |
62% |
False |
False |
42,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,997 |
2.618 |
17,700 |
1.618 |
17,518 |
1.000 |
17,405 |
0.618 |
17,336 |
HIGH |
17,223 |
0.618 |
17,154 |
0.500 |
17,132 |
0.382 |
17,111 |
LOW |
17,041 |
0.618 |
16,929 |
1.000 |
16,859 |
1.618 |
16,747 |
2.618 |
16,565 |
4.250 |
16,268 |
|
|
Fisher Pivots for day following 21-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,132 |
17,128 |
PP |
17,107 |
17,104 |
S1 |
17,081 |
17,080 |
|