Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,094 |
17,056 |
-38 |
-0.2% |
16,972 |
High |
17,223 |
17,435 |
212 |
1.2% |
17,126 |
Low |
17,041 |
17,042 |
1 |
0.0% |
16,793 |
Close |
17,056 |
17,408 |
352 |
2.1% |
17,115 |
Range |
182 |
393 |
211 |
115.9% |
333 |
ATR |
240 |
251 |
11 |
4.6% |
0 |
Volume |
145,717 |
177,471 |
31,754 |
21.8% |
619,294 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,474 |
18,334 |
17,624 |
|
R3 |
18,081 |
17,941 |
17,516 |
|
R2 |
17,688 |
17,688 |
17,480 |
|
R1 |
17,548 |
17,548 |
17,444 |
17,618 |
PP |
17,295 |
17,295 |
17,295 |
17,330 |
S1 |
17,155 |
17,155 |
17,372 |
17,225 |
S2 |
16,902 |
16,902 |
17,336 |
|
S3 |
16,509 |
16,762 |
17,300 |
|
S4 |
16,116 |
16,369 |
17,192 |
|
|
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 |
17,435 |
17,012 |
423 |
2.4% |
186 |
1.1% |
94% |
True |
False |
128,436 |
10 |
17,435 |
16,793 |
642 |
3.7% |
183 |
1.0% |
96% |
True |
False |
127,241 |
20 |
17,435 |
15,799 |
1,636 |
9.4% |
250 |
1.4% |
98% |
True |
False |
170,726 |
40 |
17,435 |
15,799 |
1,636 |
9.4% |
285 |
1.6% |
98% |
True |
False |
131,387 |
60 |
17,635 |
15,256 |
2,379 |
13.7% |
290 |
1.7% |
90% |
False |
False |
87,709 |
80 |
17,979 |
15,256 |
2,723 |
15.6% |
255 |
1.5% |
79% |
False |
False |
65,790 |
100 |
18,002 |
15,256 |
2,746 |
15.8% |
223 |
1.3% |
78% |
False |
False |
52,636 |
120 |
18,149 |
15,256 |
2,893 |
16.6% |
192 |
1.1% |
74% |
False |
False |
43,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,105 |
2.618 |
18,464 |
1.618 |
18,071 |
1.000 |
17,828 |
0.618 |
17,678 |
HIGH |
17,435 |
0.618 |
17,285 |
0.500 |
17,239 |
0.382 |
17,192 |
LOW |
17,042 |
0.618 |
16,799 |
1.000 |
16,649 |
1.618 |
16,406 |
2.618 |
16,013 |
4.250 |
15,372 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,352 |
17,351 |
PP |
17,295 |
17,295 |
S1 |
17,239 |
17,238 |
|