Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,056 |
17,426 |
370 |
2.2% |
17,106 |
High |
17,435 |
17,597 |
162 |
0.9% |
17,597 |
Low |
17,042 |
17,402 |
360 |
2.1% |
17,032 |
Close |
17,408 |
17,546 |
138 |
0.8% |
17,546 |
Range |
393 |
195 |
-198 |
-50.4% |
565 |
ATR |
251 |
247 |
-4 |
-1.6% |
0 |
Volume |
177,471 |
160,217 |
-17,254 |
-9.7% |
694,303 |
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,100 |
18,018 |
17,653 |
|
R3 |
17,905 |
17,823 |
17,600 |
|
R2 |
17,710 |
17,710 |
17,582 |
|
R1 |
17,628 |
17,628 |
17,564 |
17,669 |
PP |
17,515 |
17,515 |
17,515 |
17,536 |
S1 |
17,433 |
17,433 |
17,528 |
17,474 |
S2 |
17,320 |
17,320 |
17,510 |
|
S3 |
17,125 |
17,238 |
17,493 |
|
S4 |
16,930 |
17,043 |
17,439 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,087 |
18,881 |
17,857 |
|
R3 |
18,522 |
18,316 |
17,702 |
|
R2 |
17,957 |
17,957 |
17,650 |
|
R1 |
17,751 |
17,751 |
17,598 |
17,854 |
PP |
17,392 |
17,392 |
17,392 |
17,443 |
S1 |
17,186 |
17,186 |
17,494 |
17,289 |
S2 |
16,827 |
16,827 |
17,443 |
|
S3 |
16,262 |
16,621 |
17,391 |
|
S4 |
15,697 |
16,056 |
17,235 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,597 |
17,032 |
565 |
3.2% |
202 |
1.1% |
91% |
True |
False |
138,860 |
10 |
17,597 |
16,793 |
804 |
4.6% |
191 |
1.1% |
94% |
True |
False |
131,359 |
20 |
17,597 |
15,799 |
1,798 |
10.2% |
245 |
1.4% |
97% |
True |
False |
167,173 |
40 |
17,597 |
15,799 |
1,798 |
10.2% |
278 |
1.6% |
97% |
True |
False |
135,371 |
60 |
17,635 |
15,256 |
2,379 |
13.6% |
291 |
1.7% |
96% |
False |
False |
90,378 |
80 |
17,979 |
15,256 |
2,723 |
15.5% |
256 |
1.5% |
84% |
False |
False |
67,792 |
100 |
18,002 |
15,256 |
2,746 |
15.7% |
225 |
1.3% |
83% |
False |
False |
54,238 |
120 |
18,149 |
15,256 |
2,893 |
16.5% |
192 |
1.1% |
79% |
False |
False |
45,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,426 |
2.618 |
18,108 |
1.618 |
17,913 |
1.000 |
17,792 |
0.618 |
17,718 |
HIGH |
17,597 |
0.618 |
17,523 |
0.500 |
17,500 |
0.382 |
17,477 |
LOW |
17,402 |
0.618 |
17,282 |
1.000 |
17,207 |
1.618 |
17,087 |
2.618 |
16,892 |
4.250 |
16,573 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,531 |
17,470 |
PP |
17,515 |
17,395 |
S1 |
17,500 |
17,319 |
|