Trading Metrics calculated at close of trading on 26-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,426 |
17,546 |
120 |
0.7% |
17,106 |
High |
17,597 |
17,579 |
-18 |
-0.1% |
17,597 |
Low |
17,402 |
17,485 |
83 |
0.5% |
17,032 |
Close |
17,546 |
17,531 |
-15 |
-0.1% |
17,546 |
Range |
195 |
94 |
-101 |
-51.8% |
565 |
ATR |
247 |
236 |
-11 |
-4.4% |
0 |
Volume |
160,217 |
95,416 |
-64,801 |
-40.4% |
694,303 |
|
Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,814 |
17,766 |
17,583 |
|
R3 |
17,720 |
17,672 |
17,557 |
|
R2 |
17,626 |
17,626 |
17,548 |
|
R1 |
17,578 |
17,578 |
17,540 |
17,555 |
PP |
17,532 |
17,532 |
17,532 |
17,520 |
S1 |
17,484 |
17,484 |
17,523 |
17,461 |
S2 |
17,438 |
17,438 |
17,514 |
|
S3 |
17,344 |
17,390 |
17,505 |
|
S4 |
17,250 |
17,296 |
17,479 |
|
|
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 |
17,041 |
556 |
3.2% |
197 |
1.1% |
88% |
False |
False |
136,059 |
10 |
17,597 |
16,793 |
804 |
4.6% |
184 |
1.1% |
92% |
False |
False |
134,173 |
20 |
17,597 |
15,799 |
1,798 |
10.3% |
229 |
1.3% |
96% |
False |
False |
160,058 |
40 |
17,597 |
15,799 |
1,798 |
10.3% |
276 |
1.6% |
96% |
False |
False |
137,743 |
60 |
17,597 |
15,256 |
2,341 |
13.4% |
291 |
1.7% |
97% |
False |
False |
91,968 |
80 |
17,979 |
15,256 |
2,723 |
15.5% |
256 |
1.5% |
84% |
False |
False |
68,985 |
100 |
18,002 |
15,256 |
2,746 |
15.7% |
226 |
1.3% |
83% |
False |
False |
55,193 |
120 |
18,149 |
15,256 |
2,893 |
16.5% |
193 |
1.1% |
79% |
False |
False |
45,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,979 |
2.618 |
17,825 |
1.618 |
17,731 |
1.000 |
17,673 |
0.618 |
17,637 |
HIGH |
17,579 |
0.618 |
17,543 |
0.500 |
17,532 |
0.382 |
17,521 |
LOW |
17,485 |
0.618 |
17,427 |
1.000 |
17,391 |
1.618 |
17,333 |
2.618 |
17,239 |
4.250 |
17,086 |
|
|
Fisher Pivots for day following 26-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,532 |
17,461 |
PP |
17,532 |
17,390 |
S1 |
17,531 |
17,320 |
|