Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
10,104.5 |
9,970.0 |
-134.5 |
-1.3% |
9,739.0 |
High |
10,116.5 |
10,039.0 |
-77.5 |
-0.8% |
10,147.0 |
Low |
9,935.5 |
9,885.5 |
-50.0 |
-0.5% |
9,647.5 |
Close |
10,019.5 |
9,928.0 |
-91.5 |
-0.9% |
10,098.0 |
Range |
181.0 |
153.5 |
-27.5 |
-15.2% |
499.5 |
ATR |
248.6 |
241.8 |
-6.8 |
-2.7% |
0.0 |
Volume |
108,468 |
101,443 |
-7,025 |
-6.5% |
535,414 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,411.3 |
10,323.2 |
10,012.4 |
|
R3 |
10,257.8 |
10,169.7 |
9,970.2 |
|
R2 |
10,104.3 |
10,104.3 |
9,956.1 |
|
R1 |
10,016.2 |
10,016.2 |
9,942.1 |
9,983.5 |
PP |
9,950.8 |
9,950.8 |
9,950.8 |
9,934.5 |
S1 |
9,862.7 |
9,862.7 |
9,913.9 |
9,830.0 |
S2 |
9,797.3 |
9,797.3 |
9,899.9 |
|
S3 |
9,643.8 |
9,709.2 |
9,885.8 |
|
S4 |
9,490.3 |
9,555.7 |
9,843.6 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,462.7 |
11,279.8 |
10,372.7 |
|
R3 |
10,963.2 |
10,780.3 |
10,235.4 |
|
R2 |
10,463.7 |
10,463.7 |
10,189.6 |
|
R1 |
10,280.8 |
10,280.8 |
10,143.8 |
10,372.3 |
PP |
9,964.2 |
9,964.2 |
9,964.2 |
10,009.9 |
S1 |
9,781.3 |
9,781.3 |
10,052.2 |
9,872.8 |
S2 |
9,464.7 |
9,464.7 |
10,006.4 |
|
S3 |
8,965.2 |
9,281.8 |
9,960.6 |
|
S4 |
8,465.7 |
8,782.3 |
9,823.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,188.0 |
9,885.5 |
302.5 |
3.0% |
153.9 |
1.6% |
14% |
False |
True |
94,638 |
10 |
10,188.0 |
9,390.0 |
798.0 |
8.0% |
207.7 |
2.1% |
67% |
False |
False |
110,542 |
20 |
10,323.5 |
9,301.0 |
1,022.5 |
10.3% |
235.6 |
2.4% |
61% |
False |
False |
122,078 |
40 |
10,855.0 |
9,301.0 |
1,554.0 |
15.7% |
249.5 |
2.5% |
40% |
False |
False |
68,344 |
60 |
11,670.5 |
9,301.0 |
2,369.5 |
23.9% |
226.2 |
2.3% |
26% |
False |
False |
45,697 |
80 |
11,811.0 |
9,301.0 |
2,510.0 |
25.3% |
218.7 |
2.2% |
25% |
False |
False |
34,334 |
100 |
11,811.0 |
9,301.0 |
2,510.0 |
25.3% |
216.1 |
2.2% |
25% |
False |
False |
27,531 |
120 |
12,080.0 |
9,301.0 |
2,779.0 |
28.0% |
214.6 |
2.2% |
23% |
False |
False |
22,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,691.4 |
2.618 |
10,440.9 |
1.618 |
10,287.4 |
1.000 |
10,192.5 |
0.618 |
10,133.9 |
HIGH |
10,039.0 |
0.618 |
9,980.4 |
0.500 |
9,962.3 |
0.382 |
9,944.1 |
LOW |
9,885.5 |
0.618 |
9,790.6 |
1.000 |
9,732.0 |
1.618 |
9,637.1 |
2.618 |
9,483.6 |
4.250 |
9,233.1 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
9,962.3 |
10,036.8 |
PP |
9,950.8 |
10,000.5 |
S1 |
9,939.4 |
9,964.3 |
|