Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
18,370 |
18,395 |
25 |
0.1% |
17,905 |
High |
18,525 |
18,500 |
-25 |
-0.1% |
18,540 |
Low |
18,260 |
18,285 |
25 |
0.1% |
17,905 |
Close |
18,400 |
18,425 |
25 |
0.1% |
18,400 |
Range |
265 |
215 |
-50 |
-18.9% |
635 |
ATR |
488 |
469 |
-20 |
-4.0% |
0 |
Volume |
11,031 |
4,181 |
-6,850 |
-62.1% |
67,480 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,048 |
18,952 |
18,543 |
|
R3 |
18,833 |
18,737 |
18,484 |
|
R2 |
18,618 |
18,618 |
18,465 |
|
R1 |
18,522 |
18,522 |
18,445 |
18,570 |
PP |
18,403 |
18,403 |
18,403 |
18,428 |
S1 |
18,307 |
18,307 |
18,405 |
18,355 |
S2 |
18,188 |
18,188 |
18,386 |
|
S3 |
17,973 |
18,092 |
18,366 |
|
S4 |
17,758 |
17,877 |
18,307 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,187 |
19,928 |
18,749 |
|
R3 |
19,552 |
19,293 |
18,575 |
|
R2 |
18,917 |
18,917 |
18,517 |
|
R1 |
18,658 |
18,658 |
18,458 |
18,788 |
PP |
18,282 |
18,282 |
18,282 |
18,346 |
S1 |
18,023 |
18,023 |
18,342 |
18,153 |
S2 |
17,647 |
17,647 |
18,284 |
|
S3 |
17,012 |
17,388 |
18,226 |
|
S4 |
16,377 |
16,753 |
18,051 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,540 |
18,075 |
465 |
2.5% |
329 |
1.8% |
75% |
False |
False |
11,239 |
10 |
18,540 |
16,995 |
1,545 |
8.4% |
422 |
2.3% |
93% |
False |
False |
13,671 |
20 |
18,665 |
16,995 |
1,670 |
9.1% |
467 |
2.5% |
86% |
False |
False |
13,876 |
40 |
20,640 |
16,995 |
3,645 |
19.8% |
560 |
3.0% |
39% |
False |
False |
10,357 |
60 |
20,880 |
16,995 |
3,885 |
21.1% |
434 |
2.4% |
37% |
False |
False |
6,928 |
80 |
20,900 |
16,995 |
3,905 |
21.2% |
370 |
2.0% |
37% |
False |
False |
5,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,414 |
2.618 |
19,063 |
1.618 |
18,848 |
1.000 |
18,715 |
0.618 |
18,633 |
HIGH |
18,500 |
0.618 |
18,418 |
0.500 |
18,393 |
0.382 |
18,367 |
LOW |
18,285 |
0.618 |
18,152 |
1.000 |
18,070 |
1.618 |
17,937 |
2.618 |
17,722 |
4.250 |
17,371 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
18,414 |
18,388 |
PP |
18,403 |
18,352 |
S1 |
18,393 |
18,315 |
|