Trading Metrics calculated at close of trading on 13-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
18,395 |
18,425 |
30 |
0.2% |
17,905 |
High |
18,500 |
18,430 |
-70 |
-0.4% |
18,540 |
Low |
18,285 |
18,150 |
-135 |
-0.7% |
17,905 |
Close |
18,425 |
18,165 |
-260 |
-1.4% |
18,400 |
Range |
215 |
280 |
65 |
30.2% |
635 |
ATR |
469 |
455 |
-13 |
-2.9% |
0 |
Volume |
4,181 |
11,240 |
7,059 |
168.8% |
67,480 |
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,088 |
18,907 |
18,319 |
|
R3 |
18,808 |
18,627 |
18,242 |
|
R2 |
18,528 |
18,528 |
18,216 |
|
R1 |
18,347 |
18,347 |
18,191 |
18,298 |
PP |
18,248 |
18,248 |
18,248 |
18,224 |
S1 |
18,067 |
18,067 |
18,139 |
18,018 |
S2 |
17,968 |
17,968 |
18,114 |
|
S3 |
17,688 |
17,787 |
18,088 |
|
S4 |
17,408 |
17,507 |
18,011 |
|
|
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 |
2.6% |
322 |
1.8% |
19% |
False |
False |
11,260 |
10 |
18,540 |
17,265 |
1,275 |
7.0% |
400 |
2.2% |
71% |
False |
False |
13,128 |
20 |
18,665 |
16,995 |
1,670 |
9.2% |
456 |
2.5% |
70% |
False |
False |
13,595 |
40 |
20,545 |
16,995 |
3,550 |
19.5% |
564 |
3.1% |
33% |
False |
False |
10,637 |
60 |
20,880 |
16,995 |
3,885 |
21.4% |
438 |
2.4% |
30% |
False |
False |
7,115 |
80 |
20,900 |
16,995 |
3,905 |
21.5% |
374 |
2.1% |
30% |
False |
False |
5,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,620 |
2.618 |
19,163 |
1.618 |
18,883 |
1.000 |
18,710 |
0.618 |
18,603 |
HIGH |
18,430 |
0.618 |
18,323 |
0.500 |
18,290 |
0.382 |
18,257 |
LOW |
18,150 |
0.618 |
17,977 |
1.000 |
17,870 |
1.618 |
17,697 |
2.618 |
17,417 |
4.250 |
16,960 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
18,290 |
18,338 |
PP |
18,248 |
18,280 |
S1 |
18,207 |
18,223 |
|