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 |
18,425 |
18,165 |
-260 |
-1.4% |
17,905 |
High |
18,430 |
18,200 |
-230 |
-1.2% |
18,540 |
Low |
18,150 |
17,730 |
-420 |
-2.3% |
17,905 |
Close |
18,165 |
17,780 |
-385 |
-2.1% |
18,400 |
Range |
280 |
470 |
190 |
67.9% |
635 |
ATR |
455 |
456 |
1 |
0.2% |
0 |
Volume |
11,240 |
14,072 |
2,832 |
25.2% |
67,480 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,313 |
19,017 |
18,039 |
|
R3 |
18,843 |
18,547 |
17,909 |
|
R2 |
18,373 |
18,373 |
17,866 |
|
R1 |
18,077 |
18,077 |
17,823 |
17,990 |
PP |
17,903 |
17,903 |
17,903 |
17,860 |
S1 |
17,607 |
17,607 |
17,737 |
17,520 |
S2 |
17,433 |
17,433 |
17,694 |
|
S3 |
16,963 |
17,137 |
17,651 |
|
S4 |
16,493 |
16,667 |
17,522 |
|
|
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 |
18,525 |
17,730 |
795 |
4.5% |
323 |
1.8% |
6% |
False |
True |
10,837 |
10 |
18,540 |
17,340 |
1,200 |
6.7% |
411 |
2.3% |
37% |
False |
False |
13,160 |
20 |
18,665 |
16,995 |
1,670 |
9.4% |
459 |
2.6% |
47% |
False |
False |
13,604 |
40 |
20,305 |
16,995 |
3,310 |
18.6% |
573 |
3.2% |
24% |
False |
False |
10,986 |
60 |
20,880 |
16,995 |
3,885 |
21.9% |
443 |
2.5% |
20% |
False |
False |
7,350 |
80 |
20,900 |
16,995 |
3,905 |
22.0% |
379 |
2.1% |
20% |
False |
False |
5,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,198 |
2.618 |
19,431 |
1.618 |
18,961 |
1.000 |
18,670 |
0.618 |
18,491 |
HIGH |
18,200 |
0.618 |
18,021 |
0.500 |
17,965 |
0.382 |
17,910 |
LOW |
17,730 |
0.618 |
17,440 |
1.000 |
17,260 |
1.618 |
16,970 |
2.618 |
16,500 |
4.250 |
15,733 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,965 |
18,115 |
PP |
17,903 |
18,003 |
S1 |
17,842 |
17,892 |
|