Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
18,305 |
18,425 |
120 |
0.7% |
18,395 |
High |
18,470 |
18,445 |
-25 |
-0.1% |
18,500 |
Low |
18,260 |
18,150 |
-110 |
-0.6% |
17,730 |
Close |
18,425 |
18,340 |
-85 |
-0.5% |
18,425 |
Range |
210 |
295 |
85 |
40.5% |
770 |
ATR |
446 |
435 |
-11 |
-2.4% |
0 |
Volume |
5,835 |
9,808 |
3,973 |
68.1% |
46,691 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,197 |
19,063 |
18,502 |
|
R3 |
18,902 |
18,768 |
18,421 |
|
R2 |
18,607 |
18,607 |
18,394 |
|
R1 |
18,473 |
18,473 |
18,367 |
18,393 |
PP |
18,312 |
18,312 |
18,312 |
18,271 |
S1 |
18,178 |
18,178 |
18,313 |
18,098 |
S2 |
18,017 |
18,017 |
18,286 |
|
S3 |
17,722 |
17,883 |
18,259 |
|
S4 |
17,427 |
17,588 |
18,178 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,528 |
20,247 |
18,849 |
|
R3 |
19,758 |
19,477 |
18,637 |
|
R2 |
18,988 |
18,988 |
18,566 |
|
R1 |
18,707 |
18,707 |
18,496 |
18,848 |
PP |
18,218 |
18,218 |
18,218 |
18,289 |
S1 |
17,937 |
17,937 |
18,355 |
18,078 |
S2 |
17,448 |
17,448 |
18,284 |
|
S3 |
16,678 |
17,167 |
18,213 |
|
S4 |
15,908 |
16,397 |
18,002 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,470 |
17,730 |
740 |
4.0% |
363 |
2.0% |
82% |
False |
False |
10,463 |
10 |
18,540 |
17,730 |
810 |
4.4% |
346 |
1.9% |
75% |
False |
False |
10,851 |
20 |
18,540 |
16,995 |
1,545 |
8.4% |
444 |
2.4% |
87% |
False |
False |
12,985 |
40 |
19,205 |
16,995 |
2,210 |
12.1% |
559 |
3.0% |
61% |
False |
False |
11,656 |
60 |
20,880 |
16,995 |
3,885 |
21.2% |
456 |
2.5% |
35% |
False |
False |
7,798 |
80 |
20,880 |
16,995 |
3,885 |
21.2% |
388 |
2.1% |
35% |
False |
False |
5,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,699 |
2.618 |
19,217 |
1.618 |
18,922 |
1.000 |
18,740 |
0.618 |
18,627 |
HIGH |
18,445 |
0.618 |
18,332 |
0.500 |
18,298 |
0.382 |
18,263 |
LOW |
18,150 |
0.618 |
17,968 |
1.000 |
17,855 |
1.618 |
17,673 |
2.618 |
17,378 |
4.250 |
16,896 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
18,326 |
18,265 |
PP |
18,312 |
18,190 |
S1 |
18,298 |
18,115 |
|