Trading Metrics calculated at close of trading on 20-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
18,425 |
18,335 |
-90 |
-0.5% |
18,395 |
High |
18,445 |
18,340 |
-105 |
-0.6% |
18,500 |
Low |
18,150 |
18,220 |
70 |
0.4% |
17,730 |
Close |
18,340 |
18,265 |
-75 |
-0.4% |
18,425 |
Range |
295 |
120 |
-175 |
-59.3% |
770 |
ATR |
435 |
412 |
-22 |
-5.2% |
0 |
Volume |
9,808 |
7,469 |
-2,339 |
-23.8% |
46,691 |
|
Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,635 |
18,570 |
18,331 |
|
R3 |
18,515 |
18,450 |
18,298 |
|
R2 |
18,395 |
18,395 |
18,287 |
|
R1 |
18,330 |
18,330 |
18,276 |
18,303 |
PP |
18,275 |
18,275 |
18,275 |
18,261 |
S1 |
18,210 |
18,210 |
18,254 |
18,183 |
S2 |
18,155 |
18,155 |
18,243 |
|
S3 |
18,035 |
18,090 |
18,232 |
|
S4 |
17,915 |
17,970 |
18,199 |
|
|
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 |
4.1% |
331 |
1.8% |
72% |
False |
False |
9,709 |
10 |
18,540 |
17,730 |
810 |
4.4% |
327 |
1.8% |
66% |
False |
False |
10,484 |
20 |
18,540 |
16,995 |
1,545 |
8.5% |
420 |
2.3% |
82% |
False |
False |
12,946 |
40 |
19,205 |
16,995 |
2,210 |
12.1% |
514 |
2.8% |
57% |
False |
False |
11,836 |
60 |
20,880 |
16,995 |
3,885 |
21.3% |
452 |
2.5% |
33% |
False |
False |
7,922 |
80 |
20,880 |
16,995 |
3,885 |
21.3% |
388 |
2.1% |
33% |
False |
False |
5,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,850 |
2.618 |
18,654 |
1.618 |
18,534 |
1.000 |
18,460 |
0.618 |
18,414 |
HIGH |
18,340 |
0.618 |
18,294 |
0.500 |
18,280 |
0.382 |
18,266 |
LOW |
18,220 |
0.618 |
18,146 |
1.000 |
18,100 |
1.618 |
18,026 |
2.618 |
17,906 |
4.250 |
17,710 |
|
|
Fisher Pivots for day following 20-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
18,280 |
18,310 |
PP |
18,275 |
18,295 |
S1 |
18,270 |
18,280 |
|