Trading Metrics calculated at close of trading on 21-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
18,335 |
18,250 |
-85 |
-0.5% |
18,395 |
High |
18,340 |
18,670 |
330 |
1.8% |
18,500 |
Low |
18,220 |
18,225 |
5 |
0.0% |
17,730 |
Close |
18,265 |
18,490 |
225 |
1.2% |
18,425 |
Range |
120 |
445 |
325 |
270.8% |
770 |
ATR |
412 |
415 |
2 |
0.6% |
0 |
Volume |
7,469 |
11,678 |
4,209 |
56.4% |
46,691 |
|
Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,797 |
19,588 |
18,735 |
|
R3 |
19,352 |
19,143 |
18,613 |
|
R2 |
18,907 |
18,907 |
18,572 |
|
R1 |
18,698 |
18,698 |
18,531 |
18,803 |
PP |
18,462 |
18,462 |
18,462 |
18,514 |
S1 |
18,253 |
18,253 |
18,449 |
18,358 |
S2 |
18,017 |
18,017 |
18,409 |
|
S3 |
17,572 |
17,808 |
18,368 |
|
S4 |
17,127 |
17,363 |
18,245 |
|
|
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 |
18,670 |
17,760 |
910 |
4.9% |
326 |
1.8% |
80% |
True |
False |
9,230 |
10 |
18,670 |
17,730 |
940 |
5.1% |
325 |
1.8% |
81% |
True |
False |
10,033 |
20 |
18,670 |
16,995 |
1,675 |
9.1% |
423 |
2.3% |
89% |
True |
False |
13,114 |
40 |
19,205 |
16,995 |
2,210 |
12.0% |
497 |
2.7% |
68% |
False |
False |
12,084 |
60 |
20,880 |
16,995 |
3,885 |
21.0% |
455 |
2.5% |
38% |
False |
False |
8,116 |
80 |
20,880 |
16,995 |
3,885 |
21.0% |
388 |
2.1% |
38% |
False |
False |
6,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,561 |
2.618 |
19,835 |
1.618 |
19,390 |
1.000 |
19,115 |
0.618 |
18,945 |
HIGH |
18,670 |
0.618 |
18,500 |
0.500 |
18,448 |
0.382 |
18,395 |
LOW |
18,225 |
0.618 |
17,950 |
1.000 |
17,780 |
1.618 |
17,505 |
2.618 |
17,060 |
4.250 |
16,334 |
|
|
Fisher Pivots for day following 21-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
18,476 |
18,463 |
PP |
18,462 |
18,437 |
S1 |
18,448 |
18,410 |
|