Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
18,250 |
18,495 |
245 |
1.3% |
18,395 |
High |
18,670 |
18,945 |
275 |
1.5% |
18,500 |
Low |
18,225 |
18,435 |
210 |
1.2% |
17,730 |
Close |
18,490 |
18,925 |
435 |
2.4% |
18,425 |
Range |
445 |
510 |
65 |
14.6% |
770 |
ATR |
415 |
422 |
7 |
1.6% |
0 |
Volume |
11,678 |
12,498 |
820 |
7.0% |
46,691 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,298 |
20,122 |
19,206 |
|
R3 |
19,788 |
19,612 |
19,065 |
|
R2 |
19,278 |
19,278 |
19,019 |
|
R1 |
19,102 |
19,102 |
18,972 |
19,190 |
PP |
18,768 |
18,768 |
18,768 |
18,813 |
S1 |
18,592 |
18,592 |
18,878 |
18,680 |
S2 |
18,258 |
18,258 |
18,832 |
|
S3 |
17,748 |
18,082 |
18,785 |
|
S4 |
17,238 |
17,572 |
18,645 |
|
|
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 |
18,945 |
18,150 |
795 |
4.2% |
316 |
1.7% |
97% |
True |
False |
9,457 |
10 |
18,945 |
17,730 |
1,215 |
6.4% |
337 |
1.8% |
98% |
True |
False |
9,917 |
20 |
18,945 |
16,995 |
1,950 |
10.3% |
416 |
2.2% |
99% |
True |
False |
12,821 |
40 |
19,205 |
16,995 |
2,210 |
11.7% |
481 |
2.5% |
87% |
False |
False |
12,388 |
60 |
20,880 |
16,995 |
3,885 |
20.5% |
461 |
2.4% |
50% |
False |
False |
8,324 |
80 |
20,880 |
16,995 |
3,885 |
20.5% |
394 |
2.1% |
50% |
False |
False |
6,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,113 |
2.618 |
20,280 |
1.618 |
19,770 |
1.000 |
19,455 |
0.618 |
19,260 |
HIGH |
18,945 |
0.618 |
18,750 |
0.500 |
18,690 |
0.382 |
18,630 |
LOW |
18,435 |
0.618 |
18,120 |
1.000 |
17,925 |
1.618 |
17,610 |
2.618 |
17,100 |
4.250 |
16,268 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
18,847 |
18,811 |
PP |
18,768 |
18,697 |
S1 |
18,690 |
18,583 |
|