Trading Metrics calculated at close of trading on 26-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
18,930 |
19,180 |
250 |
1.3% |
18,425 |
High |
19,255 |
19,200 |
-55 |
-0.3% |
19,255 |
Low |
18,820 |
18,950 |
130 |
0.7% |
18,150 |
Close |
19,195 |
19,035 |
-160 |
-0.8% |
19,195 |
Range |
435 |
250 |
-185 |
-42.5% |
1,105 |
ATR |
423 |
410 |
-12 |
-2.9% |
0 |
Volume |
16,479 |
9,852 |
-6,627 |
-40.2% |
57,932 |
|
Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,812 |
19,673 |
19,173 |
|
R3 |
19,562 |
19,423 |
19,104 |
|
R2 |
19,312 |
19,312 |
19,081 |
|
R1 |
19,173 |
19,173 |
19,058 |
19,118 |
PP |
19,062 |
19,062 |
19,062 |
19,034 |
S1 |
18,923 |
18,923 |
19,012 |
18,868 |
S2 |
18,812 |
18,812 |
18,989 |
|
S3 |
18,562 |
18,673 |
18,966 |
|
S4 |
18,312 |
18,423 |
18,898 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,182 |
21,793 |
19,803 |
|
R3 |
21,077 |
20,688 |
19,499 |
|
R2 |
19,972 |
19,972 |
19,398 |
|
R1 |
19,583 |
19,583 |
19,296 |
19,778 |
PP |
18,867 |
18,867 |
18,867 |
18,964 |
S1 |
18,478 |
18,478 |
19,094 |
18,673 |
S2 |
17,762 |
17,762 |
18,993 |
|
S3 |
16,657 |
17,373 |
18,891 |
|
S4 |
15,552 |
16,268 |
18,587 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,255 |
18,220 |
1,035 |
5.4% |
352 |
1.8% |
79% |
False |
False |
11,595 |
10 |
19,255 |
17,730 |
1,525 |
8.0% |
358 |
1.9% |
86% |
False |
False |
11,029 |
20 |
19,255 |
16,995 |
2,260 |
11.9% |
390 |
2.0% |
90% |
False |
False |
12,350 |
40 |
19,255 |
16,995 |
2,260 |
11.9% |
478 |
2.5% |
90% |
False |
False |
13,016 |
60 |
20,880 |
16,995 |
3,885 |
20.4% |
470 |
2.5% |
53% |
False |
False |
8,753 |
80 |
20,880 |
16,995 |
3,885 |
20.4% |
402 |
2.1% |
53% |
False |
False |
6,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,263 |
2.618 |
19,855 |
1.618 |
19,605 |
1.000 |
19,450 |
0.618 |
19,355 |
HIGH |
19,200 |
0.618 |
19,105 |
0.500 |
19,075 |
0.382 |
19,046 |
LOW |
18,950 |
0.618 |
18,796 |
1.000 |
18,700 |
1.618 |
18,546 |
2.618 |
18,296 |
4.250 |
17,888 |
|
|
Fisher Pivots for day following 26-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
19,075 |
18,972 |
PP |
19,062 |
18,908 |
S1 |
19,048 |
18,845 |
|