Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,180.88 |
17,525.11 |
344.23 |
2.0% |
17,209.43 |
High |
17,505.18 |
17,679.37 |
174.19 |
1.0% |
17,679.37 |
Low |
17,180.88 |
17,525.11 |
344.23 |
2.0% |
17,129.19 |
Close |
17,489.16 |
17,646.70 |
157.54 |
0.9% |
17,646.70 |
Range |
324.30 |
154.26 |
-170.04 |
-52.4% |
550.18 |
ATR |
213.77 |
212.09 |
-1.68 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,079.84 |
18,017.53 |
17,731.54 |
|
R3 |
17,925.58 |
17,863.27 |
17,689.12 |
|
R2 |
17,771.32 |
17,771.32 |
17,674.98 |
|
R1 |
17,709.01 |
17,709.01 |
17,660.84 |
17,740.17 |
PP |
17,617.06 |
17,617.06 |
17,617.06 |
17,632.64 |
S1 |
17,554.75 |
17,554.75 |
17,632.56 |
17,585.91 |
S2 |
17,462.80 |
17,462.80 |
17,618.42 |
|
S3 |
17,308.54 |
17,400.49 |
17,604.28 |
|
S4 |
17,154.28 |
17,246.23 |
17,561.86 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,135.63 |
18,941.34 |
17,949.30 |
|
R3 |
18,585.45 |
18,391.16 |
17,798.00 |
|
R2 |
18,035.27 |
18,035.27 |
17,747.57 |
|
R1 |
17,840.98 |
17,840.98 |
17,697.13 |
17,938.13 |
PP |
17,485.09 |
17,485.09 |
17,485.09 |
17,533.66 |
S1 |
17,290.80 |
17,290.80 |
17,596.27 |
17,387.95 |
S2 |
16,934.91 |
16,934.91 |
17,545.83 |
|
S3 |
16,384.73 |
16,740.62 |
17,495.40 |
|
S4 |
15,834.55 |
16,190.44 |
17,344.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,679.37 |
17,129.19 |
550.18 |
3.1% |
172.81 |
1.0% |
94% |
True |
False |
|
10 |
17,679.37 |
16,887.67 |
791.70 |
4.5% |
162.43 |
0.9% |
96% |
True |
False |
|
20 |
17,679.37 |
15,942.37 |
1,737.00 |
9.8% |
201.31 |
1.1% |
98% |
True |
False |
|
40 |
17,679.37 |
15,942.37 |
1,737.00 |
9.8% |
232.05 |
1.3% |
98% |
True |
False |
|
60 |
17,783.59 |
15,370.33 |
2,413.26 |
13.7% |
257.50 |
1.5% |
94% |
False |
False |
|
80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.7% |
234.68 |
1.3% |
82% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
16.0% |
220.20 |
1.2% |
81% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
16.9% |
207.24 |
1.2% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,334.98 |
2.618 |
18,083.22 |
1.618 |
17,928.96 |
1.000 |
17,833.63 |
0.618 |
17,774.70 |
HIGH |
17,679.37 |
0.618 |
17,620.44 |
0.500 |
17,602.24 |
0.382 |
17,584.04 |
LOW |
17,525.11 |
0.618 |
17,429.78 |
1.000 |
17,370.85 |
1.618 |
17,275.52 |
2.618 |
17,121.26 |
4.250 |
16,869.51 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,631.88 |
17,569.88 |
PP |
17,617.06 |
17,493.07 |
S1 |
17,602.24 |
17,416.25 |
|