| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
18,165 |
17,760 |
-405 |
-2.2% |
17,905 |
| High |
18,200 |
18,320 |
120 |
0.7% |
18,540 |
| Low |
17,730 |
17,760 |
30 |
0.2% |
17,905 |
| Close |
17,780 |
18,280 |
500 |
2.8% |
18,400 |
| Range |
470 |
560 |
90 |
19.1% |
635 |
| ATR |
456 |
464 |
7 |
1.6% |
0 |
| Volume |
14,072 |
11,363 |
-2,709 |
-19.3% |
67,480 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,800 |
19,600 |
18,588 |
|
| R3 |
19,240 |
19,040 |
18,434 |
|
| R2 |
18,680 |
18,680 |
18,383 |
|
| R1 |
18,480 |
18,480 |
18,331 |
18,580 |
| PP |
18,120 |
18,120 |
18,120 |
18,170 |
| S1 |
17,920 |
17,920 |
18,229 |
18,020 |
| S2 |
17,560 |
17,560 |
18,177 |
|
| S3 |
17,000 |
17,360 |
18,126 |
|
| S4 |
16,440 |
16,800 |
17,972 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,187 |
19,928 |
18,749 |
|
| R3 |
19,552 |
19,293 |
18,575 |
|
| R2 |
18,917 |
18,917 |
18,517 |
|
| R1 |
18,658 |
18,658 |
18,458 |
18,788 |
| PP |
18,282 |
18,282 |
18,282 |
18,346 |
| S1 |
18,023 |
18,023 |
18,342 |
18,153 |
| S2 |
17,647 |
17,647 |
18,284 |
|
| S3 |
17,012 |
17,388 |
18,226 |
|
| S4 |
16,377 |
16,753 |
18,051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,525 |
17,730 |
795 |
4.3% |
358 |
2.0% |
69% |
False |
False |
10,377 |
| 10 |
18,540 |
17,340 |
1,200 |
6.6% |
420 |
2.3% |
78% |
False |
False |
12,967 |
| 20 |
18,540 |
16,995 |
1,545 |
8.5% |
466 |
2.5% |
83% |
False |
False |
13,473 |
| 40 |
20,180 |
16,995 |
3,185 |
17.4% |
580 |
3.2% |
40% |
False |
False |
11,270 |
| 60 |
20,880 |
16,995 |
3,885 |
21.3% |
452 |
2.5% |
33% |
False |
False |
7,539 |
| 80 |
20,880 |
16,995 |
3,885 |
21.3% |
384 |
2.1% |
33% |
False |
False |
5,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,700 |
|
2.618 |
19,786 |
|
1.618 |
19,226 |
|
1.000 |
18,880 |
|
0.618 |
18,666 |
|
HIGH |
18,320 |
|
0.618 |
18,106 |
|
0.500 |
18,040 |
|
0.382 |
17,974 |
|
LOW |
17,760 |
|
0.618 |
17,414 |
|
1.000 |
17,200 |
|
1.618 |
16,854 |
|
2.618 |
16,294 |
|
4.250 |
15,380 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,200 |
18,213 |
| PP |
18,120 |
18,147 |
| S1 |
18,040 |
18,080 |
|