| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
17,760 |
18,305 |
545 |
3.1% |
18,395 |
| High |
18,320 |
18,470 |
150 |
0.8% |
18,500 |
| Low |
17,760 |
18,260 |
500 |
2.8% |
17,730 |
| Close |
18,280 |
18,425 |
145 |
0.8% |
18,425 |
| Range |
560 |
210 |
-350 |
-62.5% |
770 |
| ATR |
464 |
446 |
-18 |
-3.9% |
0 |
| Volume |
11,363 |
5,835 |
-5,528 |
-48.6% |
46,691 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,015 |
18,930 |
18,541 |
|
| R3 |
18,805 |
18,720 |
18,483 |
|
| R2 |
18,595 |
18,595 |
18,464 |
|
| R1 |
18,510 |
18,510 |
18,444 |
18,553 |
| PP |
18,385 |
18,385 |
18,385 |
18,406 |
| S1 |
18,300 |
18,300 |
18,406 |
18,343 |
| S2 |
18,175 |
18,175 |
18,387 |
|
| S3 |
17,965 |
18,090 |
18,367 |
|
| S4 |
17,755 |
17,880 |
18,310 |
|
|
| 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 |
18,500 |
17,730 |
770 |
4.2% |
347 |
1.9% |
90% |
False |
False |
9,338 |
| 10 |
18,540 |
17,730 |
810 |
4.4% |
378 |
2.1% |
86% |
False |
False |
11,417 |
| 20 |
18,540 |
16,995 |
1,545 |
8.4% |
447 |
2.4% |
93% |
False |
False |
12,820 |
| 40 |
19,655 |
16,995 |
2,660 |
14.4% |
570 |
3.1% |
54% |
False |
False |
11,415 |
| 60 |
20,880 |
16,995 |
3,885 |
21.1% |
454 |
2.5% |
37% |
False |
False |
7,636 |
| 80 |
20,880 |
16,995 |
3,885 |
21.1% |
385 |
2.1% |
37% |
False |
False |
5,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,363 |
|
2.618 |
19,020 |
|
1.618 |
18,810 |
|
1.000 |
18,680 |
|
0.618 |
18,600 |
|
HIGH |
18,470 |
|
0.618 |
18,390 |
|
0.500 |
18,365 |
|
0.382 |
18,340 |
|
LOW |
18,260 |
|
0.618 |
18,130 |
|
1.000 |
18,050 |
|
1.618 |
17,920 |
|
2.618 |
17,710 |
|
4.250 |
17,368 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,405 |
18,317 |
| PP |
18,385 |
18,208 |
| S1 |
18,365 |
18,100 |
|