| 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 |
18,495 |
18,930 |
435 |
2.4% |
18,425 |
| High |
18,945 |
19,255 |
310 |
1.6% |
19,255 |
| Low |
18,435 |
18,820 |
385 |
2.1% |
18,150 |
| Close |
18,925 |
19,195 |
270 |
1.4% |
19,195 |
| Range |
510 |
435 |
-75 |
-14.7% |
1,105 |
| ATR |
422 |
423 |
1 |
0.2% |
0 |
| Volume |
12,498 |
16,479 |
3,981 |
31.9% |
57,932 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,395 |
20,230 |
19,434 |
|
| R3 |
19,960 |
19,795 |
19,315 |
|
| R2 |
19,525 |
19,525 |
19,275 |
|
| R1 |
19,360 |
19,360 |
19,235 |
19,443 |
| PP |
19,090 |
19,090 |
19,090 |
19,131 |
| S1 |
18,925 |
18,925 |
19,155 |
19,008 |
| S2 |
18,655 |
18,655 |
19,115 |
|
| S3 |
18,220 |
18,490 |
19,076 |
|
| S4 |
17,785 |
18,055 |
18,956 |
|
|
| 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 |
18,150 |
1,105 |
5.8% |
361 |
1.9% |
95% |
True |
False |
11,586 |
| 10 |
19,255 |
17,730 |
1,525 |
7.9% |
354 |
1.8% |
96% |
True |
False |
10,462 |
| 20 |
19,255 |
16,995 |
2,260 |
11.8% |
405 |
2.1% |
97% |
True |
False |
12,523 |
| 40 |
19,255 |
16,995 |
2,260 |
11.8% |
478 |
2.5% |
97% |
True |
False |
12,773 |
| 60 |
20,880 |
16,995 |
3,885 |
20.2% |
468 |
2.4% |
57% |
False |
False |
8,589 |
| 80 |
20,880 |
16,995 |
3,885 |
20.2% |
399 |
2.1% |
57% |
False |
False |
6,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,104 |
|
2.618 |
20,394 |
|
1.618 |
19,959 |
|
1.000 |
19,690 |
|
0.618 |
19,524 |
|
HIGH |
19,255 |
|
0.618 |
19,089 |
|
0.500 |
19,038 |
|
0.382 |
18,986 |
|
LOW |
18,820 |
|
0.618 |
18,551 |
|
1.000 |
18,385 |
|
1.618 |
18,116 |
|
2.618 |
17,681 |
|
4.250 |
16,971 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,143 |
19,043 |
| PP |
19,090 |
18,892 |
| S1 |
19,038 |
18,740 |
|