Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,256.8 |
1,258.5 |
1.7 |
0.1% |
1,321.0 |
High |
1,267.6 |
1,266.8 |
-0.8 |
-0.1% |
1,322.6 |
Low |
1,243.2 |
1,258.5 |
15.3 |
1.2% |
1,243.2 |
Close |
1,251.9 |
1,260.4 |
8.5 |
0.7% |
1,251.9 |
Range |
24.4 |
8.3 |
-16.1 |
-66.0% |
79.4 |
ATR |
17.4 |
17.2 |
-0.2 |
-1.0% |
0.0 |
Volume |
274,147 |
140,762 |
-133,385 |
-48.7% |
1,159,592 |
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.8 |
1,281.9 |
1,265.0 |
|
R3 |
1,278.5 |
1,273.6 |
1,262.7 |
|
R2 |
1,270.2 |
1,270.2 |
1,261.9 |
|
R1 |
1,265.3 |
1,265.3 |
1,261.2 |
1,267.8 |
PP |
1,261.9 |
1,261.9 |
1,261.9 |
1,263.1 |
S1 |
1,257.0 |
1,257.0 |
1,259.6 |
1,259.5 |
S2 |
1,253.6 |
1,253.6 |
1,258.9 |
|
S3 |
1,245.3 |
1,248.7 |
1,258.1 |
|
S4 |
1,237.0 |
1,240.4 |
1,255.8 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.8 |
1,460.7 |
1,295.6 |
|
R3 |
1,431.4 |
1,381.3 |
1,273.7 |
|
R2 |
1,352.0 |
1,352.0 |
1,266.5 |
|
R1 |
1,301.9 |
1,301.9 |
1,259.2 |
1,287.3 |
PP |
1,272.6 |
1,272.6 |
1,272.6 |
1,265.2 |
S1 |
1,222.5 |
1,222.5 |
1,244.6 |
1,207.9 |
S2 |
1,193.2 |
1,193.2 |
1,237.3 |
|
S3 |
1,113.8 |
1,143.1 |
1,230.1 |
|
S4 |
1,034.4 |
1,063.7 |
1,208.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,315.4 |
1,243.2 |
72.2 |
5.7% |
22.8 |
1.8% |
24% |
False |
False |
234,043 |
10 |
1,343.5 |
1,243.2 |
100.3 |
8.0% |
17.7 |
1.4% |
17% |
False |
False |
201,712 |
20 |
1,347.8 |
1,243.2 |
104.6 |
8.3% |
15.8 |
1.2% |
16% |
False |
False |
178,600 |
40 |
1,364.3 |
1,243.2 |
121.1 |
9.6% |
15.4 |
1.2% |
14% |
False |
False |
182,255 |
60 |
1,374.2 |
1,243.2 |
131.0 |
10.4% |
16.0 |
1.3% |
13% |
False |
False |
166,079 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.2% |
18.4 |
1.5% |
12% |
False |
False |
129,246 |
100 |
1,384.4 |
1,207.0 |
177.4 |
14.1% |
18.1 |
1.4% |
30% |
False |
False |
104,809 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.1% |
18.2 |
1.4% |
30% |
False |
False |
88,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,302.1 |
2.618 |
1,288.5 |
1.618 |
1,280.2 |
1.000 |
1,275.1 |
0.618 |
1,271.9 |
HIGH |
1,266.8 |
0.618 |
1,263.6 |
0.500 |
1,262.7 |
0.382 |
1,261.7 |
LOW |
1,258.5 |
0.618 |
1,253.4 |
1.000 |
1,250.2 |
1.618 |
1,245.1 |
2.618 |
1,236.8 |
4.250 |
1,223.2 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,262.7 |
1,259.4 |
PP |
1,261.9 |
1,258.4 |
S1 |
1,261.2 |
1,257.4 |
|