Trading Metrics calculated at close of trading on 11-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,258.5 |
1,261.7 |
3.2 |
0.3% |
1,321.0 |
High |
1,266.8 |
1,264.0 |
-2.8 |
-0.2% |
1,322.6 |
Low |
1,258.5 |
1,254.3 |
-4.2 |
-0.3% |
1,243.2 |
Close |
1,260.4 |
1,255.9 |
-4.5 |
-0.4% |
1,251.9 |
Range |
8.3 |
9.7 |
1.4 |
16.9% |
79.4 |
ATR |
17.2 |
16.7 |
-0.5 |
-3.1% |
0.0 |
Volume |
140,762 |
141,054 |
292 |
0.2% |
1,159,592 |
|
Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.2 |
1,281.2 |
1,261.2 |
|
R3 |
1,277.5 |
1,271.5 |
1,258.6 |
|
R2 |
1,267.8 |
1,267.8 |
1,257.7 |
|
R1 |
1,261.8 |
1,261.8 |
1,256.8 |
1,260.0 |
PP |
1,258.1 |
1,258.1 |
1,258.1 |
1,257.1 |
S1 |
1,252.1 |
1,252.1 |
1,255.0 |
1,250.3 |
S2 |
1,248.4 |
1,248.4 |
1,254.1 |
|
S3 |
1,238.7 |
1,242.4 |
1,253.2 |
|
S4 |
1,229.0 |
1,232.7 |
1,250.6 |
|
|
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 |
1,279.4 |
1,243.2 |
36.2 |
2.9% |
15.5 |
1.2% |
35% |
False |
False |
192,002 |
10 |
1,331.5 |
1,243.2 |
88.3 |
7.0% |
17.1 |
1.4% |
14% |
False |
False |
197,042 |
20 |
1,347.8 |
1,243.2 |
104.6 |
8.3% |
15.4 |
1.2% |
12% |
False |
False |
176,615 |
40 |
1,364.3 |
1,243.2 |
121.1 |
9.6% |
15.5 |
1.2% |
10% |
False |
False |
182,778 |
60 |
1,374.2 |
1,243.2 |
131.0 |
10.4% |
16.0 |
1.3% |
10% |
False |
False |
167,977 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.2% |
18.2 |
1.4% |
9% |
False |
False |
130,868 |
100 |
1,384.4 |
1,207.0 |
177.4 |
14.1% |
18.0 |
1.4% |
28% |
False |
False |
106,061 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.1% |
18.0 |
1.4% |
28% |
False |
False |
89,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.2 |
2.618 |
1,289.4 |
1.618 |
1,279.7 |
1.000 |
1,273.7 |
0.618 |
1,270.0 |
HIGH |
1,264.0 |
0.618 |
1,260.3 |
0.500 |
1,259.2 |
0.382 |
1,258.0 |
LOW |
1,254.3 |
0.618 |
1,248.3 |
1.000 |
1,244.6 |
1.618 |
1,238.6 |
2.618 |
1,228.9 |
4.250 |
1,213.1 |
|
|
Fisher Pivots for day following 11-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,259.2 |
1,255.7 |
PP |
1,258.1 |
1,255.6 |
S1 |
1,257.0 |
1,255.4 |
|