Trading Metrics calculated at close of trading on 12-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,261.7 |
1,254.5 |
-7.2 |
-0.6% |
1,321.0 |
High |
1,264.0 |
1,260.5 |
-3.5 |
-0.3% |
1,322.6 |
Low |
1,254.3 |
1,251.2 |
-3.1 |
-0.2% |
1,243.2 |
Close |
1,255.9 |
1,253.8 |
-2.1 |
-0.2% |
1,251.9 |
Range |
9.7 |
9.3 |
-0.4 |
-4.1% |
79.4 |
ATR |
16.7 |
16.1 |
-0.5 |
-3.2% |
0.0 |
Volume |
141,054 |
141,579 |
525 |
0.4% |
1,159,592 |
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.1 |
1,277.7 |
1,258.9 |
|
R3 |
1,273.8 |
1,268.4 |
1,256.4 |
|
R2 |
1,264.5 |
1,264.5 |
1,255.5 |
|
R1 |
1,259.1 |
1,259.1 |
1,254.7 |
1,257.2 |
PP |
1,255.2 |
1,255.2 |
1,255.2 |
1,254.2 |
S1 |
1,249.8 |
1,249.8 |
1,252.9 |
1,247.9 |
S2 |
1,245.9 |
1,245.9 |
1,252.1 |
|
S3 |
1,236.6 |
1,240.5 |
1,251.2 |
|
S4 |
1,227.3 |
1,231.2 |
1,248.7 |
|
|
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 |
1,271.6 |
1,243.2 |
28.4 |
2.3% |
14.3 |
1.1% |
37% |
False |
False |
177,546 |
10 |
1,331.5 |
1,243.2 |
88.3 |
7.0% |
17.0 |
1.4% |
12% |
False |
False |
195,443 |
20 |
1,347.8 |
1,243.2 |
104.6 |
8.3% |
15.2 |
1.2% |
10% |
False |
False |
176,722 |
40 |
1,361.5 |
1,243.2 |
118.3 |
9.4% |
15.2 |
1.2% |
9% |
False |
False |
180,774 |
60 |
1,374.2 |
1,243.2 |
131.0 |
10.4% |
16.0 |
1.3% |
8% |
False |
False |
169,906 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.3% |
18.1 |
1.4% |
8% |
False |
False |
132,557 |
100 |
1,384.4 |
1,207.0 |
177.4 |
14.1% |
18.0 |
1.4% |
26% |
False |
False |
107,405 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.1% |
17.9 |
1.4% |
26% |
False |
False |
90,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.0 |
2.618 |
1,284.8 |
1.618 |
1,275.5 |
1.000 |
1,269.8 |
0.618 |
1,266.2 |
HIGH |
1,260.5 |
0.618 |
1,256.9 |
0.500 |
1,255.9 |
0.382 |
1,254.8 |
LOW |
1,251.2 |
0.618 |
1,245.5 |
1.000 |
1,241.9 |
1.618 |
1,236.2 |
2.618 |
1,226.9 |
4.250 |
1,211.7 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,255.9 |
1,259.0 |
PP |
1,255.2 |
1,257.3 |
S1 |
1,254.5 |
1,255.5 |
|