Trading Metrics calculated at close of trading on 14-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,257.1 |
1,259.5 |
2.4 |
0.2% |
1,258.5 |
High |
1,263.9 |
1,260.7 |
-3.2 |
-0.3% |
1,266.8 |
Low |
1,254.7 |
1,246.9 |
-7.8 |
-0.6% |
1,246.9 |
Close |
1,257.6 |
1,255.5 |
-2.1 |
-0.2% |
1,255.5 |
Range |
9.2 |
13.8 |
4.6 |
50.0% |
19.9 |
ATR |
15.7 |
15.6 |
-0.1 |
-0.9% |
0.0 |
Volume |
150,097 |
179,881 |
29,784 |
19.8% |
753,373 |
|
Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.8 |
1,289.4 |
1,263.1 |
|
R3 |
1,282.0 |
1,275.6 |
1,259.3 |
|
R2 |
1,268.2 |
1,268.2 |
1,258.0 |
|
R1 |
1,261.8 |
1,261.8 |
1,256.8 |
1,258.1 |
PP |
1,254.4 |
1,254.4 |
1,254.4 |
1,252.5 |
S1 |
1,248.0 |
1,248.0 |
1,254.2 |
1,244.3 |
S2 |
1,240.6 |
1,240.6 |
1,253.0 |
|
S3 |
1,226.8 |
1,234.2 |
1,251.7 |
|
S4 |
1,213.0 |
1,220.4 |
1,247.9 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.1 |
1,305.7 |
1,266.4 |
|
R3 |
1,296.2 |
1,285.8 |
1,261.0 |
|
R2 |
1,276.3 |
1,276.3 |
1,259.1 |
|
R1 |
1,265.9 |
1,265.9 |
1,257.3 |
1,261.2 |
PP |
1,256.4 |
1,256.4 |
1,256.4 |
1,254.0 |
S1 |
1,246.0 |
1,246.0 |
1,253.7 |
1,241.3 |
S2 |
1,236.5 |
1,236.5 |
1,251.9 |
|
S3 |
1,216.6 |
1,226.1 |
1,250.0 |
|
S4 |
1,196.7 |
1,206.2 |
1,244.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,266.8 |
1,246.9 |
19.9 |
1.6% |
10.1 |
0.8% |
43% |
False |
True |
150,674 |
10 |
1,322.6 |
1,243.2 |
79.4 |
6.3% |
16.7 |
1.3% |
15% |
False |
False |
191,296 |
20 |
1,347.8 |
1,243.2 |
104.6 |
8.3% |
14.7 |
1.2% |
12% |
False |
False |
175,749 |
40 |
1,357.9 |
1,243.2 |
114.7 |
9.1% |
15.1 |
1.2% |
11% |
False |
False |
180,531 |
60 |
1,374.2 |
1,243.2 |
131.0 |
10.4% |
15.6 |
1.2% |
9% |
False |
False |
173,912 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.2% |
17.9 |
1.4% |
9% |
False |
False |
136,511 |
100 |
1,384.4 |
1,207.0 |
177.4 |
14.1% |
17.9 |
1.4% |
27% |
False |
False |
110,563 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.1% |
17.9 |
1.4% |
27% |
False |
False |
93,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.4 |
2.618 |
1,296.8 |
1.618 |
1,283.0 |
1.000 |
1,274.5 |
0.618 |
1,269.2 |
HIGH |
1,260.7 |
0.618 |
1,255.4 |
0.500 |
1,253.8 |
0.382 |
1,252.2 |
LOW |
1,246.9 |
0.618 |
1,238.4 |
1.000 |
1,233.1 |
1.618 |
1,224.6 |
2.618 |
1,210.8 |
4.250 |
1,188.3 |
|
|
Fisher Pivots for day following 14-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,254.9 |
1,255.5 |
PP |
1,254.4 |
1,255.4 |
S1 |
1,253.8 |
1,255.4 |
|