Trading Metrics calculated at close of trading on 17-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,259.5 |
1,252.9 |
-6.6 |
-0.5% |
1,258.5 |
High |
1,260.7 |
1,258.2 |
-2.5 |
-0.2% |
1,266.8 |
Low |
1,246.9 |
1,251.1 |
4.2 |
0.3% |
1,246.9 |
Close |
1,255.5 |
1,256.6 |
1.1 |
0.1% |
1,255.5 |
Range |
13.8 |
7.1 |
-6.7 |
-48.6% |
19.9 |
ATR |
15.6 |
15.0 |
-0.6 |
-3.9% |
0.0 |
Volume |
179,881 |
111,891 |
-67,990 |
-37.8% |
753,373 |
|
Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.6 |
1,273.7 |
1,260.5 |
|
R3 |
1,269.5 |
1,266.6 |
1,258.6 |
|
R2 |
1,262.4 |
1,262.4 |
1,257.9 |
|
R1 |
1,259.5 |
1,259.5 |
1,257.3 |
1,261.0 |
PP |
1,255.3 |
1,255.3 |
1,255.3 |
1,256.0 |
S1 |
1,252.4 |
1,252.4 |
1,255.9 |
1,253.9 |
S2 |
1,248.2 |
1,248.2 |
1,255.3 |
|
S3 |
1,241.1 |
1,245.3 |
1,254.6 |
|
S4 |
1,234.0 |
1,238.2 |
1,252.7 |
|
|
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 |
1,264.0 |
1,246.9 |
17.1 |
1.4% |
9.8 |
0.8% |
57% |
False |
False |
144,900 |
10 |
1,315.4 |
1,243.2 |
72.2 |
5.7% |
16.3 |
1.3% |
19% |
False |
False |
189,471 |
20 |
1,347.8 |
1,243.2 |
104.6 |
8.3% |
14.6 |
1.2% |
13% |
False |
False |
175,552 |
40 |
1,357.6 |
1,243.2 |
114.4 |
9.1% |
14.9 |
1.2% |
12% |
False |
False |
178,702 |
60 |
1,374.2 |
1,243.2 |
131.0 |
10.4% |
15.4 |
1.2% |
10% |
False |
False |
174,706 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.2% |
17.8 |
1.4% |
9% |
False |
False |
137,842 |
100 |
1,384.4 |
1,207.0 |
177.4 |
14.1% |
17.8 |
1.4% |
28% |
False |
False |
111,601 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.1% |
17.9 |
1.4% |
28% |
False |
False |
93,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.4 |
2.618 |
1,276.8 |
1.618 |
1,269.7 |
1.000 |
1,265.3 |
0.618 |
1,262.6 |
HIGH |
1,258.2 |
0.618 |
1,255.5 |
0.500 |
1,254.7 |
0.382 |
1,253.8 |
LOW |
1,251.1 |
0.618 |
1,246.7 |
1.000 |
1,244.0 |
1.618 |
1,239.6 |
2.618 |
1,232.5 |
4.250 |
1,220.9 |
|
|
Fisher Pivots for day following 17-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,256.0 |
1,256.2 |
PP |
1,255.3 |
1,255.8 |
S1 |
1,254.7 |
1,255.4 |
|