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 |
5,470.0 |
5,486.0 |
16.0 |
0.3% |
5,437.0 |
High |
5,480.0 |
5,490.0 |
10.0 |
0.2% |
5,486.0 |
Low |
5,453.0 |
5,458.0 |
5.0 |
0.1% |
5,424.0 |
Close |
5,460.0 |
5,465.0 |
5.0 |
0.1% |
5,450.0 |
Range |
27.0 |
32.0 |
5.0 |
18.5% |
62.0 |
ATR |
48.1 |
47.0 |
-1.2 |
-2.4% |
0.0 |
Volume |
11,857 |
21,317 |
9,460 |
79.8% |
102,605 |
|
Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,567.0 |
5,548.0 |
5,482.6 |
|
R3 |
5,535.0 |
5,516.0 |
5,473.8 |
|
R2 |
5,503.0 |
5,503.0 |
5,470.9 |
|
R1 |
5,484.0 |
5,484.0 |
5,467.9 |
5,477.5 |
PP |
5,471.0 |
5,471.0 |
5,471.0 |
5,467.8 |
S1 |
5,452.0 |
5,452.0 |
5,462.1 |
5,445.5 |
S2 |
5,439.0 |
5,439.0 |
5,459.1 |
|
S3 |
5,407.0 |
5,420.0 |
5,456.2 |
|
S4 |
5,375.0 |
5,388.0 |
5,447.4 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,639.3 |
5,606.7 |
5,484.1 |
|
R3 |
5,577.3 |
5,544.7 |
5,467.1 |
|
R2 |
5,515.3 |
5,515.3 |
5,461.4 |
|
R1 |
5,482.7 |
5,482.7 |
5,455.7 |
5,499.0 |
PP |
5,453.3 |
5,453.3 |
5,453.3 |
5,461.5 |
S1 |
5,420.7 |
5,420.7 |
5,444.3 |
5,437.0 |
S2 |
5,391.3 |
5,391.3 |
5,438.6 |
|
S3 |
5,329.3 |
5,358.7 |
5,433.0 |
|
S4 |
5,267.3 |
5,296.7 |
5,415.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,490.0 |
5,424.0 |
66.0 |
1.2% |
33.0 |
0.6% |
62% |
True |
False |
18,629 |
10 |
5,490.0 |
5,381.0 |
109.0 |
2.0% |
34.9 |
0.6% |
77% |
True |
False |
20,548 |
20 |
5,490.0 |
5,163.0 |
327.0 |
6.0% |
40.7 |
0.7% |
92% |
True |
False |
25,742 |
40 |
5,531.0 |
5,163.0 |
368.0 |
6.7% |
32.9 |
0.6% |
82% |
False |
False |
20,287 |
60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
24.9 |
0.5% |
82% |
False |
False |
13,557 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
20.2 |
0.4% |
87% |
False |
False |
10,177 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
17.5 |
0.3% |
87% |
False |
False |
8,146 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
14.7 |
0.3% |
87% |
False |
False |
6,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,626.0 |
2.618 |
5,573.8 |
1.618 |
5,541.8 |
1.000 |
5,522.0 |
0.618 |
5,509.8 |
HIGH |
5,490.0 |
0.618 |
5,477.8 |
0.500 |
5,474.0 |
0.382 |
5,470.2 |
LOW |
5,458.0 |
0.618 |
5,438.2 |
1.000 |
5,426.0 |
1.618 |
5,406.2 |
2.618 |
5,374.2 |
4.250 |
5,322.0 |
|
|
Fisher Pivots for day following 11-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,474.0 |
5,464.7 |
PP |
5,471.0 |
5,464.3 |
S1 |
5,468.0 |
5,464.0 |
|