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 |
5,486.0 |
5,425.0 |
-61.0 |
-1.1% |
5,437.0 |
High |
5,490.0 |
5,459.0 |
-31.0 |
-0.6% |
5,486.0 |
Low |
5,458.0 |
5,412.0 |
-46.0 |
-0.8% |
5,424.0 |
Close |
5,465.0 |
5,455.0 |
-10.0 |
-0.2% |
5,450.0 |
Range |
32.0 |
47.0 |
15.0 |
46.9% |
62.0 |
ATR |
47.0 |
47.4 |
0.4 |
0.9% |
0.0 |
Volume |
21,317 |
22,560 |
1,243 |
5.8% |
102,605 |
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,583.0 |
5,566.0 |
5,480.9 |
|
R3 |
5,536.0 |
5,519.0 |
5,467.9 |
|
R2 |
5,489.0 |
5,489.0 |
5,463.6 |
|
R1 |
5,472.0 |
5,472.0 |
5,459.3 |
5,480.5 |
PP |
5,442.0 |
5,442.0 |
5,442.0 |
5,446.3 |
S1 |
5,425.0 |
5,425.0 |
5,450.7 |
5,433.5 |
S2 |
5,395.0 |
5,395.0 |
5,446.4 |
|
S3 |
5,348.0 |
5,378.0 |
5,442.1 |
|
S4 |
5,301.0 |
5,331.0 |
5,429.2 |
|
|
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 |
5,412.0 |
78.0 |
1.4% |
36.4 |
0.7% |
55% |
False |
True |
18,914 |
10 |
5,490.0 |
5,400.0 |
90.0 |
1.6% |
35.4 |
0.6% |
61% |
False |
False |
20,831 |
20 |
5,490.0 |
5,175.0 |
315.0 |
5.8% |
40.1 |
0.7% |
89% |
False |
False |
23,068 |
40 |
5,531.0 |
5,163.0 |
368.0 |
6.7% |
33.2 |
0.6% |
79% |
False |
False |
20,846 |
60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
25.7 |
0.5% |
79% |
False |
False |
13,933 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
20.5 |
0.4% |
85% |
False |
False |
10,459 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
17.9 |
0.3% |
85% |
False |
False |
8,372 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
15.1 |
0.3% |
85% |
False |
False |
6,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,658.8 |
2.618 |
5,582.0 |
1.618 |
5,535.0 |
1.000 |
5,506.0 |
0.618 |
5,488.0 |
HIGH |
5,459.0 |
0.618 |
5,441.0 |
0.500 |
5,435.5 |
0.382 |
5,430.0 |
LOW |
5,412.0 |
0.618 |
5,383.0 |
1.000 |
5,365.0 |
1.618 |
5,336.0 |
2.618 |
5,289.0 |
4.250 |
5,212.3 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,448.5 |
5,453.7 |
PP |
5,442.0 |
5,452.3 |
S1 |
5,435.5 |
5,451.0 |
|