Trading Metrics calculated at close of trading on 13-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
5,425.0 |
5,450.0 |
25.0 |
0.5% |
5,437.0 |
High |
5,459.0 |
5,450.0 |
-9.0 |
-0.2% |
5,486.0 |
Low |
5,412.0 |
5,400.0 |
-12.0 |
-0.2% |
5,424.0 |
Close |
5,455.0 |
5,415.0 |
-40.0 |
-0.7% |
5,450.0 |
Range |
47.0 |
50.0 |
3.0 |
6.4% |
62.0 |
ATR |
47.4 |
48.0 |
0.5 |
1.1% |
0.0 |
Volume |
22,560 |
25,456 |
2,896 |
12.8% |
102,605 |
|
Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,571.7 |
5,543.3 |
5,442.5 |
|
R3 |
5,521.7 |
5,493.3 |
5,428.8 |
|
R2 |
5,471.7 |
5,471.7 |
5,424.2 |
|
R1 |
5,443.3 |
5,443.3 |
5,419.6 |
5,432.5 |
PP |
5,421.7 |
5,421.7 |
5,421.7 |
5,416.3 |
S1 |
5,393.3 |
5,393.3 |
5,410.4 |
5,382.5 |
S2 |
5,371.7 |
5,371.7 |
5,405.8 |
|
S3 |
5,321.7 |
5,343.3 |
5,401.3 |
|
S4 |
5,271.7 |
5,293.3 |
5,387.5 |
|
|
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 |
5,400.0 |
90.0 |
1.7% |
40.8 |
0.8% |
17% |
False |
True |
20,017 |
10 |
5,490.0 |
5,400.0 |
90.0 |
1.7% |
38.0 |
0.7% |
17% |
False |
True |
21,018 |
20 |
5,490.0 |
5,245.0 |
245.0 |
4.5% |
39.7 |
0.7% |
69% |
False |
False |
22,976 |
40 |
5,531.0 |
5,163.0 |
368.0 |
6.8% |
34.2 |
0.6% |
68% |
False |
False |
21,481 |
60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
26.6 |
0.5% |
68% |
False |
False |
14,348 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
21.1 |
0.4% |
77% |
False |
False |
10,777 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
18.4 |
0.3% |
77% |
False |
False |
8,627 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
15.5 |
0.3% |
77% |
False |
False |
7,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,662.5 |
2.618 |
5,580.9 |
1.618 |
5,530.9 |
1.000 |
5,500.0 |
0.618 |
5,480.9 |
HIGH |
5,450.0 |
0.618 |
5,430.9 |
0.500 |
5,425.0 |
0.382 |
5,419.1 |
LOW |
5,400.0 |
0.618 |
5,369.1 |
1.000 |
5,350.0 |
1.618 |
5,319.1 |
2.618 |
5,269.1 |
4.250 |
5,187.5 |
|
|
Fisher Pivots for day following 13-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,425.0 |
5,445.0 |
PP |
5,421.7 |
5,435.0 |
S1 |
5,418.3 |
5,425.0 |
|