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 |
4,868.00 |
4,892.00 |
24.00 |
0.5% |
4,867.25 |
High |
4,901.50 |
4,897.25 |
-4.25 |
-0.1% |
4,888.50 |
Low |
4,862.25 |
4,798.00 |
-64.25 |
-1.3% |
4,834.75 |
Close |
4,893.25 |
4,827.00 |
-66.25 |
-1.4% |
4,859.00 |
Range |
39.25 |
99.25 |
60.00 |
152.9% |
53.75 |
ATR |
50.00 |
53.52 |
3.52 |
7.0% |
0.00 |
Volume |
159,238 |
316,603 |
157,365 |
98.8% |
1,105,466 |
|
Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,138.50 |
5,082.00 |
4,881.50 |
|
R3 |
5,039.25 |
4,982.75 |
4,854.25 |
|
R2 |
4,940.00 |
4,940.00 |
4,845.25 |
|
R1 |
4,883.50 |
4,883.50 |
4,836.00 |
4,862.00 |
PP |
4,840.75 |
4,840.75 |
4,840.75 |
4,830.00 |
S1 |
4,784.25 |
4,784.25 |
4,818.00 |
4,763.00 |
S2 |
4,741.50 |
4,741.50 |
4,808.75 |
|
S3 |
4,642.25 |
4,685.00 |
4,799.75 |
|
S4 |
4,543.00 |
4,585.75 |
4,772.50 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,022.00 |
4,994.25 |
4,888.50 |
|
R3 |
4,968.25 |
4,940.50 |
4,873.75 |
|
R2 |
4,914.50 |
4,914.50 |
4,868.75 |
|
R1 |
4,886.75 |
4,886.75 |
4,864.00 |
4,873.75 |
PP |
4,860.75 |
4,860.75 |
4,860.75 |
4,854.25 |
S1 |
4,833.00 |
4,833.00 |
4,854.00 |
4,820.00 |
S2 |
4,807.00 |
4,807.00 |
4,849.25 |
|
S3 |
4,753.25 |
4,779.25 |
4,844.25 |
|
S4 |
4,699.50 |
4,725.50 |
4,829.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,901.50 |
4,798.00 |
103.50 |
2.1% |
52.50 |
1.1% |
28% |
False |
True |
225,440 |
10 |
4,901.50 |
4,798.00 |
103.50 |
2.1% |
51.75 |
1.1% |
28% |
False |
True |
234,447 |
20 |
4,901.50 |
4,716.25 |
185.25 |
3.8% |
53.25 |
1.1% |
60% |
False |
False |
244,210 |
40 |
4,901.50 |
4,625.25 |
276.25 |
5.7% |
50.25 |
1.0% |
73% |
False |
False |
157,320 |
60 |
4,901.50 |
4,580.25 |
321.25 |
6.7% |
45.25 |
0.9% |
77% |
False |
False |
104,938 |
80 |
4,901.50 |
4,164.00 |
737.50 |
15.3% |
50.75 |
1.0% |
90% |
False |
False |
78,718 |
100 |
4,901.50 |
4,164.00 |
737.50 |
15.3% |
45.75 |
0.9% |
90% |
False |
False |
62,977 |
120 |
4,901.50 |
4,164.00 |
737.50 |
15.3% |
42.50 |
0.9% |
90% |
False |
False |
52,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,319.00 |
2.618 |
5,157.00 |
1.618 |
5,057.75 |
1.000 |
4,996.50 |
0.618 |
4,958.50 |
HIGH |
4,897.25 |
0.618 |
4,859.25 |
0.500 |
4,847.50 |
0.382 |
4,836.00 |
LOW |
4,798.00 |
0.618 |
4,736.75 |
1.000 |
4,698.75 |
1.618 |
4,637.50 |
2.618 |
4,538.25 |
4.250 |
4,376.25 |
|
|
Fisher Pivots for day following 11-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,847.50 |
4,849.75 |
PP |
4,840.75 |
4,842.25 |
S1 |
4,834.00 |
4,834.50 |
|