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 |
4,892.00 |
4,822.25 |
-69.75 |
-1.4% |
4,867.25 |
High |
4,897.25 |
4,842.00 |
-55.25 |
-1.1% |
4,888.50 |
Low |
4,798.00 |
4,800.25 |
2.25 |
0.0% |
4,834.75 |
Close |
4,827.00 |
4,813.50 |
-13.50 |
-0.3% |
4,859.00 |
Range |
99.25 |
41.75 |
-57.50 |
-57.9% |
53.75 |
ATR |
53.52 |
52.68 |
-0.84 |
-1.6% |
0.00 |
Volume |
316,603 |
234,222 |
-82,381 |
-26.0% |
1,105,466 |
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,943.75 |
4,920.50 |
4,836.50 |
|
R3 |
4,902.00 |
4,878.75 |
4,825.00 |
|
R2 |
4,860.25 |
4,860.25 |
4,821.25 |
|
R1 |
4,837.00 |
4,837.00 |
4,817.25 |
4,827.75 |
PP |
4,818.50 |
4,818.50 |
4,818.50 |
4,814.00 |
S1 |
4,795.25 |
4,795.25 |
4,809.75 |
4,786.00 |
S2 |
4,776.75 |
4,776.75 |
4,805.75 |
|
S3 |
4,735.00 |
4,753.50 |
4,802.00 |
|
S4 |
4,693.25 |
4,711.75 |
4,790.50 |
|
|
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 |
2.2% |
53.00 |
1.1% |
15% |
False |
False |
235,692 |
10 |
4,901.50 |
4,798.00 |
103.50 |
2.2% |
53.00 |
1.1% |
15% |
False |
False |
237,002 |
20 |
4,901.50 |
4,716.25 |
185.25 |
3.8% |
53.00 |
1.1% |
52% |
False |
False |
238,002 |
40 |
4,901.50 |
4,625.25 |
276.25 |
5.7% |
50.75 |
1.1% |
68% |
False |
False |
163,173 |
60 |
4,901.50 |
4,592.00 |
309.50 |
6.4% |
45.75 |
0.9% |
72% |
False |
False |
108,841 |
80 |
4,901.50 |
4,164.00 |
737.50 |
15.3% |
50.50 |
1.0% |
88% |
False |
False |
81,645 |
100 |
4,901.50 |
4,164.00 |
737.50 |
15.3% |
46.25 |
1.0% |
88% |
False |
False |
65,319 |
120 |
4,901.50 |
4,164.00 |
737.50 |
15.3% |
42.75 |
0.9% |
88% |
False |
False |
54,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,019.50 |
2.618 |
4,951.25 |
1.618 |
4,909.50 |
1.000 |
4,883.75 |
0.618 |
4,867.75 |
HIGH |
4,842.00 |
0.618 |
4,826.00 |
0.500 |
4,821.00 |
0.382 |
4,816.25 |
LOW |
4,800.25 |
0.618 |
4,774.50 |
1.000 |
4,758.50 |
1.618 |
4,732.75 |
2.618 |
4,691.00 |
4.250 |
4,622.75 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,821.00 |
4,849.75 |
PP |
4,818.50 |
4,837.75 |
S1 |
4,816.00 |
4,825.50 |
|