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 |
4,822.25 |
4,804.75 |
-17.50 |
-0.4% |
4,867.25 |
High |
4,842.00 |
4,813.00 |
-29.00 |
-0.6% |
4,888.50 |
Low |
4,800.25 |
4,754.50 |
-45.75 |
-1.0% |
4,834.75 |
Close |
4,813.50 |
4,796.00 |
-17.50 |
-0.4% |
4,859.00 |
Range |
41.75 |
58.50 |
16.75 |
40.1% |
53.75 |
ATR |
52.68 |
53.13 |
0.45 |
0.9% |
0.00 |
Volume |
234,222 |
297,938 |
63,716 |
27.2% |
1,105,466 |
|
Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,963.25 |
4,938.25 |
4,828.25 |
|
R3 |
4,904.75 |
4,879.75 |
4,812.00 |
|
R2 |
4,846.25 |
4,846.25 |
4,806.75 |
|
R1 |
4,821.25 |
4,821.25 |
4,801.25 |
4,804.50 |
PP |
4,787.75 |
4,787.75 |
4,787.75 |
4,779.50 |
S1 |
4,762.75 |
4,762.75 |
4,790.75 |
4,746.00 |
S2 |
4,729.25 |
4,729.25 |
4,785.25 |
|
S3 |
4,670.75 |
4,704.25 |
4,780.00 |
|
S4 |
4,612.25 |
4,645.75 |
4,763.75 |
|
|
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 |
4,754.50 |
147.00 |
3.1% |
57.50 |
1.2% |
28% |
False |
True |
257,841 |
10 |
4,901.50 |
4,754.50 |
147.00 |
3.1% |
52.50 |
1.1% |
28% |
False |
True |
236,162 |
20 |
4,901.50 |
4,754.50 |
147.00 |
3.1% |
50.50 |
1.1% |
28% |
False |
True |
235,719 |
40 |
4,901.50 |
4,625.25 |
276.25 |
5.8% |
51.25 |
1.1% |
62% |
False |
False |
170,618 |
60 |
4,901.50 |
4,619.00 |
282.50 |
5.9% |
45.75 |
1.0% |
63% |
False |
False |
113,805 |
80 |
4,901.50 |
4,164.00 |
737.50 |
15.4% |
51.00 |
1.1% |
86% |
False |
False |
85,369 |
100 |
4,901.50 |
4,164.00 |
737.50 |
15.4% |
46.50 |
1.0% |
86% |
False |
False |
68,298 |
120 |
4,901.50 |
4,164.00 |
737.50 |
15.4% |
43.00 |
0.9% |
86% |
False |
False |
56,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,061.50 |
2.618 |
4,966.25 |
1.618 |
4,907.75 |
1.000 |
4,871.50 |
0.618 |
4,849.25 |
HIGH |
4,813.00 |
0.618 |
4,790.75 |
0.500 |
4,783.75 |
0.382 |
4,776.75 |
LOW |
4,754.50 |
0.618 |
4,718.25 |
1.000 |
4,696.00 |
1.618 |
4,659.75 |
2.618 |
4,601.25 |
4.250 |
4,506.00 |
|
|
Fisher Pivots for day following 13-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,792.00 |
4,826.00 |
PP |
4,787.75 |
4,816.00 |
S1 |
4,783.75 |
4,806.00 |
|