Trading Metrics calculated at close of trading on 14-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,804.75 |
4,796.00 |
-8.75 |
-0.2% |
4,868.00 |
High |
4,813.00 |
4,841.00 |
28.00 |
0.6% |
4,901.50 |
Low |
4,754.50 |
4,786.25 |
31.75 |
0.7% |
4,754.50 |
Close |
4,796.00 |
4,804.25 |
8.25 |
0.2% |
4,804.25 |
Range |
58.50 |
54.75 |
-3.75 |
-6.4% |
147.00 |
ATR |
53.13 |
53.24 |
0.12 |
0.2% |
0.00 |
Volume |
297,938 |
237,878 |
-60,060 |
-20.2% |
1,245,879 |
|
Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,974.75 |
4,944.25 |
4,834.25 |
|
R3 |
4,920.00 |
4,889.50 |
4,819.25 |
|
R2 |
4,865.25 |
4,865.25 |
4,814.25 |
|
R1 |
4,834.75 |
4,834.75 |
4,809.25 |
4,850.00 |
PP |
4,810.50 |
4,810.50 |
4,810.50 |
4,818.00 |
S1 |
4,780.00 |
4,780.00 |
4,799.25 |
4,795.25 |
S2 |
4,755.75 |
4,755.75 |
4,794.25 |
|
S3 |
4,701.00 |
4,725.25 |
4,789.25 |
|
S4 |
4,646.25 |
4,670.50 |
4,774.25 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,261.00 |
5,179.75 |
4,885.00 |
|
R3 |
5,114.00 |
5,032.75 |
4,844.75 |
|
R2 |
4,967.00 |
4,967.00 |
4,831.25 |
|
R1 |
4,885.75 |
4,885.75 |
4,817.75 |
4,853.00 |
PP |
4,820.00 |
4,820.00 |
4,820.00 |
4,803.75 |
S1 |
4,738.75 |
4,738.75 |
4,790.75 |
4,706.00 |
S2 |
4,673.00 |
4,673.00 |
4,777.25 |
|
S3 |
4,526.00 |
4,591.75 |
4,763.75 |
|
S4 |
4,379.00 |
4,444.75 |
4,723.50 |
|
|
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% |
58.75 |
1.2% |
34% |
False |
False |
249,175 |
10 |
4,901.50 |
4,754.50 |
147.00 |
3.1% |
50.50 |
1.1% |
34% |
False |
False |
235,134 |
20 |
4,901.50 |
4,754.50 |
147.00 |
3.1% |
51.75 |
1.1% |
34% |
False |
False |
233,319 |
40 |
4,901.50 |
4,625.25 |
276.25 |
5.8% |
52.00 |
1.1% |
65% |
False |
False |
176,563 |
60 |
4,901.50 |
4,622.00 |
279.50 |
5.8% |
46.00 |
1.0% |
65% |
False |
False |
117,768 |
80 |
4,901.50 |
4,164.00 |
737.50 |
15.4% |
51.25 |
1.1% |
87% |
False |
False |
88,342 |
100 |
4,901.50 |
4,164.00 |
737.50 |
15.4% |
46.75 |
1.0% |
87% |
False |
False |
70,677 |
120 |
4,901.50 |
4,164.00 |
737.50 |
15.4% |
43.25 |
0.9% |
87% |
False |
False |
58,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,073.75 |
2.618 |
4,984.25 |
1.618 |
4,929.50 |
1.000 |
4,895.75 |
0.618 |
4,874.75 |
HIGH |
4,841.00 |
0.618 |
4,820.00 |
0.500 |
4,813.50 |
0.382 |
4,807.25 |
LOW |
4,786.25 |
0.618 |
4,752.50 |
1.000 |
4,731.50 |
1.618 |
4,697.75 |
2.618 |
4,643.00 |
4.250 |
4,553.50 |
|
|
Fisher Pivots for day following 14-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,813.50 |
4,802.25 |
PP |
4,810.50 |
4,800.25 |
S1 |
4,807.50 |
4,798.25 |
|