Trading Metrics calculated at close of trading on 06-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,085 |
18,192 |
107 |
0.6% |
18,172 |
High |
18,234 |
18,223 |
-11 |
-0.1% |
18,283 |
Low |
18,054 |
18,076 |
22 |
0.1% |
17,959 |
Close |
18,200 |
18,199 |
-1 |
0.0% |
18,219 |
Range |
180 |
147 |
-33 |
-18.3% |
324 |
ATR |
190 |
187 |
-3 |
-1.6% |
0 |
Volume |
137,416 |
130,210 |
-7,206 |
-5.2% |
798,405 |
|
Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,607 |
18,550 |
18,280 |
|
R3 |
18,460 |
18,403 |
18,240 |
|
R2 |
18,313 |
18,313 |
18,226 |
|
R1 |
18,256 |
18,256 |
18,213 |
18,285 |
PP |
18,166 |
18,166 |
18,166 |
18,180 |
S1 |
18,109 |
18,109 |
18,186 |
18,138 |
S2 |
18,019 |
18,019 |
18,172 |
|
S3 |
17,872 |
17,962 |
18,159 |
|
S4 |
17,725 |
17,815 |
18,118 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,126 |
18,996 |
18,397 |
|
R3 |
18,802 |
18,672 |
18,308 |
|
R2 |
18,478 |
18,478 |
18,279 |
|
R1 |
18,348 |
18,348 |
18,249 |
18,413 |
PP |
18,154 |
18,154 |
18,154 |
18,186 |
S1 |
18,024 |
18,024 |
18,189 |
18,089 |
S2 |
17,830 |
17,830 |
18,160 |
|
S3 |
17,506 |
17,700 |
18,130 |
|
S4 |
17,182 |
17,376 |
18,041 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,283 |
17,989 |
294 |
1.6% |
195 |
1.1% |
71% |
False |
False |
152,472 |
10 |
18,309 |
17,959 |
350 |
1.9% |
197 |
1.1% |
69% |
False |
False |
149,912 |
20 |
18,383 |
17,822 |
561 |
3.1% |
221 |
1.2% |
67% |
False |
False |
172,950 |
40 |
18,535 |
17,822 |
713 |
3.9% |
168 |
0.9% |
53% |
False |
False |
87,387 |
60 |
18,535 |
17,822 |
713 |
3.9% |
150 |
0.8% |
53% |
False |
False |
58,282 |
80 |
18,535 |
16,876 |
1,659 |
9.1% |
167 |
0.9% |
80% |
False |
False |
43,733 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
148 |
0.8% |
80% |
False |
False |
34,989 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
132 |
0.7% |
80% |
False |
False |
29,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,848 |
2.618 |
18,608 |
1.618 |
18,461 |
1.000 |
18,370 |
0.618 |
18,314 |
HIGH |
18,223 |
0.618 |
18,167 |
0.500 |
18,150 |
0.382 |
18,132 |
LOW |
18,076 |
0.618 |
17,985 |
1.000 |
17,929 |
1.618 |
17,838 |
2.618 |
17,691 |
4.250 |
17,451 |
|
|
Fisher Pivots for day following 06-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,183 |
18,175 |
PP |
18,166 |
18,152 |
S1 |
18,150 |
18,128 |
|