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 |
18,182 |
18,264 |
82 |
0.5% |
18,203 |
High |
18,320 |
18,276 |
-44 |
-0.2% |
18,253 |
Low |
18,171 |
17,968 |
-203 |
-1.1% |
18,022 |
Close |
18,259 |
18,070 |
-189 |
-1.0% |
18,157 |
Range |
149 |
308 |
159 |
106.7% |
231 |
ATR |
185 |
194 |
9 |
4.7% |
0 |
Volume |
106,058 |
190,865 |
84,807 |
80.0% |
787,090 |
|
Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,029 |
18,857 |
18,240 |
|
R3 |
18,721 |
18,549 |
18,155 |
|
R2 |
18,413 |
18,413 |
18,127 |
|
R1 |
18,241 |
18,241 |
18,098 |
18,173 |
PP |
18,105 |
18,105 |
18,105 |
18,071 |
S1 |
17,933 |
17,933 |
18,042 |
17,865 |
S2 |
17,797 |
17,797 |
18,014 |
|
S3 |
17,489 |
17,625 |
17,985 |
|
S4 |
17,181 |
17,317 |
17,901 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,837 |
18,728 |
18,284 |
|
R3 |
18,606 |
18,497 |
18,221 |
|
R2 |
18,375 |
18,375 |
18,199 |
|
R1 |
18,266 |
18,266 |
18,178 |
18,205 |
PP |
18,144 |
18,144 |
18,144 |
18,114 |
S1 |
18,035 |
18,035 |
18,136 |
17,974 |
S2 |
17,913 |
17,913 |
18,115 |
|
S3 |
17,682 |
17,804 |
18,094 |
|
S4 |
17,451 |
17,573 |
18,030 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,320 |
17,968 |
352 |
1.9% |
195 |
1.1% |
29% |
False |
True |
151,115 |
10 |
18,320 |
17,968 |
352 |
1.9% |
207 |
1.1% |
29% |
False |
True |
160,029 |
20 |
18,366 |
17,882 |
484 |
2.7% |
194 |
1.1% |
39% |
False |
False |
155,804 |
40 |
18,521 |
17,822 |
699 |
3.9% |
176 |
1.0% |
35% |
False |
False |
99,567 |
60 |
18,535 |
17,822 |
713 |
3.9% |
155 |
0.9% |
35% |
False |
False |
66,410 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
168 |
0.9% |
72% |
False |
False |
49,831 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
153 |
0.8% |
72% |
False |
False |
39,868 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
136 |
0.8% |
72% |
False |
False |
33,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,585 |
2.618 |
19,082 |
1.618 |
18,774 |
1.000 |
18,584 |
0.618 |
18,466 |
HIGH |
18,276 |
0.618 |
18,158 |
0.500 |
18,122 |
0.382 |
18,086 |
LOW |
17,968 |
0.618 |
17,778 |
1.000 |
17,660 |
1.618 |
17,470 |
2.618 |
17,162 |
4.250 |
16,659 |
|
|
Fisher Pivots for day following 11-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,122 |
18,144 |
PP |
18,105 |
18,119 |
S1 |
18,087 |
18,095 |
|