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 |
18,264 |
18,056 |
-208 |
-1.1% |
18,203 |
High |
18,276 |
18,121 |
-155 |
-0.8% |
18,253 |
Low |
17,968 |
17,991 |
23 |
0.1% |
18,022 |
Close |
18,070 |
18,053 |
-17 |
-0.1% |
18,157 |
Range |
308 |
130 |
-178 |
-57.8% |
231 |
ATR |
194 |
189 |
-5 |
-2.4% |
0 |
Volume |
190,865 |
146,994 |
-43,871 |
-23.0% |
787,090 |
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,445 |
18,379 |
18,125 |
|
R3 |
18,315 |
18,249 |
18,089 |
|
R2 |
18,185 |
18,185 |
18,077 |
|
R1 |
18,119 |
18,119 |
18,065 |
18,087 |
PP |
18,055 |
18,055 |
18,055 |
18,039 |
S1 |
17,989 |
17,989 |
18,041 |
17,957 |
S2 |
17,925 |
17,925 |
18,029 |
|
S3 |
17,795 |
17,859 |
18,017 |
|
S4 |
17,665 |
17,729 |
17,982 |
|
|
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% |
185 |
1.0% |
24% |
False |
False |
153,031 |
10 |
18,320 |
17,968 |
352 |
1.9% |
203 |
1.1% |
24% |
False |
False |
159,168 |
20 |
18,366 |
17,882 |
484 |
2.7% |
192 |
1.1% |
35% |
False |
False |
152,820 |
40 |
18,521 |
17,822 |
699 |
3.9% |
177 |
1.0% |
33% |
False |
False |
103,240 |
60 |
18,535 |
17,822 |
713 |
3.9% |
155 |
0.9% |
32% |
False |
False |
68,859 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
168 |
0.9% |
71% |
False |
False |
51,668 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
154 |
0.9% |
71% |
False |
False |
41,338 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
137 |
0.8% |
71% |
False |
False |
34,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,674 |
2.618 |
18,461 |
1.618 |
18,331 |
1.000 |
18,251 |
0.618 |
18,201 |
HIGH |
18,121 |
0.618 |
18,071 |
0.500 |
18,056 |
0.382 |
18,041 |
LOW |
17,991 |
0.618 |
17,911 |
1.000 |
17,861 |
1.618 |
17,781 |
2.618 |
17,651 |
4.250 |
17,439 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,056 |
18,144 |
PP |
18,055 |
18,114 |
S1 |
18,054 |
18,083 |
|