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 |
18,056 |
18,019 |
-37 |
-0.2% |
18,203 |
High |
18,121 |
18,050 |
-71 |
-0.4% |
18,253 |
Low |
17,991 |
17,868 |
-123 |
-0.7% |
18,022 |
Close |
18,053 |
18,021 |
-32 |
-0.2% |
18,157 |
Range |
130 |
182 |
52 |
40.0% |
231 |
ATR |
189 |
189 |
0 |
-0.2% |
0 |
Volume |
146,994 |
185,060 |
38,066 |
25.9% |
787,090 |
|
Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,526 |
18,455 |
18,121 |
|
R3 |
18,344 |
18,273 |
18,071 |
|
R2 |
18,162 |
18,162 |
18,054 |
|
R1 |
18,091 |
18,091 |
18,038 |
18,127 |
PP |
17,980 |
17,980 |
17,980 |
17,997 |
S1 |
17,909 |
17,909 |
18,004 |
17,945 |
S2 |
17,798 |
17,798 |
17,988 |
|
S3 |
17,616 |
17,727 |
17,971 |
|
S4 |
17,434 |
17,545 |
17,921 |
|
|
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 |
17,868 |
452 |
2.5% |
192 |
1.1% |
34% |
False |
True |
164,001 |
10 |
18,320 |
17,868 |
452 |
2.5% |
193 |
1.1% |
34% |
False |
True |
158,236 |
20 |
18,366 |
17,868 |
498 |
2.8% |
186 |
1.0% |
31% |
False |
True |
151,102 |
40 |
18,521 |
17,822 |
699 |
3.9% |
179 |
1.0% |
28% |
False |
False |
107,864 |
60 |
18,535 |
17,822 |
713 |
4.0% |
157 |
0.9% |
28% |
False |
False |
71,942 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
170 |
0.9% |
69% |
False |
False |
53,981 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
156 |
0.9% |
69% |
False |
False |
43,188 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
139 |
0.8% |
69% |
False |
False |
35,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,824 |
2.618 |
18,527 |
1.618 |
18,345 |
1.000 |
18,232 |
0.618 |
18,163 |
HIGH |
18,050 |
0.618 |
17,981 |
0.500 |
17,959 |
0.382 |
17,938 |
LOW |
17,868 |
0.618 |
17,756 |
1.000 |
17,686 |
1.618 |
17,574 |
2.618 |
17,392 |
4.250 |
17,095 |
|
|
Fisher Pivots for day following 13-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,000 |
18,072 |
PP |
17,980 |
18,055 |
S1 |
17,959 |
18,038 |
|