Trading Metrics calculated at close of trading on 17-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,017 |
18,050 |
33 |
0.2% |
18,182 |
High |
18,177 |
18,082 |
-95 |
-0.5% |
18,320 |
Low |
17,988 |
17,973 |
-15 |
-0.1% |
17,868 |
Close |
18,059 |
18,013 |
-46 |
-0.3% |
18,059 |
Range |
189 |
109 |
-80 |
-42.3% |
452 |
ATR |
189 |
183 |
-6 |
-3.0% |
0 |
Volume |
170,631 |
137,630 |
-33,001 |
-19.3% |
799,608 |
|
Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,350 |
18,290 |
18,073 |
|
R3 |
18,241 |
18,181 |
18,043 |
|
R2 |
18,132 |
18,132 |
18,033 |
|
R1 |
18,072 |
18,072 |
18,023 |
18,048 |
PP |
18,023 |
18,023 |
18,023 |
18,010 |
S1 |
17,963 |
17,963 |
18,003 |
17,939 |
S2 |
17,914 |
17,914 |
17,993 |
|
S3 |
17,805 |
17,854 |
17,983 |
|
S4 |
17,696 |
17,745 |
17,953 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,438 |
19,201 |
18,308 |
|
R3 |
18,986 |
18,749 |
18,183 |
|
R2 |
18,534 |
18,534 |
18,142 |
|
R1 |
18,297 |
18,297 |
18,101 |
18,190 |
PP |
18,082 |
18,082 |
18,082 |
18,029 |
S1 |
17,845 |
17,845 |
18,018 |
17,738 |
S2 |
17,630 |
17,630 |
17,976 |
|
S3 |
17,178 |
17,393 |
17,935 |
|
S4 |
16,726 |
16,941 |
17,811 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,276 |
17,868 |
408 |
2.3% |
184 |
1.0% |
36% |
False |
False |
166,236 |
10 |
18,320 |
17,868 |
452 |
2.5% |
179 |
1.0% |
32% |
False |
False |
160,326 |
20 |
18,366 |
17,868 |
498 |
2.8% |
187 |
1.0% |
29% |
False |
False |
152,874 |
40 |
18,521 |
17,822 |
699 |
3.9% |
182 |
1.0% |
27% |
False |
False |
115,562 |
60 |
18,535 |
17,822 |
713 |
4.0% |
158 |
0.9% |
27% |
False |
False |
77,078 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
170 |
0.9% |
69% |
False |
False |
57,832 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
157 |
0.9% |
69% |
False |
False |
46,271 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
140 |
0.8% |
69% |
False |
False |
38,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,545 |
2.618 |
18,367 |
1.618 |
18,258 |
1.000 |
18,191 |
0.618 |
18,149 |
HIGH |
18,082 |
0.618 |
18,040 |
0.500 |
18,028 |
0.382 |
18,015 |
LOW |
17,973 |
0.618 |
17,906 |
1.000 |
17,864 |
1.618 |
17,797 |
2.618 |
17,688 |
4.250 |
17,510 |
|
|
Fisher Pivots for day following 17-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,028 |
18,023 |
PP |
18,023 |
18,019 |
S1 |
18,018 |
18,016 |
|