Trading Metrics calculated at close of trading on 20-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,059 |
18,127 |
68 |
0.4% |
18,182 |
High |
18,169 |
18,178 |
9 |
0.0% |
18,320 |
Low |
18,031 |
18,047 |
16 |
0.1% |
17,868 |
Close |
18,125 |
18,108 |
-17 |
-0.1% |
18,059 |
Range |
138 |
131 |
-7 |
-5.1% |
452 |
ATR |
179 |
176 |
-3 |
-1.9% |
0 |
Volume |
108,311 |
156,282 |
47,971 |
44.3% |
799,608 |
|
Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,504 |
18,437 |
18,180 |
|
R3 |
18,373 |
18,306 |
18,144 |
|
R2 |
18,242 |
18,242 |
18,132 |
|
R1 |
18,175 |
18,175 |
18,120 |
18,143 |
PP |
18,111 |
18,111 |
18,111 |
18,095 |
S1 |
18,044 |
18,044 |
18,096 |
18,012 |
S2 |
17,980 |
17,980 |
18,084 |
|
S3 |
17,849 |
17,913 |
18,072 |
|
S4 |
17,718 |
17,782 |
18,036 |
|
|
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 |
18,178 |
17,973 |
205 |
1.1% |
147 |
0.8% |
66% |
True |
False |
138,615 |
10 |
18,320 |
17,868 |
452 |
2.5% |
169 |
0.9% |
53% |
False |
False |
151,308 |
20 |
18,320 |
17,868 |
452 |
2.5% |
183 |
1.0% |
53% |
False |
False |
150,610 |
40 |
18,468 |
17,822 |
646 |
3.6% |
185 |
1.0% |
44% |
False |
False |
125,173 |
60 |
18,535 |
17,822 |
713 |
3.9% |
160 |
0.9% |
40% |
False |
False |
83,489 |
80 |
18,535 |
17,168 |
1,367 |
7.5% |
159 |
0.9% |
69% |
False |
False |
62,637 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
159 |
0.9% |
74% |
False |
False |
50,118 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
142 |
0.8% |
74% |
False |
False |
41,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,735 |
2.618 |
18,521 |
1.618 |
18,390 |
1.000 |
18,309 |
0.618 |
18,259 |
HIGH |
18,178 |
0.618 |
18,128 |
0.500 |
18,113 |
0.382 |
18,097 |
LOW |
18,047 |
0.618 |
17,966 |
1.000 |
17,916 |
1.618 |
17,835 |
2.618 |
17,704 |
4.250 |
17,490 |
|
|
Fisher Pivots for day following 20-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,113 |
18,098 |
PP |
18,111 |
18,087 |
S1 |
18,110 |
18,077 |
|