Trading Metrics calculated at close of trading on 07-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
16,985 |
16,965 |
-20 |
-0.1% |
16,570 |
High |
17,000 |
16,970 |
-30 |
-0.2% |
17,010 |
Low |
16,865 |
16,770 |
-95 |
-0.6% |
16,565 |
Close |
16,975 |
16,820 |
-155 |
-0.9% |
16,820 |
Range |
135 |
200 |
65 |
48.1% |
445 |
ATR |
250 |
247 |
-3 |
-1.3% |
0 |
Volume |
8,402 |
11,140 |
2,738 |
32.6% |
48,114 |
|
Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,453 |
17,337 |
16,930 |
|
R3 |
17,253 |
17,137 |
16,875 |
|
R2 |
17,053 |
17,053 |
16,857 |
|
R1 |
16,937 |
16,937 |
16,838 |
16,895 |
PP |
16,853 |
16,853 |
16,853 |
16,833 |
S1 |
16,737 |
16,737 |
16,802 |
16,695 |
S2 |
16,653 |
16,653 |
16,783 |
|
S3 |
16,453 |
16,537 |
16,765 |
|
S4 |
16,253 |
16,337 |
16,710 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,133 |
17,922 |
17,065 |
|
R3 |
17,688 |
17,477 |
16,943 |
|
R2 |
17,243 |
17,243 |
16,902 |
|
R1 |
17,032 |
17,032 |
16,861 |
17,138 |
PP |
16,798 |
16,798 |
16,798 |
16,851 |
S1 |
16,587 |
16,587 |
16,779 |
16,693 |
S2 |
16,353 |
16,353 |
16,739 |
|
S3 |
15,908 |
16,142 |
16,698 |
|
S4 |
15,463 |
15,697 |
16,575 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,010 |
16,565 |
445 |
2.6% |
195 |
1.2% |
57% |
False |
False |
9,622 |
10 |
17,010 |
16,205 |
805 |
4.8% |
251 |
1.5% |
76% |
False |
False |
10,727 |
20 |
17,010 |
16,205 |
805 |
4.8% |
265 |
1.6% |
76% |
False |
False |
10,848 |
40 |
17,135 |
16,205 |
930 |
5.5% |
230 |
1.4% |
66% |
False |
False |
7,203 |
60 |
17,135 |
15,900 |
1,235 |
7.3% |
233 |
1.4% |
74% |
False |
False |
4,811 |
80 |
17,135 |
15,060 |
2,075 |
12.3% |
254 |
1.5% |
85% |
False |
False |
3,614 |
100 |
17,135 |
15,060 |
2,075 |
12.3% |
207 |
1.2% |
85% |
False |
False |
2,892 |
120 |
17,740 |
15,060 |
2,680 |
15.9% |
173 |
1.0% |
66% |
False |
False |
2,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,820 |
2.618 |
17,494 |
1.618 |
17,294 |
1.000 |
17,170 |
0.618 |
17,094 |
HIGH |
16,970 |
0.618 |
16,894 |
0.500 |
16,870 |
0.382 |
16,847 |
LOW |
16,770 |
0.618 |
16,647 |
1.000 |
16,570 |
1.618 |
16,447 |
2.618 |
16,247 |
4.250 |
15,920 |
|
|
Fisher Pivots for day following 07-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
16,870 |
16,878 |
PP |
16,853 |
16,858 |
S1 |
16,837 |
16,839 |
|