Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
16,965 |
16,830 |
-135 |
-0.8% |
16,570 |
High |
16,970 |
17,025 |
55 |
0.3% |
17,010 |
Low |
16,770 |
16,790 |
20 |
0.1% |
16,565 |
Close |
16,820 |
16,985 |
165 |
1.0% |
16,820 |
Range |
200 |
235 |
35 |
17.5% |
445 |
ATR |
247 |
246 |
-1 |
-0.4% |
0 |
Volume |
11,140 |
4,401 |
-6,739 |
-60.5% |
48,114 |
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,638 |
17,547 |
17,114 |
|
R3 |
17,403 |
17,312 |
17,050 |
|
R2 |
17,168 |
17,168 |
17,028 |
|
R1 |
17,077 |
17,077 |
17,007 |
17,123 |
PP |
16,933 |
16,933 |
16,933 |
16,956 |
S1 |
16,842 |
16,842 |
16,964 |
16,888 |
S2 |
16,698 |
16,698 |
16,942 |
|
S3 |
16,463 |
16,607 |
16,921 |
|
S4 |
16,228 |
16,372 |
16,856 |
|
|
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 |
17,025 |
16,635 |
390 |
2.3% |
219 |
1.3% |
90% |
True |
False |
9,146 |
10 |
17,025 |
16,205 |
820 |
4.8% |
239 |
1.4% |
95% |
True |
False |
10,212 |
20 |
17,025 |
16,205 |
820 |
4.8% |
262 |
1.5% |
95% |
True |
False |
10,404 |
40 |
17,135 |
16,205 |
930 |
5.5% |
233 |
1.4% |
84% |
False |
False |
7,313 |
60 |
17,135 |
15,900 |
1,235 |
7.3% |
235 |
1.4% |
88% |
False |
False |
4,885 |
80 |
17,135 |
15,060 |
2,075 |
12.2% |
250 |
1.5% |
93% |
False |
False |
3,669 |
100 |
17,135 |
15,060 |
2,075 |
12.2% |
210 |
1.2% |
93% |
False |
False |
2,936 |
120 |
17,740 |
15,060 |
2,680 |
15.8% |
175 |
1.0% |
72% |
False |
False |
2,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,024 |
2.618 |
17,640 |
1.618 |
17,405 |
1.000 |
17,260 |
0.618 |
17,170 |
HIGH |
17,025 |
0.618 |
16,935 |
0.500 |
16,908 |
0.382 |
16,880 |
LOW |
16,790 |
0.618 |
16,645 |
1.000 |
16,555 |
1.618 |
16,410 |
2.618 |
16,175 |
4.250 |
15,791 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
16,959 |
16,956 |
PP |
16,933 |
16,927 |
S1 |
16,908 |
16,898 |
|