Trading Metrics calculated at close of trading on 11-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
16,830 |
16,985 |
155 |
0.9% |
16,570 |
High |
17,025 |
17,100 |
75 |
0.4% |
17,010 |
Low |
16,790 |
16,855 |
65 |
0.4% |
16,565 |
Close |
16,985 |
16,915 |
-70 |
-0.4% |
16,820 |
Range |
235 |
245 |
10 |
4.3% |
445 |
ATR |
246 |
246 |
0 |
0.0% |
0 |
Volume |
4,401 |
9,909 |
5,508 |
125.2% |
48,114 |
|
Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,692 |
17,548 |
17,050 |
|
R3 |
17,447 |
17,303 |
16,983 |
|
R2 |
17,202 |
17,202 |
16,960 |
|
R1 |
17,058 |
17,058 |
16,938 |
17,008 |
PP |
16,957 |
16,957 |
16,957 |
16,931 |
S1 |
16,813 |
16,813 |
16,893 |
16,763 |
S2 |
16,712 |
16,712 |
16,870 |
|
S3 |
16,467 |
16,568 |
16,848 |
|
S4 |
16,222 |
16,323 |
16,780 |
|
|
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 |
17,100 |
16,745 |
355 |
2.1% |
216 |
1.3% |
48% |
True |
False |
8,525 |
10 |
17,100 |
16,350 |
750 |
4.4% |
223 |
1.3% |
75% |
True |
False |
9,795 |
20 |
17,100 |
16,205 |
895 |
5.3% |
258 |
1.5% |
79% |
True |
False |
10,278 |
40 |
17,135 |
16,205 |
930 |
5.5% |
237 |
1.4% |
76% |
False |
False |
7,560 |
60 |
17,135 |
15,900 |
1,235 |
7.3% |
236 |
1.4% |
82% |
False |
False |
5,050 |
80 |
17,135 |
15,060 |
2,075 |
12.3% |
251 |
1.5% |
89% |
False |
False |
3,792 |
100 |
17,135 |
15,060 |
2,075 |
12.3% |
212 |
1.3% |
89% |
False |
False |
3,035 |
120 |
17,740 |
15,060 |
2,680 |
15.8% |
177 |
1.0% |
69% |
False |
False |
2,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,141 |
2.618 |
17,742 |
1.618 |
17,497 |
1.000 |
17,345 |
0.618 |
17,252 |
HIGH |
17,100 |
0.618 |
17,007 |
0.500 |
16,978 |
0.382 |
16,949 |
LOW |
16,855 |
0.618 |
16,704 |
1.000 |
16,610 |
1.618 |
16,459 |
2.618 |
16,214 |
4.250 |
15,814 |
|
|
Fisher Pivots for day following 11-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
16,978 |
16,935 |
PP |
16,957 |
16,928 |
S1 |
16,936 |
16,922 |
|