Trading Metrics calculated at close of trading on 14-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
16,985 |
16,815 |
-170 |
-1.0% |
16,830 |
High |
17,010 |
17,000 |
-10 |
-0.1% |
17,100 |
Low |
16,680 |
16,755 |
75 |
0.4% |
16,680 |
Close |
16,805 |
16,910 |
105 |
0.6% |
16,910 |
Range |
330 |
245 |
-85 |
-25.8% |
420 |
ATR |
247 |
247 |
0 |
-0.1% |
0 |
Volume |
12,509 |
8,627 |
-3,882 |
-31.0% |
44,201 |
|
Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,623 |
17,512 |
17,045 |
|
R3 |
17,378 |
17,267 |
16,978 |
|
R2 |
17,133 |
17,133 |
16,955 |
|
R1 |
17,022 |
17,022 |
16,933 |
17,078 |
PP |
16,888 |
16,888 |
16,888 |
16,916 |
S1 |
16,777 |
16,777 |
16,888 |
16,833 |
S2 |
16,643 |
16,643 |
16,865 |
|
S3 |
16,398 |
16,532 |
16,843 |
|
S4 |
16,153 |
16,287 |
16,775 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,157 |
17,953 |
17,141 |
|
R3 |
17,737 |
17,533 |
17,026 |
|
R2 |
17,317 |
17,317 |
16,987 |
|
R1 |
17,113 |
17,113 |
16,949 |
17,215 |
PP |
16,897 |
16,897 |
16,897 |
16,948 |
S1 |
16,693 |
16,693 |
16,872 |
16,795 |
S2 |
16,477 |
16,477 |
16,833 |
|
S3 |
16,057 |
16,273 |
16,795 |
|
S4 |
15,637 |
15,853 |
16,679 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,100 |
16,680 |
420 |
2.5% |
244 |
1.4% |
55% |
False |
False |
8,840 |
10 |
17,100 |
16,565 |
535 |
3.2% |
220 |
1.3% |
64% |
False |
False |
9,231 |
20 |
17,100 |
16,205 |
895 |
5.3% |
263 |
1.6% |
79% |
False |
False |
10,123 |
40 |
17,135 |
16,205 |
930 |
5.5% |
236 |
1.4% |
76% |
False |
False |
8,306 |
60 |
17,135 |
15,900 |
1,235 |
7.3% |
235 |
1.4% |
82% |
False |
False |
5,546 |
80 |
17,135 |
15,060 |
2,075 |
12.3% |
255 |
1.5% |
89% |
False |
False |
4,165 |
100 |
17,135 |
15,060 |
2,075 |
12.3% |
220 |
1.3% |
89% |
False |
False |
3,334 |
120 |
17,520 |
15,060 |
2,460 |
14.5% |
183 |
1.1% |
75% |
False |
False |
2,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,041 |
2.618 |
17,642 |
1.618 |
17,397 |
1.000 |
17,245 |
0.618 |
17,152 |
HIGH |
17,000 |
0.618 |
16,907 |
0.500 |
16,878 |
0.382 |
16,849 |
LOW |
16,755 |
0.618 |
16,604 |
1.000 |
16,510 |
1.618 |
16,359 |
2.618 |
16,114 |
4.250 |
15,714 |
|
|
Fisher Pivots for day following 14-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
16,899 |
16,890 |
PP |
16,888 |
16,870 |
S1 |
16,878 |
16,850 |
|