| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
16,815 |
16,890 |
75 |
0.4% |
16,830 |
| High |
17,000 |
16,970 |
-30 |
-0.2% |
17,100 |
| Low |
16,755 |
16,840 |
85 |
0.5% |
16,680 |
| Close |
16,910 |
16,880 |
-30 |
-0.2% |
16,910 |
| Range |
245 |
130 |
-115 |
-46.9% |
420 |
| ATR |
247 |
238 |
-8 |
-3.4% |
0 |
| Volume |
8,627 |
6,421 |
-2,206 |
-25.6% |
44,201 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,287 |
17,213 |
16,952 |
|
| R3 |
17,157 |
17,083 |
16,916 |
|
| R2 |
17,027 |
17,027 |
16,904 |
|
| R1 |
16,953 |
16,953 |
16,892 |
16,925 |
| PP |
16,897 |
16,897 |
16,897 |
16,883 |
| S1 |
16,823 |
16,823 |
16,868 |
16,795 |
| S2 |
16,767 |
16,767 |
16,856 |
|
| S3 |
16,637 |
16,693 |
16,844 |
|
| S4 |
16,507 |
16,563 |
16,809 |
|
|
| 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% |
223 |
1.3% |
48% |
False |
False |
9,244 |
| 10 |
17,100 |
16,635 |
465 |
2.8% |
221 |
1.3% |
53% |
False |
False |
9,195 |
| 20 |
17,100 |
16,205 |
895 |
5.3% |
262 |
1.6% |
75% |
False |
False |
10,211 |
| 40 |
17,135 |
16,205 |
930 |
5.5% |
235 |
1.4% |
73% |
False |
False |
8,466 |
| 60 |
17,135 |
15,900 |
1,235 |
7.3% |
235 |
1.4% |
79% |
False |
False |
5,653 |
| 80 |
17,135 |
15,060 |
2,075 |
12.3% |
252 |
1.5% |
88% |
False |
False |
4,245 |
| 100 |
17,135 |
15,060 |
2,075 |
12.3% |
221 |
1.3% |
88% |
False |
False |
3,398 |
| 120 |
17,135 |
15,060 |
2,075 |
12.3% |
184 |
1.1% |
88% |
False |
False |
2,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,523 |
|
2.618 |
17,310 |
|
1.618 |
17,180 |
|
1.000 |
17,100 |
|
0.618 |
17,050 |
|
HIGH |
16,970 |
|
0.618 |
16,920 |
|
0.500 |
16,905 |
|
0.382 |
16,890 |
|
LOW |
16,840 |
|
0.618 |
16,760 |
|
1.000 |
16,710 |
|
1.618 |
16,630 |
|
2.618 |
16,500 |
|
4.250 |
16,288 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,905 |
16,868 |
| PP |
16,897 |
16,857 |
| S1 |
16,888 |
16,845 |
|