Trading Metrics calculated at close of trading on 18-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
16,890 |
16,880 |
-10 |
-0.1% |
16,830 |
High |
16,970 |
17,040 |
70 |
0.4% |
17,100 |
Low |
16,840 |
16,860 |
20 |
0.1% |
16,680 |
Close |
16,880 |
16,970 |
90 |
0.5% |
16,910 |
Range |
130 |
180 |
50 |
38.5% |
420 |
ATR |
238 |
234 |
-4 |
-1.7% |
0 |
Volume |
6,421 |
6,119 |
-302 |
-4.7% |
44,201 |
|
Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,497 |
17,413 |
17,069 |
|
R3 |
17,317 |
17,233 |
17,020 |
|
R2 |
17,137 |
17,137 |
17,003 |
|
R1 |
17,053 |
17,053 |
16,987 |
17,095 |
PP |
16,957 |
16,957 |
16,957 |
16,978 |
S1 |
16,873 |
16,873 |
16,954 |
16,915 |
S2 |
16,777 |
16,777 |
16,937 |
|
S3 |
16,597 |
16,693 |
16,921 |
|
S4 |
16,417 |
16,513 |
16,871 |
|
|
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 |
17,040 |
16,680 |
360 |
2.1% |
210 |
1.2% |
81% |
True |
False |
8,486 |
10 |
17,100 |
16,680 |
420 |
2.5% |
213 |
1.3% |
69% |
False |
False |
8,506 |
20 |
17,100 |
16,205 |
895 |
5.3% |
259 |
1.5% |
85% |
False |
False |
10,144 |
40 |
17,135 |
16,205 |
930 |
5.5% |
236 |
1.4% |
82% |
False |
False |
8,616 |
60 |
17,135 |
15,900 |
1,235 |
7.3% |
235 |
1.4% |
87% |
False |
False |
5,755 |
80 |
17,135 |
15,200 |
1,935 |
11.4% |
239 |
1.4% |
91% |
False |
False |
4,321 |
100 |
17,135 |
15,060 |
2,075 |
12.2% |
223 |
1.3% |
92% |
False |
False |
3,459 |
120 |
17,135 |
15,060 |
2,075 |
12.2% |
186 |
1.1% |
92% |
False |
False |
2,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,805 |
2.618 |
17,511 |
1.618 |
17,331 |
1.000 |
17,220 |
0.618 |
17,151 |
HIGH |
17,040 |
0.618 |
16,971 |
0.500 |
16,950 |
0.382 |
16,929 |
LOW |
16,860 |
0.618 |
16,749 |
1.000 |
16,680 |
1.618 |
16,569 |
2.618 |
16,389 |
4.250 |
16,095 |
|
|
Fisher Pivots for day following 18-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
16,963 |
16,946 |
PP |
16,957 |
16,922 |
S1 |
16,950 |
16,898 |
|