Trading Metrics calculated at close of trading on 19-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
16,880 |
16,965 |
85 |
0.5% |
16,830 |
High |
17,040 |
17,045 |
5 |
0.0% |
17,100 |
Low |
16,860 |
16,955 |
95 |
0.6% |
16,680 |
Close |
16,970 |
17,015 |
45 |
0.3% |
16,910 |
Range |
180 |
90 |
-90 |
-50.0% |
420 |
ATR |
234 |
224 |
-10 |
-4.4% |
0 |
Volume |
6,119 |
6,140 |
21 |
0.3% |
44,201 |
|
Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,275 |
17,235 |
17,065 |
|
R3 |
17,185 |
17,145 |
17,040 |
|
R2 |
17,095 |
17,095 |
17,032 |
|
R1 |
17,055 |
17,055 |
17,023 |
17,075 |
PP |
17,005 |
17,005 |
17,005 |
17,015 |
S1 |
16,965 |
16,965 |
17,007 |
16,985 |
S2 |
16,915 |
16,915 |
16,999 |
|
S3 |
16,825 |
16,875 |
16,990 |
|
S4 |
16,735 |
16,785 |
16,966 |
|
|
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 |
17,045 |
16,680 |
365 |
2.1% |
195 |
1.1% |
92% |
True |
False |
7,963 |
10 |
17,100 |
16,680 |
420 |
2.5% |
196 |
1.1% |
80% |
False |
False |
8,242 |
20 |
17,100 |
16,205 |
895 |
5.3% |
239 |
1.4% |
91% |
False |
False |
9,357 |
40 |
17,135 |
16,205 |
930 |
5.5% |
234 |
1.4% |
87% |
False |
False |
8,768 |
60 |
17,135 |
15,900 |
1,235 |
7.3% |
233 |
1.4% |
90% |
False |
False |
5,857 |
80 |
17,135 |
15,200 |
1,935 |
11.4% |
240 |
1.4% |
94% |
False |
False |
4,397 |
100 |
17,135 |
15,060 |
2,075 |
12.2% |
224 |
1.3% |
94% |
False |
False |
3,521 |
120 |
17,135 |
15,060 |
2,075 |
12.2% |
186 |
1.1% |
94% |
False |
False |
2,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,428 |
2.618 |
17,281 |
1.618 |
17,191 |
1.000 |
17,135 |
0.618 |
17,101 |
HIGH |
17,045 |
0.618 |
17,011 |
0.500 |
17,000 |
0.382 |
16,990 |
LOW |
16,955 |
0.618 |
16,900 |
1.000 |
16,865 |
1.618 |
16,810 |
2.618 |
16,720 |
4.250 |
16,573 |
|
|
Fisher Pivots for day following 19-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
17,010 |
16,991 |
PP |
17,005 |
16,967 |
S1 |
17,000 |
16,943 |
|