Trading Metrics calculated at close of trading on 21-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
17,005 |
17,320 |
315 |
1.9% |
16,890 |
High |
17,320 |
17,365 |
45 |
0.3% |
17,365 |
Low |
16,990 |
17,150 |
160 |
0.9% |
16,840 |
Close |
17,305 |
17,275 |
-30 |
-0.2% |
17,275 |
Range |
330 |
215 |
-115 |
-34.8% |
525 |
ATR |
231 |
230 |
-1 |
-0.5% |
0 |
Volume |
14,599 |
8,597 |
-6,002 |
-41.1% |
41,876 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,908 |
17,807 |
17,393 |
|
R3 |
17,693 |
17,592 |
17,334 |
|
R2 |
17,478 |
17,478 |
17,315 |
|
R1 |
17,377 |
17,377 |
17,295 |
17,320 |
PP |
17,263 |
17,263 |
17,263 |
17,235 |
S1 |
17,162 |
17,162 |
17,255 |
17,105 |
S2 |
17,048 |
17,048 |
17,236 |
|
S3 |
16,833 |
16,947 |
17,216 |
|
S4 |
16,618 |
16,732 |
17,157 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,735 |
18,530 |
17,564 |
|
R3 |
18,210 |
18,005 |
17,420 |
|
R2 |
17,685 |
17,685 |
17,371 |
|
R1 |
17,480 |
17,480 |
17,323 |
17,583 |
PP |
17,160 |
17,160 |
17,160 |
17,211 |
S1 |
16,955 |
16,955 |
17,227 |
17,058 |
S2 |
16,635 |
16,635 |
17,179 |
|
S3 |
16,110 |
16,430 |
17,131 |
|
S4 |
15,585 |
15,905 |
16,986 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,365 |
16,840 |
525 |
3.0% |
189 |
1.1% |
83% |
True |
False |
8,375 |
10 |
17,365 |
16,680 |
685 |
4.0% |
217 |
1.3% |
87% |
True |
False |
8,607 |
20 |
17,365 |
16,205 |
1,160 |
6.7% |
234 |
1.4% |
92% |
True |
False |
9,667 |
40 |
17,365 |
16,205 |
1,160 |
6.7% |
241 |
1.4% |
92% |
True |
False |
9,345 |
60 |
17,365 |
15,900 |
1,465 |
8.5% |
235 |
1.4% |
94% |
True |
False |
6,243 |
80 |
17,365 |
15,200 |
2,165 |
12.5% |
241 |
1.4% |
96% |
True |
False |
4,687 |
100 |
17,365 |
15,060 |
2,305 |
13.3% |
229 |
1.3% |
96% |
True |
False |
3,753 |
120 |
17,365 |
15,060 |
2,305 |
13.3% |
191 |
1.1% |
96% |
True |
False |
3,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,279 |
2.618 |
17,928 |
1.618 |
17,713 |
1.000 |
17,580 |
0.618 |
17,498 |
HIGH |
17,365 |
0.618 |
17,283 |
0.500 |
17,258 |
0.382 |
17,232 |
LOW |
17,150 |
0.618 |
17,017 |
1.000 |
16,935 |
1.618 |
16,802 |
2.618 |
16,587 |
4.250 |
16,236 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
17,269 |
17,237 |
PP |
17,263 |
17,198 |
S1 |
17,258 |
17,160 |
|