Trading Metrics calculated at close of trading on 11-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,262.3 |
1,265.0 |
2.7 |
0.2% |
1,324.6 |
High |
1,270.2 |
1,267.4 |
-2.8 |
-0.2% |
1,325.7 |
Low |
1,262.0 |
1,258.0 |
-4.0 |
-0.3% |
1,246.8 |
Close |
1,264.0 |
1,259.5 |
-4.5 |
-0.4% |
1,255.3 |
Range |
8.2 |
9.4 |
1.2 |
14.6% |
78.9 |
ATR |
16.8 |
16.2 |
-0.5 |
-3.1% |
0.0 |
Volume |
9,512 |
5,255 |
-4,257 |
-44.8% |
45,339 |
|
Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.8 |
1,284.1 |
1,264.7 |
|
R3 |
1,280.4 |
1,274.7 |
1,262.1 |
|
R2 |
1,271.0 |
1,271.0 |
1,261.2 |
|
R1 |
1,265.3 |
1,265.3 |
1,260.4 |
1,263.5 |
PP |
1,261.6 |
1,261.6 |
1,261.6 |
1,260.7 |
S1 |
1,255.9 |
1,255.9 |
1,258.6 |
1,254.1 |
S2 |
1,252.2 |
1,252.2 |
1,257.8 |
|
S3 |
1,242.8 |
1,246.5 |
1,256.9 |
|
S4 |
1,233.4 |
1,237.1 |
1,254.3 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,512.6 |
1,462.9 |
1,298.7 |
|
R3 |
1,433.7 |
1,384.0 |
1,277.0 |
|
R2 |
1,354.8 |
1,354.8 |
1,269.8 |
|
R1 |
1,305.1 |
1,305.1 |
1,262.5 |
1,290.5 |
PP |
1,275.9 |
1,275.9 |
1,275.9 |
1,268.7 |
S1 |
1,226.2 |
1,226.2 |
1,248.1 |
1,211.6 |
S2 |
1,197.0 |
1,197.0 |
1,240.8 |
|
S3 |
1,118.1 |
1,147.3 |
1,233.6 |
|
S4 |
1,039.2 |
1,068.4 |
1,211.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,282.3 |
1,246.8 |
35.5 |
2.8% |
15.2 |
1.2% |
36% |
False |
False |
7,683 |
10 |
1,335.2 |
1,246.8 |
88.4 |
7.0% |
16.7 |
1.3% |
14% |
False |
False |
7,375 |
20 |
1,351.2 |
1,246.8 |
104.4 |
8.3% |
14.9 |
1.2% |
12% |
False |
False |
5,948 |
40 |
1,368.0 |
1,246.8 |
121.2 |
9.6% |
15.0 |
1.2% |
10% |
False |
False |
5,064 |
60 |
1,378.1 |
1,246.8 |
131.3 |
10.4% |
15.4 |
1.2% |
10% |
False |
False |
4,617 |
80 |
1,387.1 |
1,246.8 |
140.3 |
11.1% |
16.7 |
1.3% |
9% |
False |
False |
3,808 |
100 |
1,387.1 |
1,210.0 |
177.1 |
14.1% |
15.9 |
1.3% |
28% |
False |
False |
3,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,307.4 |
2.618 |
1,292.0 |
1.618 |
1,282.6 |
1.000 |
1,276.8 |
0.618 |
1,273.2 |
HIGH |
1,267.4 |
0.618 |
1,263.8 |
0.500 |
1,262.7 |
0.382 |
1,261.6 |
LOW |
1,258.0 |
0.618 |
1,252.2 |
1.000 |
1,248.6 |
1.618 |
1,242.8 |
2.618 |
1,233.4 |
4.250 |
1,218.1 |
|
|
Fisher Pivots for day following 11-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,262.7 |
1,259.3 |
PP |
1,261.6 |
1,259.1 |
S1 |
1,260.6 |
1,258.9 |
|