Trading Metrics calculated at close of trading on 12-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,265.0 |
1,258.1 |
-6.9 |
-0.5% |
1,324.6 |
High |
1,267.4 |
1,263.6 |
-3.8 |
-0.3% |
1,325.7 |
Low |
1,258.0 |
1,255.0 |
-3.0 |
-0.2% |
1,246.8 |
Close |
1,259.5 |
1,257.4 |
-2.1 |
-0.2% |
1,255.3 |
Range |
9.4 |
8.6 |
-0.8 |
-8.5% |
78.9 |
ATR |
16.2 |
15.7 |
-0.5 |
-3.4% |
0.0 |
Volume |
5,255 |
5,241 |
-14 |
-0.3% |
45,339 |
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.5 |
1,279.5 |
1,262.1 |
|
R3 |
1,275.9 |
1,270.9 |
1,259.8 |
|
R2 |
1,267.3 |
1,267.3 |
1,259.0 |
|
R1 |
1,262.3 |
1,262.3 |
1,258.2 |
1,260.5 |
PP |
1,258.7 |
1,258.7 |
1,258.7 |
1,257.8 |
S1 |
1,253.7 |
1,253.7 |
1,256.6 |
1,251.9 |
S2 |
1,250.1 |
1,250.1 |
1,255.8 |
|
S3 |
1,241.5 |
1,245.1 |
1,255.0 |
|
S4 |
1,232.9 |
1,236.5 |
1,252.7 |
|
|
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 |
1,274.8 |
1,246.8 |
28.0 |
2.2% |
14.0 |
1.1% |
38% |
False |
False |
6,989 |
10 |
1,335.2 |
1,246.8 |
88.4 |
7.0% |
16.6 |
1.3% |
12% |
False |
False |
7,197 |
20 |
1,351.2 |
1,246.8 |
104.4 |
8.3% |
14.7 |
1.2% |
10% |
False |
False |
5,932 |
40 |
1,365.0 |
1,246.8 |
118.2 |
9.4% |
14.7 |
1.2% |
9% |
False |
False |
5,153 |
60 |
1,378.1 |
1,246.8 |
131.3 |
10.4% |
15.4 |
1.2% |
8% |
False |
False |
4,696 |
80 |
1,387.1 |
1,246.8 |
140.3 |
11.2% |
16.6 |
1.3% |
8% |
False |
False |
3,825 |
100 |
1,387.1 |
1,210.0 |
177.1 |
14.1% |
15.9 |
1.3% |
27% |
False |
False |
3,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.2 |
2.618 |
1,286.1 |
1.618 |
1,277.5 |
1.000 |
1,272.2 |
0.618 |
1,268.9 |
HIGH |
1,263.6 |
0.618 |
1,260.3 |
0.500 |
1,259.3 |
0.382 |
1,258.3 |
LOW |
1,255.0 |
0.618 |
1,249.7 |
1.000 |
1,246.4 |
1.618 |
1,241.1 |
2.618 |
1,232.5 |
4.250 |
1,218.5 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,259.3 |
1,262.6 |
PP |
1,258.7 |
1,260.9 |
S1 |
1,258.0 |
1,259.1 |
|