Trading Metrics calculated at close of trading on 17-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,263.3 |
1,255.3 |
-8.0 |
-0.6% |
1,262.3 |
High |
1,264.1 |
1,262.0 |
-2.1 |
-0.2% |
1,270.2 |
Low |
1,251.0 |
1,255.0 |
4.0 |
0.3% |
1,251.0 |
Close |
1,259.3 |
1,260.5 |
1.2 |
0.1% |
1,259.3 |
Range |
13.1 |
7.0 |
-6.1 |
-46.6% |
19.2 |
ATR |
15.1 |
14.5 |
-0.6 |
-3.8% |
0.0 |
Volume |
8,365 |
7,718 |
-647 |
-7.7% |
38,153 |
|
Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.2 |
1,277.3 |
1,264.4 |
|
R3 |
1,273.2 |
1,270.3 |
1,262.4 |
|
R2 |
1,266.2 |
1,266.2 |
1,261.8 |
|
R1 |
1,263.3 |
1,263.3 |
1,261.1 |
1,264.8 |
PP |
1,259.2 |
1,259.2 |
1,259.2 |
1,259.9 |
S1 |
1,256.3 |
1,256.3 |
1,259.9 |
1,257.8 |
S2 |
1,252.2 |
1,252.2 |
1,259.2 |
|
S3 |
1,245.2 |
1,249.3 |
1,258.6 |
|
S4 |
1,238.2 |
1,242.3 |
1,256.7 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.8 |
1,307.7 |
1,269.9 |
|
R3 |
1,298.6 |
1,288.5 |
1,264.6 |
|
R2 |
1,279.4 |
1,279.4 |
1,262.8 |
|
R1 |
1,269.3 |
1,269.3 |
1,261.1 |
1,264.8 |
PP |
1,260.2 |
1,260.2 |
1,260.2 |
1,257.9 |
S1 |
1,250.1 |
1,250.1 |
1,257.5 |
1,245.6 |
S2 |
1,241.0 |
1,241.0 |
1,255.8 |
|
S3 |
1,221.8 |
1,230.9 |
1,254.0 |
|
S4 |
1,202.6 |
1,211.7 |
1,248.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,267.4 |
1,251.0 |
16.4 |
1.3% |
9.3 |
0.7% |
58% |
False |
False |
7,271 |
10 |
1,318.9 |
1,246.8 |
72.1 |
5.7% |
16.0 |
1.3% |
19% |
False |
False |
8,656 |
20 |
1,351.2 |
1,246.8 |
104.4 |
8.3% |
14.1 |
1.1% |
13% |
False |
False |
6,532 |
40 |
1,360.7 |
1,246.8 |
113.9 |
9.0% |
14.4 |
1.1% |
12% |
False |
False |
5,614 |
60 |
1,378.1 |
1,246.8 |
131.3 |
10.4% |
14.9 |
1.2% |
10% |
False |
False |
4,985 |
80 |
1,387.1 |
1,246.8 |
140.3 |
11.1% |
16.4 |
1.3% |
10% |
False |
False |
4,095 |
100 |
1,387.1 |
1,210.0 |
177.1 |
14.0% |
15.8 |
1.3% |
29% |
False |
False |
3,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.8 |
2.618 |
1,280.3 |
1.618 |
1,273.3 |
1.000 |
1,269.0 |
0.618 |
1,266.3 |
HIGH |
1,262.0 |
0.618 |
1,259.3 |
0.500 |
1,258.5 |
0.382 |
1,257.7 |
LOW |
1,255.0 |
0.618 |
1,250.7 |
1.000 |
1,248.0 |
1.618 |
1,243.7 |
2.618 |
1,236.7 |
4.250 |
1,225.3 |
|
|
Fisher Pivots for day following 17-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,259.8 |
1,260.0 |
PP |
1,259.2 |
1,259.5 |
S1 |
1,258.5 |
1,259.0 |
|