Trading Metrics calculated at close of trading on 06-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,205.50 |
18,280.42 |
74.92 |
0.4% |
18,217.76 |
High |
18,315.82 |
18,288.12 |
-27.70 |
-0.2% |
18,369.62 |
Low |
18,205.50 |
18,162.97 |
-42.53 |
-0.2% |
18,052.16 |
Close |
18,281.03 |
18,268.50 |
-12.53 |
-0.1% |
18,308.15 |
Range |
110.32 |
125.15 |
14.83 |
13.4% |
317.46 |
ATR |
170.09 |
166.88 |
-3.21 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,615.31 |
18,567.06 |
18,337.33 |
|
R3 |
18,490.16 |
18,441.91 |
18,302.92 |
|
R2 |
18,365.01 |
18,365.01 |
18,291.44 |
|
R1 |
18,316.76 |
18,316.76 |
18,279.97 |
18,278.31 |
PP |
18,239.86 |
18,239.86 |
18,239.86 |
18,220.64 |
S1 |
18,191.61 |
18,191.61 |
18,257.03 |
18,153.16 |
S2 |
18,114.71 |
18,114.71 |
18,245.56 |
|
S3 |
17,989.56 |
18,066.46 |
18,234.08 |
|
S4 |
17,864.41 |
17,941.31 |
18,199.67 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,195.69 |
19,069.38 |
18,482.75 |
|
R3 |
18,878.23 |
18,751.92 |
18,395.45 |
|
R2 |
18,560.77 |
18,560.77 |
18,366.35 |
|
R1 |
18,434.46 |
18,434.46 |
18,337.25 |
18,497.62 |
PP |
18,243.31 |
18,243.31 |
18,243.31 |
18,274.89 |
S1 |
18,117.00 |
18,117.00 |
18,279.05 |
18,180.16 |
S2 |
17,925.85 |
17,925.85 |
18,249.95 |
|
S3 |
17,608.39 |
17,799.54 |
18,220.85 |
|
S4 |
17,290.93 |
17,482.08 |
18,133.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,369.62 |
18,116.26 |
253.36 |
1.4% |
139.37 |
0.8% |
60% |
False |
False |
|
10 |
18,383.76 |
18,052.16 |
331.60 |
1.8% |
159.13 |
0.9% |
65% |
False |
False |
|
20 |
18,449.88 |
17,992.21 |
457.67 |
2.5% |
180.69 |
1.0% |
60% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
139.62 |
0.8% |
41% |
False |
False |
|
60 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
125.74 |
0.7% |
41% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
141.96 |
0.8% |
75% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
140.94 |
0.8% |
75% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
144.36 |
0.8% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,820.01 |
2.618 |
18,615.76 |
1.618 |
18,490.61 |
1.000 |
18,413.27 |
0.618 |
18,365.46 |
HIGH |
18,288.12 |
0.618 |
18,240.31 |
0.500 |
18,225.55 |
0.382 |
18,210.78 |
LOW |
18,162.97 |
0.618 |
18,085.63 |
1.000 |
18,037.82 |
1.618 |
17,960.48 |
2.618 |
17,835.33 |
4.250 |
17,631.08 |
|
|
Fisher Pivots for day following 06-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,254.18 |
18,251.01 |
PP |
18,239.86 |
18,233.53 |
S1 |
18,225.55 |
18,216.04 |
|