Trading Metrics calculated at close of trading on 07-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,280.42 |
18,295.35 |
14.93 |
0.1% |
18,279.60 |
High |
18,288.12 |
18,319.73 |
31.61 |
0.2% |
18,319.73 |
Low |
18,162.97 |
18,149.35 |
-13.62 |
-0.1% |
18,116.26 |
Close |
18,268.50 |
18,240.49 |
-28.01 |
-0.2% |
18,240.49 |
Range |
125.15 |
170.38 |
45.23 |
36.1% |
203.47 |
ATR |
166.88 |
167.13 |
0.25 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,747.66 |
18,664.46 |
18,334.20 |
|
R3 |
18,577.28 |
18,494.08 |
18,287.34 |
|
R2 |
18,406.90 |
18,406.90 |
18,271.73 |
|
R1 |
18,323.70 |
18,323.70 |
18,256.11 |
18,280.11 |
PP |
18,236.52 |
18,236.52 |
18,236.52 |
18,214.73 |
S1 |
18,153.32 |
18,153.32 |
18,224.87 |
18,109.73 |
S2 |
18,066.14 |
18,066.14 |
18,209.25 |
|
S3 |
17,895.76 |
17,982.94 |
18,193.64 |
|
S4 |
17,725.38 |
17,812.56 |
18,146.78 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,835.90 |
18,741.67 |
18,352.40 |
|
R3 |
18,632.43 |
18,538.20 |
18,296.44 |
|
R2 |
18,428.96 |
18,428.96 |
18,277.79 |
|
R1 |
18,334.73 |
18,334.73 |
18,259.14 |
18,280.11 |
PP |
18,225.49 |
18,225.49 |
18,225.49 |
18,198.19 |
S1 |
18,131.26 |
18,131.26 |
18,221.84 |
18,076.64 |
S2 |
18,022.02 |
18,022.02 |
18,203.19 |
|
S3 |
17,818.55 |
17,927.79 |
18,184.54 |
|
S4 |
17,615.08 |
17,724.32 |
18,128.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,319.73 |
18,116.26 |
203.47 |
1.1% |
135.88 |
0.7% |
61% |
True |
False |
|
10 |
18,369.62 |
18,052.16 |
317.46 |
1.7% |
163.27 |
0.9% |
59% |
False |
False |
|
20 |
18,449.88 |
17,992.21 |
457.67 |
2.5% |
173.28 |
0.9% |
54% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
140.90 |
0.8% |
37% |
False |
False |
|
60 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
126.52 |
0.7% |
37% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.42 |
0.8% |
73% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
140.33 |
0.8% |
73% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
144.79 |
0.8% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,043.85 |
2.618 |
18,765.78 |
1.618 |
18,595.40 |
1.000 |
18,490.11 |
0.618 |
18,425.02 |
HIGH |
18,319.73 |
0.618 |
18,254.64 |
0.500 |
18,234.54 |
0.382 |
18,214.44 |
LOW |
18,149.35 |
0.618 |
18,044.06 |
1.000 |
17,978.97 |
1.618 |
17,873.68 |
2.618 |
17,703.30 |
4.250 |
17,425.24 |
|
|
Fisher Pivots for day following 07-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,238.51 |
18,238.51 |
PP |
18,236.52 |
18,236.52 |
S1 |
18,234.54 |
18,234.54 |
|