Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,295.35 |
18,282.95 |
-12.40 |
-0.1% |
18,279.60 |
High |
18,319.73 |
18,399.96 |
80.23 |
0.4% |
18,319.73 |
Low |
18,149.35 |
18,282.95 |
133.60 |
0.7% |
18,116.26 |
Close |
18,240.49 |
18,329.04 |
88.55 |
0.5% |
18,240.49 |
Range |
170.38 |
117.01 |
-53.37 |
-31.3% |
203.47 |
ATR |
167.13 |
166.58 |
-0.55 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,688.35 |
18,625.70 |
18,393.40 |
|
R3 |
18,571.34 |
18,508.69 |
18,361.22 |
|
R2 |
18,454.33 |
18,454.33 |
18,350.49 |
|
R1 |
18,391.68 |
18,391.68 |
18,339.77 |
18,423.01 |
PP |
18,337.32 |
18,337.32 |
18,337.32 |
18,352.98 |
S1 |
18,274.67 |
18,274.67 |
18,318.31 |
18,306.00 |
S2 |
18,220.31 |
18,220.31 |
18,307.59 |
|
S3 |
18,103.30 |
18,157.66 |
18,296.86 |
|
S4 |
17,986.29 |
18,040.65 |
18,264.68 |
|
|
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 |
18,399.96 |
18,116.26 |
283.70 |
1.5% |
144.07 |
0.8% |
75% |
True |
False |
|
10 |
18,399.96 |
18,052.16 |
347.80 |
1.9% |
161.53 |
0.9% |
80% |
True |
False |
|
20 |
18,449.88 |
17,992.21 |
457.67 |
2.5% |
160.93 |
0.9% |
74% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
142.07 |
0.8% |
50% |
False |
False |
|
60 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
127.04 |
0.7% |
50% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
140.34 |
0.8% |
79% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
139.32 |
0.8% |
79% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
144.63 |
0.8% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,897.25 |
2.618 |
18,706.29 |
1.618 |
18,589.28 |
1.000 |
18,516.97 |
0.618 |
18,472.27 |
HIGH |
18,399.96 |
0.618 |
18,355.26 |
0.500 |
18,341.46 |
0.382 |
18,327.65 |
LOW |
18,282.95 |
0.618 |
18,210.64 |
1.000 |
18,165.94 |
1.618 |
18,093.63 |
2.618 |
17,976.62 |
4.250 |
17,785.66 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,341.46 |
18,310.91 |
PP |
18,337.32 |
18,292.78 |
S1 |
18,333.18 |
18,274.66 |
|