Trading Metrics calculated at close of trading on 11-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,282.95 |
18,308.43 |
25.48 |
0.1% |
18,279.60 |
High |
18,399.96 |
18,312.33 |
-87.63 |
-0.5% |
18,319.73 |
Low |
18,282.95 |
18,061.96 |
-220.99 |
-1.2% |
18,116.26 |
Close |
18,329.04 |
18,128.66 |
-200.38 |
-1.1% |
18,240.49 |
Range |
117.01 |
250.37 |
133.36 |
114.0% |
203.47 |
ATR |
166.58 |
173.76 |
7.18 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,918.76 |
18,774.08 |
18,266.36 |
|
R3 |
18,668.39 |
18,523.71 |
18,197.51 |
|
R2 |
18,418.02 |
18,418.02 |
18,174.56 |
|
R1 |
18,273.34 |
18,273.34 |
18,151.61 |
18,220.50 |
PP |
18,167.65 |
18,167.65 |
18,167.65 |
18,141.23 |
S1 |
18,022.97 |
18,022.97 |
18,105.71 |
17,970.13 |
S2 |
17,917.28 |
17,917.28 |
18,082.76 |
|
S3 |
17,666.91 |
17,772.60 |
18,059.81 |
|
S4 |
17,416.54 |
17,522.23 |
17,990.96 |
|
|
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 |
18,061.96 |
338.00 |
1.9% |
154.65 |
0.9% |
20% |
False |
True |
|
10 |
18,399.96 |
18,061.96 |
338.00 |
1.9% |
167.97 |
0.9% |
20% |
False |
True |
|
20 |
18,449.88 |
17,992.21 |
457.67 |
2.5% |
161.71 |
0.9% |
30% |
False |
False |
|
40 |
18,631.60 |
17,992.21 |
639.39 |
3.5% |
146.33 |
0.8% |
21% |
False |
False |
|
60 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
130.11 |
0.7% |
20% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
141.83 |
0.8% |
66% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
139.99 |
0.8% |
66% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
145.52 |
0.8% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,376.40 |
2.618 |
18,967.80 |
1.618 |
18,717.43 |
1.000 |
18,562.70 |
0.618 |
18,467.06 |
HIGH |
18,312.33 |
0.618 |
18,216.69 |
0.500 |
18,187.15 |
0.382 |
18,157.60 |
LOW |
18,061.96 |
0.618 |
17,907.23 |
1.000 |
17,811.59 |
1.618 |
17,656.86 |
2.618 |
17,406.49 |
4.250 |
16,997.89 |
|
|
Fisher Pivots for day following 11-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,187.15 |
18,230.96 |
PP |
18,167.65 |
18,196.86 |
S1 |
18,148.16 |
18,162.76 |
|