Trading Metrics calculated at close of trading on 12-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,308.43 |
18,132.63 |
-175.80 |
-1.0% |
18,279.60 |
High |
18,312.33 |
18,193.96 |
-118.37 |
-0.6% |
18,319.73 |
Low |
18,061.96 |
18,082.09 |
20.13 |
0.1% |
18,116.26 |
Close |
18,128.66 |
18,144.20 |
15.54 |
0.1% |
18,240.49 |
Range |
250.37 |
111.87 |
-138.50 |
-55.3% |
203.47 |
ATR |
173.76 |
169.34 |
-4.42 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,475.69 |
18,421.82 |
18,205.73 |
|
R3 |
18,363.82 |
18,309.95 |
18,174.96 |
|
R2 |
18,251.95 |
18,251.95 |
18,164.71 |
|
R1 |
18,198.08 |
18,198.08 |
18,154.45 |
18,225.02 |
PP |
18,140.08 |
18,140.08 |
18,140.08 |
18,153.55 |
S1 |
18,086.21 |
18,086.21 |
18,133.95 |
18,113.15 |
S2 |
18,028.21 |
18,028.21 |
18,123.69 |
|
S3 |
17,916.34 |
17,974.34 |
18,113.44 |
|
S4 |
17,804.47 |
17,862.47 |
18,082.67 |
|
|
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% |
154.96 |
0.9% |
24% |
False |
False |
|
10 |
18,399.96 |
18,061.96 |
338.00 |
1.9% |
162.11 |
0.9% |
24% |
False |
False |
|
20 |
18,449.88 |
18,015.49 |
434.39 |
2.4% |
158.74 |
0.9% |
30% |
False |
False |
|
40 |
18,631.60 |
17,992.21 |
639.39 |
3.5% |
147.52 |
0.8% |
24% |
False |
False |
|
60 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
130.85 |
0.7% |
22% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
140.61 |
0.8% |
67% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
139.77 |
0.8% |
67% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
145.48 |
0.8% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,669.41 |
2.618 |
18,486.84 |
1.618 |
18,374.97 |
1.000 |
18,305.83 |
0.618 |
18,263.10 |
HIGH |
18,193.96 |
0.618 |
18,151.23 |
0.500 |
18,138.03 |
0.382 |
18,124.82 |
LOW |
18,082.09 |
0.618 |
18,012.95 |
1.000 |
17,970.22 |
1.618 |
17,901.08 |
2.618 |
17,789.21 |
4.250 |
17,606.64 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,142.14 |
18,230.96 |
PP |
18,140.08 |
18,202.04 |
S1 |
18,138.03 |
18,173.12 |
|