Trading Metrics calculated at close of trading on 13-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,132.63 |
18,088.32 |
-44.31 |
-0.2% |
18,279.60 |
High |
18,193.96 |
18,137.70 |
-56.26 |
-0.3% |
18,319.73 |
Low |
18,082.09 |
17,959.95 |
-122.14 |
-0.7% |
18,116.26 |
Close |
18,144.20 |
18,098.94 |
-45.26 |
-0.2% |
18,240.49 |
Range |
111.87 |
177.75 |
65.88 |
58.9% |
203.47 |
ATR |
169.34 |
170.41 |
1.06 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,598.78 |
18,526.61 |
18,196.70 |
|
R3 |
18,421.03 |
18,348.86 |
18,147.82 |
|
R2 |
18,243.28 |
18,243.28 |
18,131.53 |
|
R1 |
18,171.11 |
18,171.11 |
18,115.23 |
18,207.20 |
PP |
18,065.53 |
18,065.53 |
18,065.53 |
18,083.57 |
S1 |
17,993.36 |
17,993.36 |
18,082.65 |
18,029.45 |
S2 |
17,887.78 |
17,887.78 |
18,066.35 |
|
S3 |
17,710.03 |
17,815.61 |
18,050.06 |
|
S4 |
17,532.28 |
17,637.86 |
18,001.18 |
|
|
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 |
17,959.95 |
440.01 |
2.4% |
165.48 |
0.9% |
32% |
False |
True |
|
10 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
152.42 |
0.8% |
32% |
False |
True |
|
20 |
18,449.88 |
17,959.95 |
489.93 |
2.7% |
155.89 |
0.9% |
28% |
False |
True |
|
40 |
18,631.60 |
17,959.95 |
671.65 |
3.7% |
149.12 |
0.8% |
21% |
False |
True |
|
60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
132.71 |
0.7% |
20% |
False |
True |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
141.86 |
0.8% |
65% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
140.84 |
0.8% |
65% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
145.83 |
0.8% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,893.14 |
2.618 |
18,603.05 |
1.618 |
18,425.30 |
1.000 |
18,315.45 |
0.618 |
18,247.55 |
HIGH |
18,137.70 |
0.618 |
18,069.80 |
0.500 |
18,048.83 |
0.382 |
18,027.85 |
LOW |
17,959.95 |
0.618 |
17,850.10 |
1.000 |
17,782.20 |
1.618 |
17,672.35 |
2.618 |
17,494.60 |
4.250 |
17,204.51 |
|
|
Fisher Pivots for day following 13-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,082.24 |
18,136.14 |
PP |
18,065.53 |
18,123.74 |
S1 |
18,048.83 |
18,111.34 |
|