Trading Metrics calculated at close of trading on 14-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,088.32 |
18,177.35 |
89.03 |
0.5% |
18,282.95 |
High |
18,137.70 |
18,261.11 |
123.41 |
0.7% |
18,399.96 |
Low |
17,959.95 |
18,138.38 |
178.43 |
1.0% |
17,959.95 |
Close |
18,098.94 |
18,138.38 |
39.44 |
0.2% |
18,138.38 |
Range |
177.75 |
122.73 |
-55.02 |
-31.0% |
440.01 |
ATR |
170.41 |
169.82 |
-0.59 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,547.48 |
18,465.66 |
18,205.88 |
|
R3 |
18,424.75 |
18,342.93 |
18,172.13 |
|
R2 |
18,302.02 |
18,302.02 |
18,160.88 |
|
R1 |
18,220.20 |
18,220.20 |
18,149.63 |
18,199.75 |
PP |
18,179.29 |
18,179.29 |
18,179.29 |
18,169.06 |
S1 |
18,097.47 |
18,097.47 |
18,127.13 |
18,077.02 |
S2 |
18,056.56 |
18,056.56 |
18,115.88 |
|
S3 |
17,933.83 |
17,974.74 |
18,104.63 |
|
S4 |
17,811.10 |
17,852.01 |
18,070.88 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,486.13 |
19,252.26 |
18,380.39 |
|
R3 |
19,046.12 |
18,812.25 |
18,259.38 |
|
R2 |
18,606.11 |
18,606.11 |
18,219.05 |
|
R1 |
18,372.24 |
18,372.24 |
18,178.71 |
18,269.17 |
PP |
18,166.10 |
18,166.10 |
18,166.10 |
18,114.56 |
S1 |
17,932.23 |
17,932.23 |
18,098.05 |
17,829.16 |
S2 |
17,726.09 |
17,726.09 |
18,057.71 |
|
S3 |
17,286.08 |
17,492.22 |
18,017.38 |
|
S4 |
16,846.07 |
17,052.21 |
17,896.37 |
|
|
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% |
155.95 |
0.9% |
41% |
False |
False |
|
10 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
145.91 |
0.8% |
41% |
False |
False |
|
20 |
18,449.88 |
17,959.95 |
489.93 |
2.7% |
154.68 |
0.9% |
36% |
False |
False |
|
40 |
18,631.60 |
17,959.95 |
671.65 |
3.7% |
150.50 |
0.8% |
27% |
False |
False |
|
60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
132.74 |
0.7% |
25% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
141.52 |
0.8% |
67% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
139.89 |
0.8% |
67% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
145.94 |
0.8% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,782.71 |
2.618 |
18,582.42 |
1.618 |
18,459.69 |
1.000 |
18,383.84 |
0.618 |
18,336.96 |
HIGH |
18,261.11 |
0.618 |
18,214.23 |
0.500 |
18,199.75 |
0.382 |
18,185.26 |
LOW |
18,138.38 |
0.618 |
18,062.53 |
1.000 |
18,015.65 |
1.618 |
17,939.80 |
2.618 |
17,817.07 |
4.250 |
17,616.78 |
|
|
Fisher Pivots for day following 14-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,199.75 |
18,129.10 |
PP |
18,179.29 |
18,119.81 |
S1 |
18,158.84 |
18,110.53 |
|