Trading Metrics calculated at close of trading on 17-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,177.35 |
18,135.85 |
-41.50 |
-0.2% |
18,282.95 |
High |
18,261.11 |
18,162.28 |
-98.83 |
-0.5% |
18,399.96 |
Low |
18,138.38 |
18,063.02 |
-75.36 |
-0.4% |
17,959.95 |
Close |
18,138.38 |
18,086.40 |
-51.98 |
-0.3% |
18,138.38 |
Range |
122.73 |
99.26 |
-23.47 |
-19.1% |
440.01 |
ATR |
169.82 |
164.78 |
-5.04 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,401.68 |
18,343.30 |
18,140.99 |
|
R3 |
18,302.42 |
18,244.04 |
18,113.70 |
|
R2 |
18,203.16 |
18,203.16 |
18,104.60 |
|
R1 |
18,144.78 |
18,144.78 |
18,095.50 |
18,124.34 |
PP |
18,103.90 |
18,103.90 |
18,103.90 |
18,093.68 |
S1 |
18,045.52 |
18,045.52 |
18,077.30 |
18,025.08 |
S2 |
18,004.64 |
18,004.64 |
18,068.20 |
|
S3 |
17,905.38 |
17,946.26 |
18,059.10 |
|
S4 |
17,806.12 |
17,847.00 |
18,031.81 |
|
|
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 |
18,312.33 |
17,959.95 |
352.38 |
1.9% |
152.40 |
0.8% |
36% |
False |
False |
|
10 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
148.24 |
0.8% |
29% |
False |
False |
|
20 |
18,449.88 |
17,959.95 |
489.93 |
2.7% |
151.55 |
0.8% |
26% |
False |
False |
|
40 |
18,631.60 |
17,959.95 |
671.65 |
3.7% |
150.64 |
0.8% |
19% |
False |
False |
|
60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
133.06 |
0.7% |
18% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
140.67 |
0.8% |
64% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
139.32 |
0.8% |
64% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
145.39 |
0.8% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,584.14 |
2.618 |
18,422.14 |
1.618 |
18,322.88 |
1.000 |
18,261.54 |
0.618 |
18,223.62 |
HIGH |
18,162.28 |
0.618 |
18,124.36 |
0.500 |
18,112.65 |
0.382 |
18,100.94 |
LOW |
18,063.02 |
0.618 |
18,001.68 |
1.000 |
17,963.76 |
1.618 |
17,902.42 |
2.618 |
17,803.16 |
4.250 |
17,641.17 |
|
|
Fisher Pivots for day following 17-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,112.65 |
18,110.53 |
PP |
18,103.90 |
18,102.49 |
S1 |
18,095.15 |
18,094.44 |
|