Trading Metrics calculated at close of trading on 19-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,145.06 |
18,178.21 |
33.15 |
0.2% |
18,282.95 |
High |
18,225.80 |
18,252.20 |
26.40 |
0.1% |
18,399.96 |
Low |
18,129.45 |
18,169.25 |
39.80 |
0.2% |
17,959.95 |
Close |
18,161.94 |
18,202.62 |
40.68 |
0.2% |
18,138.38 |
Range |
96.35 |
82.95 |
-13.40 |
-13.9% |
440.01 |
ATR |
162.97 |
157.77 |
-5.19 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,456.87 |
18,412.70 |
18,248.24 |
|
R3 |
18,373.92 |
18,329.75 |
18,225.43 |
|
R2 |
18,290.97 |
18,290.97 |
18,217.83 |
|
R1 |
18,246.80 |
18,246.80 |
18,210.22 |
18,268.89 |
PP |
18,208.02 |
18,208.02 |
18,208.02 |
18,219.07 |
S1 |
18,163.85 |
18,163.85 |
18,195.02 |
18,185.94 |
S2 |
18,125.07 |
18,125.07 |
18,187.41 |
|
S3 |
18,042.12 |
18,080.90 |
18,179.81 |
|
S4 |
17,959.17 |
17,997.95 |
18,157.00 |
|
|
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 |
18,261.11 |
17,959.95 |
301.16 |
1.7% |
115.81 |
0.6% |
81% |
False |
False |
|
10 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
135.38 |
0.7% |
55% |
False |
False |
|
20 |
18,449.88 |
17,959.95 |
489.93 |
2.7% |
146.30 |
0.8% |
50% |
False |
False |
|
40 |
18,572.09 |
17,959.95 |
612.14 |
3.4% |
150.36 |
0.8% |
40% |
False |
False |
|
60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
132.08 |
0.7% |
34% |
False |
False |
|
80 |
18,668.44 |
17,190.51 |
1,477.93 |
8.1% |
131.89 |
0.7% |
68% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
139.78 |
0.8% |
71% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
143.54 |
0.8% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,604.74 |
2.618 |
18,469.36 |
1.618 |
18,386.41 |
1.000 |
18,335.15 |
0.618 |
18,303.46 |
HIGH |
18,252.20 |
0.618 |
18,220.51 |
0.500 |
18,210.73 |
0.382 |
18,200.94 |
LOW |
18,169.25 |
0.618 |
18,117.99 |
1.000 |
18,086.30 |
1.618 |
18,035.04 |
2.618 |
17,952.09 |
4.250 |
17,816.71 |
|
|
Fisher Pivots for day following 19-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,210.73 |
18,187.62 |
PP |
18,208.02 |
18,172.61 |
S1 |
18,205.32 |
18,157.61 |
|